High-Rate Vector Quantization for the Neyman-Pearson Detection of Correlated Processes

This paper investigates the effect of quantization on the performance of the Neyman-Pearson test. It is assumed that a sensing unit observes samples of a correlated stationary ergodic multivariate process. Each sample is passed through an N-point quantizer and transmitted to a decision device which performs a binary hypothesis test. For any false alarm level, it is shown that the miss probability of the Neyman-Pearson test converges to zero exponentially as the number of samples tends to infinity, assuming that the observed process satisfies certain mixing conditions. The main contribution of this paper is to provide a compact closed-form expression of the error exponent in the high-rate regime i.e., when the number N of quantization levels tends to infinity, generalizing previous results of Gupta and Hero to the case of non-independent observations. If d represents the dimension of one sample, it is proved that the error exponent converges at rate N^{2/d} to the one obtained in the absence of quantization. As an application, relevant high-rate quantization strategies which lead to a large error exponent are determined. Numerical results indicate that the proposed quantization rule can yield better performance than existing ones in terms of detection error.Comment: 47 pages, 7 figures, 1 table. To appear in the IEEE Transactions on Information Theor

Zero-Delay Rate Distortion via Filtering for Vector-Valued Gaussian Sources

We deal with zero-delay source coding of a vector-valued Gauss-Markov source subject to a mean-squared error (MSE) fidelity criterion characterized by the operational zero-delay vector-valued Gaussian rate distortion function (RDF). We address this problem by considering the nonanticipative RDF (NRDF) which is a lower bound to the causal optimal performance theoretically attainable (OPTA) function and operational zero-delay RDF. We recall the realization that corresponds to the optimal "test-channel" of the Gaussian NRDF, when considering a vector Gauss-Markov source subject to a MSE distortion in the finite time horizon. Then, we introduce sufficient conditions to show existence of solution for this problem in the infinite time horizon. For the asymptotic regime, we use the asymptotic characterization of the Gaussian NRDF to provide a new equivalent realization scheme with feedback which is characterized by a resource allocation (reverse-waterfilling) problem across the dimension of the vector source. We leverage the new realization to derive a predictive coding scheme via lattice quantization with subtractive dither and joint memoryless entropy coding. This coding scheme offers an upper bound to the operational zero-delay vector-valued Gaussian RDF. When we use scalar quantization, then for "r" active dimensions of the vector Gauss-Markov source the gap between the obtained lower and theoretical upper bounds is less than or equal to 0.254r + 1 bits/vector. We further show that it is possible when we use vector quantization, and assume infinite dimensional Gauss-Markov sources to make the previous gap to be negligible, i.e., Gaussian NRDF approximates the operational zero-delay Gaussian RDF. We also extend our results to vector-valued Gaussian sources of any finite memory under mild conditions. Our theoretical framework is demonstrated with illustrative numerical experiments.Comment: 32 pages, 9 figures, published in IEEE Journal of Selected Topics in Signal Processin

Asymptotic for the quantization error for a Wiener process with Gaussian starting point

The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained. We provide some further comments on the sharp asymptotic for the quantization error attending to a numerical experiment around the approximate solutions of the eigenvalues related with the covariance operator of the process

A Zador-Like Formula for Quantizers Based on Periodic Tilings

We consider Zador's asymptotic formula for the distortion-rate function for a variable-rate vector quantizer in the high-rate case. This formula involves the differential entropy of the source, the rate of the quantizer in bits per sample, and a coefficient G which depends on the geometry of the quantizer but is independent of the source. We give an explicit formula for G in the case when the quantizing regions form a periodic tiling of n-dimensional space, in terms of the volumes and second moments of the Voronoi cells. As an application we show, extending earlier work of Kashyap and Neuhoff, that even a variable-rate three-dimensional quantizer based on the ``A15'' structure is still inferior to a quantizer based on the body-centered cubic lattice. We also determine the smallest covering radius of such a structure.Comment: 8 page

Magnification Control in Winner Relaxing Neural Gas

An important goal in neural map learning, which can conveniently be accomplished by magnification control, is to achieve information optimal coding in the sense of information theory. In the present contribution we consider the winner relaxing approach for the neural gas network. Originally, winner relaxing learning is a slight modification of the self-organizing map learning rule that allows for adjustment of the magnification behavior by an a priori chosen control parameter. We transfer this approach to the neural gas algorithm. The magnification exponent can be calculated analytically for arbitrary dimension from a continuum theory, and the entropy of the resulting map is studied numerically conf irming the theoretical prediction. The influence of a diagonal term, which can be added without impacting the magnification, is studied numerically. This approach to maps of maximal mutual information is interesting for applications as the winner relaxing term only adds computational cost of same order and is easy to implement. In particular, it is not necessary to estimate the generally unknown data probability density as in other magnification control approaches.Comment: 14pages, 2 figure

Quantization and Compressive Sensing

Quantization is an essential step in digitizing signals, and, therefore, an indispensable component of any modern acquisition system. This book chapter explores the interaction of quantization and compressive sensing and examines practical quantization strategies for compressive acquisition systems. Specifically, we first provide a brief overview of quantization and examine fundamental performance bounds applicable to any quantization approach. Next, we consider several forms of scalar quantizers, namely uniform, non-uniform, and 1-bit. We provide performance bounds and fundamental analysis, as well as practical quantizer designs and reconstruction algorithms that account for quantization. Furthermore, we provide an overview of Sigma-Delta ($\Sigma\Delta$) quantization in the compressed sensing context, and also discuss implementation issues, recovery algorithms and performance bounds. As we demonstrate, proper accounting for quantization and careful quantizer design has significant impact in the performance of a compressive acquisition system.Comment: 35 pages, 20 figures, to appear in Springer book "Compressed Sensing and Its Applications", 201