Successive Refinement of Abstract Sources

In successive refinement of information, the decoder refines its representation of the source progressively as it receives more encoded bits. The rate-distortion region of successive refinement describes the minimum rates required to attain the target distortions at each decoding stage. In this paper, we derive a parametric characterization of the rate-distortion region for successive refinement of abstract sources. Our characterization extends Csiszar's result to successive refinement, and generalizes a result by Tuncel and Rose, applicable for finite alphabet sources, to abstract sources. This characterization spawns a family of outer bounds to the rate-distortion region. It also enables an iterative algorithm for computing the rate-distortion region, which generalizes Blahut's algorithm to successive refinement. Finally, it leads a new nonasymptotic converse bound. In all the scenarios where the dispersion is known, this bound is second-order optimal. In our proof technique, we avoid Karush-Kuhn-Tucker conditions of optimality, and we use basic tools of probability theory. We leverage the Donsker-Varadhan lemma for the minimization of relative entropy on abstract probability spaces.Comment: Extended version of a paper presented at ISIT 201

Probabilistic Deterministic Finite Automata and Recurrent Networks, Revisited

Reservoir computers (RCs) and recurrent neural networks (RNNs) can mimic any finite-state automaton in theory, and some workers demonstrated that this can hold in practice. We test the capability of generalized linear models, RCs, and Long Short-Term Memory (LSTM) RNN architectures to predict the stochastic processes generated by a large suite of probabilistic deterministic finite-state automata (PDFA). PDFAs provide an excellent performance benchmark in that they can be systematically enumerated, the randomness and correlation structure of their generated processes are exactly known, and their optimal memory-limited predictors are easily computed. Unsurprisingly, LSTMs outperform RCs, which outperform generalized linear models. Surprisingly, each of these methods can fall short of the maximal predictive accuracy by as much as 50% after training and, when optimized, tend to fall short of the maximal predictive accuracy by ~5%, even though previously available methods achieve maximal predictive accuracy with orders-of-magnitude less data. Thus, despite the representational universality of RCs and RNNs, using them can engender a surprising predictive gap for simple stimuli. One concludes that there is an important and underappreciated role for methods that infer "causal states" or "predictive state representations"

Parameters estimation for spatio-temporal maximum entropy distributions: application to neural spike trains

We propose a numerical method to learn Maximum Entropy (MaxEnt) distributions with spatio-temporal constraints from experimental spike trains. This is an extension of two papers [10] and [4] who proposed the estimation of parameters where only spatial constraints were taken into account. The extension we propose allows to properly handle memory effects in spike statistics, for large sized neural networks.Comment: 34 pages, 33 figure

Critical Slowing Down Near Topological Transitions in Rate-Distortion Problems

In Rate Distortion (RD) problems one seeks reduced representations of a source that meet a target distortion constraint. Such optimal representations undergo topological transitions at some critical rate values, when their cardinality or dimensionality change. We study the convergence time of the Arimoto-Blahut alternating projection algorithms, used to solve such problems, near those critical points, both for the Rate Distortion and Information Bottleneck settings. We argue that they suffer from Critical Slowing Down -- a diverging number of iterations for convergence -- near the critical points. This phenomenon can have theoretical and practical implications for both Machine Learning and Data Compression problems.Comment: 9 pages, 2 figures, ISIT 2021 submissio

The rate-distortion function for successive refinement of abstract sources

In successive refinement of information, the decoder refines its representation of the source progressively as it receives more encoded bits. The rate-distortion region of successive refinement describes the minimum rates required to attain the target distortions at each decoding stage. In this paper, we derive a parametric characterization of the rate-distortion region for successive refinement of abstract sources. Our characterization extends Csiszar's result [1] to successive refinement, and generalizes a result by Tuncel and Rose [2], applicable for finite alphabet sources, to abstract sources. The new characterization leads to a family of outer bounds to the rate-distortion region. It also enables new nonasymptotic converse bounds

The Generalized Multiplicative Gradient Method and Its Convergence Rate Analysis

Multiplicative gradient method is a classical and effective method for solving the positron emission tomography (PET) problem. In this work, we propose a generalization of this method on a broad class of problems, which includes the PET problem as a special case. We show that this generalized method converges with rate $O(1/k)$.Comment: 20 page

A Constrained BA Algorithm for Rate-Distortion and Distortion-Rate Functions

The Blahut-Arimoto (BA) algorithm has played a fundamental role in the numerical computation of rate-distortion (RD) functions. This algorithm possesses a desirable monotonic convergence property by alternatively minimizing its Lagrangian with a fixed multiplier. In this paper, we propose a novel modification of the BA algorithm, wherein the multiplier is updated through a one-dimensional root-finding step using a monotonic univariate function, efficiently implemented by Newton's method in each iteration. Consequently, the modified algorithm directly computes the RD function for a given target distortion, without exploring the entire RD curve as in the original BA algorithm. Moreover, this modification presents a versatile framework, applicable to a wide range of problems, including the computation of distortion-rate (DR) functions. Theoretical analysis shows that the outputs of the modified algorithms still converge to the solutions of the RD and DR functions with rate $O(1/n)$, where $n$ is the number of iterations. Additionally, these algorithms provide $\varepsilon$-approximation solutions with $O\left(\frac{MN\log N}{\varepsilon}(1+\log |\log \varepsilon|)\right)$ arithmetic operations, where $M,N$ are the sizes of source and reproduced alphabets respectively. Numerical experiments demonstrate that the modified algorithms exhibit significant acceleration compared with the original BA algorithms and showcase commendable performance across classical source distributions such as discretized Gaussian, Laplacian and uniform sources.Comment: Version_

Computing the Rate-Distortion Function of Gray-Wyner System

In this paper, the rate-distortion theory of Gray-Wyner lossy source coding system is investigated. An iterative algorithm is proposed to compute rate-distortion function for general successive source. For the case of jointly Gaussian distributed sources, the Lagrangian analysis of scalable source coding in [1] is generalized to the Gray-Wyner instance. Upon the existing single-letter characterization of the rate-distortion region, we compute and determine an analytical expression of the rate-distortion function under quadratic distortion constraints. According to the rate-distortion function, another approach, different from Viswanatha et al. used, is provided to compute Wyner's Common Information. The convergence of proposed iterative algorithm, RD function with different parameters and the projection plane of RD region are also shown via numerical simulations at last.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl