Optimal sequential vector quantization of Markov sources

Includes bibliographical references (p. 30-31).Supported by U.S. Army grant. PAAL03-92-G-0115 Supported by a Homi Bhabha Fellowship and the Center for Intelligent Control Systems.V.S. Borkar, Sanjoy K. Mitter, Sekhar Tatikonda

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

Multiple Description Quantization via Gram-Schmidt Orthogonalization

The multiple description (MD) problem has received considerable attention as a model of information transmission over unreliable channels. A general framework for designing efficient multiple description quantization schemes is proposed in this paper. We provide a systematic treatment of the El Gamal-Cover (EGC) achievable MD rate-distortion region, and show that any point in the EGC region can be achieved via a successive quantization scheme along with quantization splitting. For the quadratic Gaussian case, the proposed scheme has an intrinsic connection with the Gram-Schmidt orthogonalization, which implies that the whole Gaussian MD rate-distortion region is achievable with a sequential dithered lattice-based quantization scheme as the dimension of the (optimal) lattice quantizers becomes large. Moreover, this scheme is shown to be universal for all i.i.d. smooth sources with performance no worse than that for an i.i.d. Gaussian source with the same variance and asymptotically optimal at high resolution. A class of low-complexity MD scalar quantizers in the proposed general framework also is constructed and is illustrated geometrically; the performance is analyzed in the high resolution regime, which exhibits a noticeable improvement over the existing MD scalar quantization schemes.Comment: 48 pages; submitted to IEEE Transactions on Information Theor

Separation of Reliability and Secrecy in Rate-Limited Secret-Key Generation

For a discrete or a continuous source model, we study the problem of secret-key generation with one round of rate-limited public communication between two legitimate users. Although we do not provide new bounds on the wiretap secret-key (WSK) capacity for the discrete source model, we use an alternative achievability scheme that may be useful for practical applications. As a side result, we conveniently extend known bounds to the case of a continuous source model. Specifically, we consider a sequential key-generation strategy, that implements a rate-limited reconciliation step to handle reliability, followed by a privacy amplification step performed with extractors to handle secrecy. We prove that such a sequential strategy achieves the best known bounds for the rate-limited WSK capacity (under the assumption of degraded sources in the case of two-way communication). However, we show that, unlike the case of rate-unlimited public communication, achieving the reconciliation capacity in a sequential strategy does not necessarily lead to achieving the best known bounds for the WSK capacity. Consequently, reliability and secrecy can be treated successively but not independently, thereby exhibiting a limitation of sequential strategies for rate-limited public communication. Nevertheless, we provide scenarios for which reliability and secrecy can be treated successively and independently, such as the two-way rate-limited SK capacity, the one-way rate-limited WSK capacity for degraded binary symmetric sources, and the one-way rate-limited WSK capacity for Gaussian degraded sources.Comment: 18 pages, two-column, 9 figures, accepted to IEEE Transactions on Information Theory; corrected typos; updated references; minor change in titl

Improved Upper Bounds to the Causal Quadratic Rate-Distortion Function for Gaussian Stationary Sources

We improve the existing achievable rate regions for causal and for zero-delay source coding of stationary Gaussian sources under an average mean squared error (MSE) distortion measure. To begin with, we find a closed-form expression for the information-theoretic causal rate-distortion function (RDF) under such distortion measure, denoted by $R_{c}^{it}(D)$, for first-order Gauss-Markov processes. Rc^{it}(D) is a lower bound to the optimal performance theoretically attainable (OPTA) by any causal source code, namely Rc^{op}(D). We show that, for Gaussian sources, the latter can also be upper bounded as Rc^{op}(D)\leq Rc^{it}(D) + 0.5 log_{2}(2\pi e) bits/sample. In order to analyze $R_{c}^{it}(D)$ for arbitrary zero-mean Gaussian stationary sources, we introduce \bar{Rc^{it}}(D), the information-theoretic causal RDF when the reconstruction error is jointly stationary with the source. Based upon \bar{Rc^{it}}(D), we derive three closed-form upper bounds to the additive rate loss defined as \bar{Rc^{it}}(D) - R(D), where R(D) denotes Shannon's RDF. Two of these bounds are strictly smaller than 0.5 bits/sample at all rates. These bounds differ from one another in their tightness and ease of evaluation; the tighter the bound, the more involved its evaluation. We then show that, for any source spectral density and any positive distortion D\leq \sigma_{x}^{2}, \bar{Rc^{it}}(D) can be realized by an AWGN channel surrounded by a unique set of causal pre-, post-, and feedback filters. We show that finding such filters constitutes a convex optimization problem. In order to solve the latter, we propose an iterative optimization procedure that yields the optimal filters and is guaranteed to converge to \bar{Rc^{it}}(D). Finally, by establishing a connection to feedback quantization we design a causal and a zero-delay coding scheme which, for Gaussian sources, achieves...Comment: 47 pages, revised version submitted to IEEE Trans. Information Theor

Network vector quantization

We present an algorithm for designing locally optimal vector quantizers for general networks. We discuss the algorithm's implementation and compare the performance of the resulting "network vector quantizers" to traditional vector quantizers (VQs) and to rate-distortion (R-D) bounds where available. While some special cases of network codes (e.g., multiresolution (MR) and multiple description (MD) codes) have been studied in the literature, we here present a unifying approach that both includes these existing solutions as special cases and provides solutions to previously unsolved examples