Universal Codes from Switching Strategies

We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalisation of the concept of universal coding. We describe a graphical language based on Hidden Markov Models for defining prediction strategies, and we provide both existing and new models as examples. The models include efficient, parameterless models for switching between the input strategies over time, including a model for the case where switches tend to occur in clusters, and finally a new model for the scenario where the prediction strategies have a known relationship, and where jumps are typically between strongly related ones. This last model is relevant for coding time series data where parameter drift is expected. As theoretical ontributions we introduce an interpolation construction that is useful in the development and analysis of new algorithms, and we establish a new sophisticated lemma for analysing the individual sequence regret of parameterised models

Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility.Comment: 29 pages, 8 figure

Discrete Denoising with Shifts

We introduce S-DUDE, a new algorithm for denoising DMC-corrupted data. The algorithm, which generalizes the recently introduced DUDE (Discrete Universal DEnoiser) of Weissman et al., aims to compete with a genie that has access, in addition to the noisy data, also to the underlying clean data, and can choose to switch, up to $m$ times, between sliding window denoisers in a way that minimizes the overall loss. When the underlying data form an individual sequence, we show that the S-DUDE performs essentially as well as this genie, provided that $m$ is sub-linear in the size of the data. When the clean data is emitted by a piecewise stationary process, we show that the S-DUDE achieves the optimum distribution-dependent performance, provided that the same sub-linearity condition is imposed on the number of switches. To further substantiate the universal optimality of the S-DUDE, we show that when the number of switches is allowed to grow linearly with the size of the data, \emph{any} (sequence of) scheme(s) fails to compete in the above senses. Using dynamic programming, we derive an efficient implementation of the S-DUDE, which has complexity (time and memory) growing only linearly with the data size and the number of switches $m$. Preliminary experimental results are presented, suggesting that S-DUDE has the capacity to significantly improve on the performance attained by the original DUDE in applications where the nature of the data abruptly changes in time (or space), as is often the case in practice.Comment: 30 pages, 3 figures, submitted to IEEE Trans. Inform. Theor

Approximations of Algorithmic and Structural Complexity Validate Cognitive-behavioural Experimental Results

We apply methods for estimating the algorithmic complexity of sequences to behavioural sequences of three landmark studies of animal behavior each of increasing sophistication, including foraging communication by ants, flight patterns of fruit flies, and tactical deception and competition strategies in rodents. In each case, we demonstrate that approximations of Logical Depth and Kolmogorv-Chaitin complexity capture and validate previously reported results, in contrast to other measures such as Shannon Entropy, compression or ad hoc. Our method is practically useful when dealing with short sequences, such as those often encountered in cognitive-behavioural research. Our analysis supports and reveals non-random behavior (LD and K complexity) in flies even in the absence of external stimuli, and confirms the "stochastic" behaviour of transgenic rats when faced that they cannot defeat by counter prediction. The method constitutes a formal approach for testing hypotheses about the mechanisms underlying animal behaviour.Comment: 28 pages, 7 figures and 2 table

An image compression survey and algorithm switching based on scene activity

Data compression techniques are presented. A description of these techniques is provided along with a performance evaluation. The complexity of the hardware resulting from their implementation is also addressed. The compression effect on channel distortion and the applicability of these algorithms to real-time processing are presented. Also included is a proposed new direction for an adaptive compression technique for real-time processing