1,181 research outputs found
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
Information Nonanticipative Rate Distortion Function and Its Applications
This paper investigates applications of nonanticipative Rate Distortion
Function (RDF) in a) zero-delay Joint Source-Channel Coding (JSCC) design based
on average and excess distortion probability, b) in bounding the Optimal
Performance Theoretically Attainable (OPTA) by noncausal and causal codes, and
computing the Rate Loss (RL) of zero-delay and causal codes with respect to
noncausal codes. These applications are described using two running examples,
the Binary Symmetric Markov Source with parameter p, (BSMS(p)) and the
multidimensional partially observed Gaussian-Markov source. For the
multidimensional Gaussian-Markov source with square error distortion, the
solution of the nonanticipative RDF is derived, its operational meaning using
JSCC design via a noisy coding theorem is shown by providing the optimal
encoding-decoding scheme over a vector Gaussian channel, and the RL of causal
and zero-delay codes with respect to noncausal codes is computed.
For the BSMS(p) with Hamming distortion, the solution of the nonanticipative
RDF is derived, the RL of causal codes with respect to noncausal codes is
computed, and an uncoded noisy coding theorem based on excess distortion
probability is shown. The information nonanticipative RDF is shown to be
equivalent to the nonanticipatory epsilon-entropy, which corresponds to the
classical RDF with an additional causality or nonanticipative condition imposed
on the optimal reproduction conditional distribution.Comment: 34 pages, 12 figures, part of this paper was accepted for publication
in IEEE International Symposium on Information Theory (ISIT), 2014 and in
book Coordination Control of Distributed Systems of series Lecture Notes in
Control and Information Sciences, 201
Rate-cost tradeoffs in control
Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is minimize a quadratic cost function. The most basic special case of that cost function is the mean-square deviation of the system state from the desired state. We study the fundamental tradeoff between the communication rate r bits/sec and the limsup of the expected cost b, and show a lower bound on the rate necessary to attain b. The bound applies as long as the system noise has a probability density function. If target cost b is not too large, that bound can be closely approached by a simple lattice quantization scheme that only quantizes the innovation, that is, the difference between the controller's belief about the current state and the true state
Rate-Cost Tradeoffs in Control
Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal, known as the linear quadratic regulator (LQR). We study the fundamental tradeoff between the communication rate r bits/sec and the expected cost b. We obtain a lower bound on a certain rate-cost function, which quantifies the minimum directed mutual information between the channel input and output that is compatible with a target LQR cost. The rate-cost function has operational significance in multiple scenarios of interest: among others, it allows us to lower-bound the minimum communication rate for fixed and variable length quantization, and for control over noisy channels. We derive an explicit lower bound to the rate-cost function, which applies to the vector, non-Gaussian, and partially observed systems, thereby extending and generalizing an earlier explicit expression for the scalar Gaussian system, due to Tatikonda el al. [2]. The bound applies as long as the differential entropy of the system noise is not −∞ . It can be closely approached by a simple lattice quantization scheme that only quantizes the innovation, that is, the difference between the controller's belief about the current state and the true state. Via a separation principle between control and communication, similar results hold for causal lossy compression of additive noise Markov sources. Apart from standard dynamic programming arguments, our technical approach leverages the Shannon lower bound, develops new estimates for data compression with coding memory, and uses some recent results on high resolution variablelength vector quantization to prove that the new converse bounds are tight
Learning efficient image representations: Connections between statistics and neuroscience
This thesis summarizes different works developed in the framework of analyzing the relation between image processing, statistics and neuroscience. These relations are analyzed from the efficient coding hypothesis point of view (H. Barlow [1961] and Attneave [1954]).
This hypothesis suggests that the human visual system has been adapted during the ages in order to process the visual information in an efficient way, i.e. taking advantage of the statistical regularities of the visual world. Under this classical idea different works in different directions are developed.
One direction is analyzing the statistical properties of a revisited, extended and fitted classical model of the human visual system. No statistical information is used in the model. Results show that this model obtains a representation with good statistical properties, which is a new evidence in favor of the efficient coding hypothesis. From the statistical point of view, different methods are proposed and optimized using natural images. The models obtained using these statistical methods show similar behavior to the human visual system, both in the spatial and color dimensions, which are also new evidences of the efficient coding hypothesis. Applications in image processing are an important part of the Thesis. Statistical and neuroscience based methods are employed to develop a wide
set of image processing algorithms. Results of these methods in denoising, classification, synthesis and quality assessment are comparable to some of the most successful current methods
Annealed and quenched limit theorems for random expanding dynamical systems
In this paper, we investigate annealed and quenched limit theorems for random
expanding dynamical systems. Making use of functional analytic techniques and
more probabilistic arguments with martingales, we prove annealed versions of a
central limit theorem, a large deviation principle, a local limit theorem, and
an almost sure invariance principle. We also discuss the quenched central limit
theorem, dynamical Borel-Cantelli lemmas, Erd\"os-R\'enyi laws and
concentration inequalities.Comment: Appeared online in Probability Theory and Related Field
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