Sharp second-order pointwise asymptotics for lossless compression with side information

The problem of determining the best achievable performance of arbitrary lossless compression algorithms is examined, when correlated side information is available at both the encoder and decoder. For arbitrary source-side information pairs, the conditional information density is shown to provide a sharp asymptotic lower bound for the description lengths achieved by an arbitrary sequence of compressors. This implies that for ergodic source-side information pairs, the conditional entropy rate is the best achievable asymptotic lower bound to the rate, not just in expectation but with probability one. Under appropriate mixing conditions, a central limit theorem and a law of the iterated logarithm are proved, describing the inevitable fluctuations of the second-order asymptotically best possible rate. An idealised version of Lempel-Ziv coding with side information is shown to be universally first-and second-order asymptotically optimal, under the same conditions. These results are in part based on a new almost-sure invariance principle for the conditional information density, which may be of independent interest

Lossless Data Compression with Side Information: Nonasymptotics and Dispersion

The problem of lossless data compression with side information available to both the encoder and the decoder is considered. The finite-blocklength fundamental limits of the best achievable performance are defined, in two different versions of the problem: Reference-based compression, when a single side information string is used repeatedly in compressing different source messages, and pair-based compression, where a different side information string is used for each source message. General achievability and converse theorems are established. Nonasymptotic normal approximation expansions are proved for the optimal rate with memoryless sources, in both the reference-based and pair-based settings. These are stated in terms of explicit, finite-blocklength bounds, that are tight up to third-order terms. Extensions that go significantly beyond the class of memoryless sources are obtained. The relevant source dispersion is identified and its relationship with the conditional varentropy rate is established. Interestingly, the dispersion is different in reference-based and pair-based compression, and it is proved that the reference-based dispersion is in general smaller

On the entropy and information of Gaussian mixtures

Publication status: PublishedAbstractWe establish several convexity properties for the entropy and Fisher information of mixtures of centred Gaussian distributions. Firstly, we prove that if are independent scalar Gaussian mixtures, then the entropy of is concave in , thus confirming a conjecture of Ball, Nayar and Tkocz (2016) for this class of random variables. In fact, we prove a generalisation of this assertion which also strengthens a result of Eskenazis, Nayar and Tkocz (2018). For the Fisher information, we extend a convexity result of Bobkov (2022) by showing that the Fisher information matrix is operator convex as a matrix‐valued function acting on densities of mixtures in . As an application, we establish rates for the convergence of the Fisher information matrix of the sum of weighted i.i.d. Gaussian mixtures in the operator norm along the central limit theorem under mild moment assumptions.</jats:p

Fundamental Limits of Lossless Data Compression with Side Information

The problem of lossless data compression with side information available to both the encoder and the decoder is considered. The finite-blocklength fundamental limits of the best achievable performance are defined, in two different versions of the problem: Reference-based compression, when a single side information string is used repeatedly in compressing different source messages, and pair-based compression, where a different side information string is used for each source message. General achievability and converse theorems are established for arbitrary source-side information pairs. Nonasymptotic normal approximation expansions are proved for the optimal rate in both the reference-based and pair-based settings, for memoryless sources. These are stated in terms of explicit, finite-blocklength bounds, that are tight up to third-order terms. Extensions that go significantly beyond the class of memoryless sources are obtained. The relevant source dispersion is identified and its relationship with the conditional varentropy rate is established. Interestingly, the dispersion is different in reference-based and pair-based compression, and it is proved that the reference-based dispersion is in general smaller

Entropy and the Discrete Central Limit Theorem

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of $n$ independent and identically distributed lattice random variables and an appropriately discretised Gaussian, vanishes as $n\to\infty$

An Information-Theoretic Proof of a Finite de Finetti Theorem

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided