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Universal Coding on Infinite Alphabets: Exponentially Decreasing Envelopes

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 Added by Dominique Bontemps
 Publication date 2010
and research's language is English




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This paper deals with the problem of universal lossless coding on a countable infinite alphabet. It focuses on some classes of sources defined by an envelope condition on the marginal distribution, namely exponentially decreasing envelope classes with exponent $alpha$. The minimax redundancy of exponentially decreasing envelope classes is proved to be equivalent to $frac{1}{4 alpha log e} log^2 n$. Then a coding strategy is proposed, with a Bayes redundancy equivalent to the maximin redundancy. At last, an adaptive algorithm is provided, whose redundancy is equivalent to the minimax redundancy



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This paper describes universal lossless coding strategies for compressing sources on countably infinite alphabets. Classes of memoryless sources defined by an envelope condition on the marginal distribution provide benchmarks for coding techniques originating from the theory of universal coding over finite alphabets. We prove general upper-bounds on minimax regret and lower-bounds on minimax redundancy for such source classes. The general upper bounds emphasize the role of the Normalized Maximum Likelihood codes with respect to minimax regret in the infinite alphabet context. Lower bounds are derived by tailoring sharp bounds on the redundancy of Krichevsky-Trofimov coders for sources over finite alphabets. Up to logarithmic (resp. constant) factors the bounds are matching for source classes defined by algebraically declining (resp. exponentially vanishing) envelopes. Effective and (almost) adaptive coding techniques are described for the collection of source classes defined by algebraically vanishing envelopes. Those results extend ourknowledge concerning universal coding to contexts where the key tools from parametric inference
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