No Arabic abstract
The objective of this paper is to further investigate various applications of information Nonanticipative Rate Distortion Function (NRDF) by discussing two working examples, the Binary Symmetric Markov Source with parameter $p$ (BSMS($p$)) with Hamming distance distortion, and the multidimensional partially observed Gaussian-Markov source. For the BSMS($p$), we give the solution to the NRDF, and we use it to compute the Rate Loss (RL) of causal codes with respect to noncausal codes. For the multidimensional Gaussian-Markov source, we give the solution to the NRDF, we show its operational meaning via joint source-channel matching over a vector of parallel Gaussian channels, and we compute the RL of causal and zero-delay codes with respect to noncausal codes.
In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject to a mean square error fidelity constraint. We show that such filters are equivalent to the design of an optimal texttt{{encoder, channel, decoder}}, which ensures that the error satisfies {a} fidelity constraint. Moreover, we derive a universal lower bound on the mean square error of any estimator of time-varying multidimensional Gauss-Markov processes in terms of conditional mutual information. Unlike classical Kalman filters, the filter developed is characterized by a reverse-waterfilling algorithm, which ensures {that} the fidelity constraint is satisfied. The theoretical results are demonstrated via illustrative examples.
The joint nonanticipative rate distortion function (NRDF) for a tuple of random processes with individual fidelity criteria is considered. Structural properties of optimal test channel distributions are derived. Further, for the application example of the joint NRDF of a tuple of jointly multivariate Gaussian Markov processes with individual square-error fidelity criteria, a realization of the reproduction processes which induces the optimal test channel distribution is derived, and the corresponding joint NRDF is characterized. The analysis of the simplest example, of a tuple of scalar correlated Markov processes, illustrates many of the challenging aspects of such problems.
A rate-distortion problem motivated by the consideration of semantic information is formulated and solved. The starting point is to model an information source as a pair consisting of an intrinsic state which is not observable, corresponding to the semantic aspect of the source, and an extrinsic observation which is subject to lossy source coding. The proposed rate-distortion problem seeks a description of the information source, via encoding the extrinsic observation, under two distortion constraints, one for the intrinsic state and the other for the extrinsic observation. The corresponding state-observation rate-distortion function is obtained, and a few case studies of Gaussian intrinsic state estimation and binary intrinsic state classification are studied.
The water-filling solution for the quadratic rate-distortion function of a stationary Gaussian source is given in terms of its power spectrum. This formula naturally lends itself to a frequency domain test-channel realization. We provide an alternative time-domain realization for the rate-distortion function, based on linear prediction. This solution has some interesting implications, including the optimality at all distortion levels of pre/post filtered vector-quantized differential pulse code modulation (DPCM), and a duality relationship with decision-feedback equalization (DFE) for inter-symbol interference (ISI) channels.
The rate-distortion-perception function (RDPF; Blau and Michaeli, 2019) has emerged as a useful tool for thinking about realism and distortion of reconstructions in lossy compression. Unlike the rate-distortion function, however, it is unknown whether encoders and decoders exist that achieve the rate suggested by the RDPF. Building on results by Li and El Gamal (2018), we show that the RDPF can indeed be achieved using stochastic, variable-length codes. For this class of codes, we also prove that the RDPF lower-bounds the achievable rate