We characterize the rate-distortion function for zero-mean stationary Gaussian sources under the MSE fidelity criterion and subject to the additional constraint that the distortion is uncorrelated to the input. The solution is given by two equations coupled through a single scalar parameter. This has a structure similar to the well known water-filling solution obtained without the uncorrelated distortion restriction. Our results fully characterize the unique statistics of the optimal distortion. We also show that, for all positive distortions, the minimum achievable rate subject to the uncorrelation constraint is strictly larger than that given by the un-constrained rate-distortion function. This gap increases with the distortion and tends to infinity and zero, respectively, as the distortion tends to zero and infinity.
We prove achievability of the recently characterized quadratic Gaussian rate-distortion function (RDF) subject to the constraint that the distortion is uncorrelated to the source. This result is based on shaped dithered lattice quantization in the limit as the lattice dimension tends to infinity and holds for all positive distortions. It turns out that this uncorrelated distortion RDF can be realized causally. This feature, which stands in contrast to Shannon's RDF, is illustrated by causal transform coding. Moreover, we prove that by using feedback noise shaping the uncorrelated distortion RD…
We consider the k-encoder source coding problem with a quadratic distortion measure. We show that among all source distributions with a given covariance matrix K, the jointly Gaussian source requires the highest rates in order to meet a given set of distortion constraints.
On the Gaussian-Quadratic Rate-Distortion Function for Vector Sources with Individual Distortion Constraints
Shanghai Jiao Tong University（上海交通大学）；The Hong Kong Polytechnic University（香港理工大学）；Pengcheng Laboratory（鹏城实验室）；Technische Universität Berlin（柏林工业大学）；Princeton University（普林斯顿大学）
This paper presents the joint impact of the numbers of antennas, source-to-channel bandwidth ratio and spatial correlation on the optimum expected end-to-end distortion in an outage-free MIMO system. In particular, based on an analytical expression valid for any SNR, a closed-form expression of the optimum asymptotic expected end-to-end distortion valid for high SNR is derived. It is comprised of the optimum distortion exponent and the multiplicative optimum distortion factor. Demonstrated by the simulation results, the analysis on the joint impact of the optimum distortion exponent and the op…
The CEO problem has received much attention since first introduced by Berger et al., but there are limited results on non-Gaussian models with non-quadratic distortion measures. In this work, we extend the quadratic Gaussian CEO problem to two non-Gaussian settings with general $r$th power of difference distortion. Assuming an identical observation channel across agents, we study the asymptotics of distortion decay as the number of agents and sum-rate, $R_{sum}$, grow without bound, while individual rates vanish. The first setting is a regular source-observation model with $r$th power of diffe…
We investigate the second order asymptotics (source dispersion) of the successive refinement problem. Similarly to the classical definition of a successively refinable source, we say that a source is strongly successively refinable if successive refinement coding can achieve the second order optimum rate (including the dispersion terms) at both decoders. We establish a sufficient condition for strong successive refinability. We show that any discrete source under Hamming distortion and the Gaussian source under quadratic distortion are strongly successively refinable. We also demonstrate how s…
A general theoretical framework is presented for analyzing information transmission over Gaussian channels with memoryless transceiver distortion, which encompasses various nonlinear distortion models including transmit-side clipping, receive-side analog-to-digital conversion, and others. The framework is based on the so-called generalized mutual information (GMI), and the analysis in particular benefits from the setup of Gaussian codebook ensemble and nearest-neighbor decoding, for which it is established that the GMI takes a general form analogous to the channel capacity of undistorted Gauss…
We improve the existing achievable rate regions for causal and for zero-delay source coding of stationary Gaussian sources under an average mean squared error (MSE) distortion measure. To begin with, we find a closed-form expression for the information-theoretic causal rate-distortion function (RDF) under such distortion measure, denoted by $R_{c}^{it}(D)$, for first-order Gauss-Markov processes. Rc^{it}(D) is a lower bound to the optimal performance theoretically attainable (OPTA) by any causal source code, namely Rc^{op}(D). We show that, for Gaussian sources, the latter can also be upper bo…
This paper focuses on the problem of $L-$channel quadratic Gaussian multiple description (MD) coding. We recently introduced a new encoding scheme in [1] for general $L-$channel MD problem, based on a technique called `Combinatorial Message Sharing' (CMS), where every subset of the descriptions shares a distinct common message. The new achievable region subsumes the most well known region for the general problem, due to Venkataramani, Kramer and Goyal (VKG) [2]. Moreover, we showed in [3] that the new scheme provides a strict improvement of the achievable region for any source and distortion m…
In this paper, the rate-distortion theory of the Gray-Wyner lossy source coding system is investigated. For the case of jointly Gaussian distributed sources, we establish an expression for the rate-distortion function under the constraint of quadratic distortion. Using the proposed rate-distortion function, any corner point on the rate-distortion region can be conveniently calculated. We take Wyner's common information as an example and provide a general and simple method to solve this problem. Through the analysis of the rate-distortion function, the rate on each layer and covariance matrix o…
A single-letter lower bound on the sum rate of multiple description coding with tree-structured distortion constraints is established by generalizing Ozarow's celebrated converse argument through the introduction of auxiliary random variables that form a Markov tree. For the quadratic vector Gaussian case, this lower bound is shown to be achievable by an extended version of the El Gamal-Cover scheme, yielding a complete sum-rate characterization.
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 inte…
The broadcast phase (downlink transmission) of the two-way relay network is studied in the source coding and joint source-channel coding settings. The rates needed for reliable communication are characterised for a number of special cases including: small distortions, deterministic distortion measures, and jointly Gaussian sources with quadratic distortion measures. The broadcast problem is also studied with common-reconstruction decoding constraints, and the rates needed for reliable communication are characterised for all discrete memoryless sources and per-letter distortion measures.
This paper investigates the joint source-channel coding problem of sending two correlated memoryless sources with common part over a memoryless multiple access channel (MAC). An inner bound and two outer bounds on the achievable distortion region are derived. In particular, they respectively recover the existing bounds for several special cases, such as communication without common part, lossless communication, and noiseless communication. When specialized to quadratic Gaussian communication case, transmitting Gaussian sources with Gaussian common part over Gaussian MAC, the inner bound and ou…
We consider lossy source coding when side information affecting the distortion measure may be available at the encoder, decoder, both, or neither. For example, such distortion side information can model reliabilities for noisy measurements, sensor calibration information, or perceptual effects like masking and sensitivity to context. When the distortion side information is statistically independent of the source, we show that in many cases (e.g, for additive or multiplicative distortion side information) there is no penalty for knowing the side information only at the encoder, and there is no …
In this paper, we study the vector Gaussian Chief Executive Officer (CEO) problem under logarithmic loss distortion measure. Specifically, $K \geq 2$ agents observe independently corrupted Gaussian noisy versions of a remote vector Gaussian source, and communicate independently with a decoder or CEO over rate-constrained noise-free links. The CEO wants to reconstruct the remote source to within some prescribed distortion level where the incurred distortion is measured under the logarithmic loss penalty criterion. We find an explicit characterization of the rate-distortion region of this model.…
We consider the cascade and triangular rate-distortion problem where side information is known to the source encoder and to the first user but not to the second user. We characterize the rate-distortion region for these problems. For the quadratic Gaussian case, we show that it is sufficient to consider jointly Gaussian distributions, a fact that leads to an explicit solution.
We derive the optimal second-order coding region and moderate deviations constant for successive refinement source coding with a joint excess-distortion probability constraint. We consider two scenarios: (i) a discrete memoryless source (DMS) and arbitrary distortion measures at the decoders and (ii) a Gaussian memoryless source (GMS) and quadratic distortion measures at the decoders. For a DMS with arbitrary distortion measures, we prove an achievable second-order coding region, using type covering lemmas by Kanlis and Narayan and by No, Ingber and Weissman. We prove the converse using the pe…
We consider the Cascade and Triangular rate-distortion problems where the same side information is available at the source node and User 1, and the side information available at User 2 is a degraded version of the side information at the source node and User 1. We characterize the rate-distortion region for these problems. For the Cascade setup, we showed that, at User 1, decoding and re-binning the codeword sent by the source node for User 2 is optimum. We then extend our results to the Two way Cascade and Triangular setting, where the source node is interested in lossy reconstruction of the …
In this work we investigate the behavior of the minimal rate needed in order to guarantee a given probability that the distortion exceeds a prescribed threshold, at some fixed finite quantization block length. We show that the excess coding rate above the rate-distortion function is inversely proportional (to the first order) to the square root of the block length. We give an explicit expression for the proportion constant, which is given by the inverse Q-function of the allowed excess distortion probability, times the square root of a constant, termed the excess distortion dispersion. This re…
We study the vector Gaussian Chief Executive Officer (CEO) problem under logarithmic loss distortion measure. Specifically, $K \geq 2$ agents observe independently corrupted Gaussian noisy versions of a remote vector Gaussian source, and communicate independently with a decoder or CEO over rate-constrained noise-free links. The CEO also has its own Gaussian noisy observation of the source and wants to reconstruct the remote source to within some prescribed distortion level where the incurred distortion is measured under the logarithmic loss penalty criterion. We find an explicit characterizati…
For the HB problem with the CR constraint, the rate-distortion function is derived under the assumption that the side information sequences are (stochastically) degraded. The rate-distortion function is also calculated explicitly for three examples, namely Gaussian source and side information with quadratic distortion metric, and binary source and side information with erasure and Hamming distortion metrics. The rate-distortion function is then characterized for the HB problem with cooperating decoders and (physically) degraded side information. For the cascade problem with the CR constraint, …
We consider the recovery of a continuous-time Wiener process from a quantized or lossy compressed version of its uniform samples under limited bitrate and sampling rate. We derive a closed form expression for the optimal tradeoff among sampling rate, bitrate, and quadratic distortion in this setting. This expression is given in terms of a reverse waterfilling formula over the asymptotic spectral distribution of a sequence of finite-rank operators associated with the optimal estimator of the Wiener process from its samples. We show that the ratio between this expression and the standard distort…
This work considers the quadratic Gaussian multiterminal (MT) source coding problem and provides a new sufficient condition for the Berger-Tung sum-rate bound to be tight. The converse proof utilizes a set of virtual remote sources given which the MT sources are block independent with a maximum block size of two. The given MT source coding problem is then related to a set of two-terminal problems with matrix-distortion constraints, for which a new lower bound on the sum-rate is given. Finally, a convex optimization problem is formulated and a sufficient condition derived for the optimal BT sch…
We consider a multiterminal source coding problem in which a source is estimated at a central processing unit from lossy-compressed remote observations. Each lossy-encoded observation is produced by a remote sensor which obtains a noisy version of the source and compresses this observation minimizing a local distortion measure which depends only on the marginal distribution of its observation. The central node, on the other hand, has knowledge of the joint distribution of the source and all the observations and produces the source estimate which minimizes a different distortion measure between…
School of Electrical and Computer Engineering Cornell University（康奈尔大学电气与计算机工程学院）；Cornell University（康奈尔大学）
A rate-distortion-perception (RDP) tradeoff has recently been proposed by Blau and Michaeli and also Matsumoto. Focusing on the case of perfect realism, which coincides with the problem of distribution-preserving lossy compression studied by Li et al., a coding theorem for the RDP tradeoff that allows for a specified amount of common randomness between the encoder and decoder is provided. The existing RDP tradeoff is recovered by allowing for the amount of common randomness to be infinite. The quadratic Gaussian case is examined in detail.
We study the problem of communicating a distributed correlated memoryless source over a memoryless network, from source nodes to destination nodes, under quadratic distortion constraints. We establish the following two complementary results: (a) for an arbitrary memoryless network, among all distributed memoryless sources of a given correlation, Gaussian sources are least compressible, that is, they admit the smallest set of achievable distortion tuples, and (b) for any memoryless source to be communicated over a memoryless additive-noise network, among all noise processes of a given correlati…
The problem of performing similarity queries on compressed data is considered. We focus on the quadratic similarity measure, and study the fundamental tradeoff between compression rate, sequence length, and reliability of queries performed on compressed data. For a Gaussian source, we show that queries can be answered reliably if and only if the compression rate exceeds a given threshold - the identification rate - which we explicitly characterize. Moreover, when compression is performed at a rate greater than the identification rate, responses to queries on the compressed data can be made exp…
In this paper, we propose a lattice-based robust distributed source coding system for two correlated sources and provide a detailed performance analysis under the high resolution assumption. It is shown, among other things, that, in the asymptotic regime where 1) the side distortion approaches 0 and 2) the ratio between the central and side distortions approaches 0, our scheme is capable of achieving the information-theoretic limit of quadratic multiple description coding when the two sources are identical, whereas a variant of the random coding scheme by Chen and Berger with Gaussian codes ha…
We consider the source-channel separation architecture for lossy source coding in communication networks. It is shown that the separation approach is optimal in two general scenarios, and is approximately optimal in a third scenario. The two scenarios for which separation is optimal complement each other: the first is when the memoryless sources at source nodes are arbitrarily correlated, each of which is to be reconstructed at possibly multiple destinations within certain distortions, but the channels in this network are synchronized, orthogonal and memoryless point-to-point channels; the sec…
We consider a secure source coding problem with side information (S.I.) at the decoder and the eavesdropper. The encoder has a source that it wishes to describe with limited distortion through a rate limited link to a legitimate decoder. The message sent is also observed by the eavesdropper. The encoder aims to minimize both the distortion incurred by the legitimate decoder; and the information leakage rate at the eavesdropper. When the encoder has access to the uncoded S.I. at the decoder, we characterize the rate-distortion-information leakage rate (R.D.I.) region under a Markov chain assump…
It is well known that Shannon's rate-distortion function (RDF) in the colored quadratic Gaussian (QG) case can be parametrized via a single Lagrangian variable (the "water level" in the reverse water filling solution). In this work, we show that the symmetric colored QG multiple-description (MD) RDF in the case of two descriptions can be parametrized in the spectral domain via two Lagrangian variables, which control the trade-off between the side distortion, the central distortion, and the coding rate. This spectral-domain analysis is complemented by a time-domain scheme-design approach: we sh…
University of Science and Technology of China（中国科学技术大学）；Shanghai Jiaotong University（上海交通大学）；Princeton University（普林斯顿大学）
A new source model, which consists of an intrinsic state part and an extrinsic observation part, is proposed and its information-theoretic characterization, namely its rate-distortion function, is defined and analyzed. Such a source model is motivated by the recent surge of interest in the semantic aspect of information: the intrinsic state corresponds to the semantic feature of the source, which in general is not observable but can only be inferred from the extrinsic observation. There are two distortion measures, one between the intrinsic state and its reproduction, and the other between the…
Jointly Gaussian memoryless sources are observed at N distinct terminals. The goal is to efficiently encode the observations in a distributed fashion so as to enable reconstruction of any one of the observations, say the first one, at the decoder subject to a quadratic fidelity criterion. Our main result is a precise characterization of the rate-distortion region when the covariance matrix of the sources satisfies a "tree-structure" condition. In this situation, a natural analog-digital separation scheme optimally trades off the distributed quantization rate tuples and the distortion in the re…
This paper derives novel results on the characterization of the the causal information rate-distortion function (IRDF) $R_{c}^{it}(D)$ for arbitrarily-distributed one-sided stationary $κ$-th order Markov source x(1),x(2),.... It is first shown that Gorbunov and Pinsker's results on the stationarity of the realizations to the causal IRDF (stated for two-sided stationary sources) do not apply to the commonly used family of asymptotic average single-letter (AASL) distortion criteria. Moreover, we show that, in general, a reconstruction sequence cannot be both jointly stationary with a one-sided s…
We study the mismatched successive refinement problem where one uses Gaussian codebooks to compress an arbitrary memoryless source with successive minimum Euclidean distance encoding under the quadratic distortion measure. Specifically, we derive achievable refined asymptotics under both the joint excess-distortion probability (JEP) and the separate excess-distortion probabilities (SEP) criteria. For both second-order and moderate deviations asymptotics, we consider two types of codebooks: the spherical codebook where each codeword is drawn independently and uniformly from the surface of a sph…
A model, called the linear transform network (LTN), is proposed to analyze the compression and estimation of correlated signals transmitted over directed acyclic graphs (DAGs). An LTN is a DAG network with multiple source and receiver nodes. Source nodes transmit subspace projections of random correlated signals by applying reduced-dimension linear transforms. The subspace projections are linearly processed by multiple relays and routed to intended receivers. Each receiver applies a linear estimator to approximate a subset of the sources with minimum mean squared error (MSE) distortion. The mo…
The problem of side-information scalable (SI-scalable) source coding is considered in this work, where the encoder constructs a progressive description, such that the receiver with high quality side information will be able to truncate the bitstream and reconstruct in the rate distortion sense, while the receiver with low quality side information will have to receive further data in order to decode. We provide inner and outer bounds for general discrete memoryless sources. The achievable region is shown to be tight for the case that either of the decoders requires a lossless reconstruction, as…
We study a lossy source coding problem with secrecy constraints in which a remote information source should be transmitted to a single destination via multiple agents in the presence of a passive eavesdropper. The agents observe noisy versions of the source and independently encode and transmit their observations to the destination via noiseless rate-limited links. The destination should estimate the remote source based on the information received from the agents within a certain mean distortion threshold. The eavesdropper, with access to side information correlated to the source, is able to l…
Optimal zero-delay coding (quantization) of $\mathbb{R}^d$-valued linearly generated Markov sources is studied under quadratic distortion. The structure and existence of deterministic and stationary coding policies that are optimal for the infinite horizon average cost (distortion) problem are established. Prior results studying the optimality of zero-delay codes for Markov sources for infinite horizons either considered finite alphabet sources or, for the $\mathbb{R}^d$-valued case, only showed the existence of deterministic and non-stationary Markov coding policies or those which are randomi…
One of the main focus in federated learning (FL) is the communication efficiency since a large number of participating edge devices send their updates to the edge server at each round of the model training. Existing works reconstruct each model update from edge devices and implicitly assume that the local model updates are independent over edge devices. In FL, however, the model update is an indirect multi-terminal source coding problem, also called as the CEO problem where each edge device cannot observe directly the gradient that is to be reconstructed at the decoder, but is rather provided …
This paper considers the problem of lossy compression for the computation of a function of two correlated sources, both of which are observed at the encoder. Due to presence of observation costs, the encoder is allowed to observe only subsets of the samples from both sources, with a fraction of such sample pairs possibly overlapping. The rate-distortion function is characterized for memory-less sources, and then specialized to Gaussian and binary sources for selected functions and with quadratic and Hamming distortion metrics, respectively. The optimal measurement overlap fraction is shown to …
We investigate a privacy-signaling game problem in which a sender with privacy concerns observes a pair of correlated random vectors which are modeled as jointly Gaussian. The sender aims to hide one of these random vectors and convey the other one whereas the objective of the receiver is to accurately estimate both of the random vectors. We analyze these conflicting objectives in a game theoretic framework with quadratic costs where depending on the commitment conditions (of the sender), we consider Nash or Stackelberg (Bayesian persuasion) equilibria. We show that a payoff dominant Nash equi…
We introduce the zero-sum game problem of soft watermarking: The hidden information (watermark) comes from a continuum and has a perceptual value; the receiver generates an estimate of the embedded watermark to minimize the expected estimation error (unlike the conventional watermarking schemes where both the hidden information and the receiver output are from a discrete finite set). Applications include embedding a multimedia content into another. We consider in this paper the scalar Gaussian case and use expected mean-squared distortion. We formulate the resulting problem as a zero-sum game …
In this letter, we consider a Linear Quadratic Gaussian (LQG) control system where feedback occurs over a noiseless binary channel and derive lower bounds on the minimum communication cost (quantified via the channel bitrate) required to attain a given control performance. We assume that at every time step an encoder can convey a packet containing a variable number of bits over the channel to a decoder at the controller. Our system model provides for the possibility that the encoder and decoder have shared randomness, as is the case in systems using dithered quantizers. We define two extremal …
