Efficient low-delay video encoders are of fundamental importance to provide timely feedback in remotely controlled platforms such as drones. In order to fully understand the theoretical limits of low-delay video encoders, we consider an ideal differential predictive coded modulation (DPCM) encoder and provide the explicit derivation of the sum-rate-distortion region for a generic number of successive correlated Gauss-Markov sources along the line of the work by Ma and Ishwar. Furthermore, we provide an upper bound on the minimum distortion achievable in case an arbitrary number of sources are not available at the decoder.
The main purpose of this note is to show that in a realization $(x_{1}^{n}, y_{1}^{n})$ of the causal \textit{information rate-distortion function} (IRDF) for a $κ$-th order Markovian source $x_{1}^{n}$, under a single letter sum distortion constraint, the smallest integer $\ell$ for which $y_{k} \leftrightarrow y_{1}^{k-1},x_{k-\ell+1}^{k} \leftrightarrow x_{1}^{k-\ell}$ holds is $\ell=κ$. This result is derived under the assumption that the sequences $(x_{1}^{n},y_{1}^{n})$ have a joint probability density function.
We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those measurement samples to a collector node in a cooperative multiple access channel with feedback, and reconstruct the entire random process at the collector node. We provide lower and upper bounds for the minimum achievable expected distortion when the underlying random process is stationary and Gaussian. In the case where the random process is also Markovian, …
Asymptotic energy-distortion performance of zero-delay communication scenarios under additive white Gaussian noise is investigated. Using high-resolution analysis for quantizer design, the higher-order term in the logarithm of the distortion (termed the {\em energy-distortion dispersion}) is optimized while keeping the leading term (i.e., {\em energy-distortion exponent}) at its optimal value. For uniform and Gaussian sources, significant gains are observed compared to naïvely performed quantization, i.e., aimed at optimizing the source coding performance instead of the end-to-end distortion i…
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 uncorre…
The Gauss-Markov source produces $U_i = aU_{i-1} + Z_i$ for $i\geq 1$, where $U_0 = 0$, $|a|<1$ and $Z_i\sim\mathcal{N}(0, σ^2)$ are i.i.d. Gaussian random variables. We consider lossy compression of a block of $n$ samples of the Gauss-Markov source under squared error distortion. We obtain the Gaussian approximation for the Gauss-Markov source with excess-distortion criterion for any distortion $d>0$, and we show that the dispersion has a reverse waterfilling representation. This is the \emph{first} finite blocklength result for lossy compression of \emph{sources with memory}. We prove that t…
Rate-distortion formulation is the information-theoretic approach to the study of signal encoding systems. Since a more general approach to model the nonstationarity exhibited by real-world signals is to use appropriately fitted time varying autoregressive (TVAR) models, we have investigated the rate-distortion function for the class of time varying nonstationary signals. In this study, we present formulations of the rate-distortion function for the Gaussian TVAR processes. The rate-distortion function can serve as an information-theoretic bound on the performance achievable by source encoding…
The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discounted and long term average cases. This setup is motivated by applications where transmission is sporadic and the cost of switching on the radio and transmitting is significantly more important than the size of the transmitted data packet. For this model, we characterize the distortion-transmission function, i.e., the minimum expected distortion that can be achieved when the expected number of transmissions is less than or equal to a partic…
Minimum energy required to achieve a distortion-noise profile, i.e., a function indicating the maximum allowed distortion value for each channel noise level. In this paper, the minimum energy required to achieve a distortion noise profile is studied for Gaussian sources which are transmitted robustly over Gaussian channels. We provide upper bound for the minimum energy behavior of the staircase profile using our proposed coding scheme. Conversely, utilizing a family of lower bounds originally derived for broadcast channels with power constraints, the minimum required energy is lower bounded fo…
We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstruction sequence from a Boltzmann distribution associated with an energy function that incorporates the distortion between the source and reconstruction, the compressibility of the reconstruction, and the point sought on the rate-distortion curve. To sample from this distribution, we use a `heat bath algorithm': Starting from an initial candidate reconstruction (say the original source sequence), at every iteration, an inde…
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…
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…
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.
We provide a complete characterization of the achievable distortion region for the problem of sending a bivariate Gaussian source over bandwidth-matched Gaussian broadcast channels, where each receiver is interested in only one component of the source. This setting naturally generalizes the simple single Gaussian source bandwidth-matched broadcast problem for which the uncoded scheme is known to be optimal. We show that a hybrid scheme can achieve the optimum for the bivariate case, but neither an uncoded scheme alone nor a separation-based scheme alone is sufficient. We further show that in t…
We consider the joint source-channel coding problem of sending a Gaussian source on a K-user Gaussian broadcast channel with bandwidth mismatch. A new outer bound to the achievable distortion region is derived using the technique of introducing more than one additional auxiliary random variable, which was previously used to derive sum-rate lower bound for the symmetric Gaussian multiple description problem. By combining this outer bound with the achievability result based on source-channel separation, we provide approximate characterizations of the achievable distortion region within constant …
We establish a new extremal inequality, which is further leveraged to give a complete characterization of the rate region of the vector Gaussian CEO problem with the trace distortion constraint. The proof of this extremal inequality hinges on a careful analysis of the Karush-Kuhn-Tucker necessary conditions for the non-convex optimization problem associated with the Berger-Tung scheme, which enables us to integrate the perturbation argument by Wang and Chen with the distortion projection method by Rahman and Wagner.
The rate-distortion saddle-point problem considered by Lapidoth (1997) consists in finding the minimum rate to compress an arbitrary ergodic source when one is constrained to use a random Gaussian codebook and minimum (Euclidean) distance encoding is employed. We extend Lapidoth's analysis in several directions in this paper. Firstly, we consider refined asymptotics. In particular, when the source is stationary and memoryless, we establish the second-order, moderate, and large deviation asymptotics of the problem. Secondly, by "random Gaussian codebook", Lapidoth referred to a collection of ra…
We deal with zero-delay source coding of a vector Gaussian autoregressive (AR) source subject to an average mean squared error (MSE) fidelity criterion. Toward this end, we consider the nonanticipative rate distortion function (NRDF) which is a lower bound to the causal and zero-delay rate distortion function (RDF). We use the realization scheme with feedback proposed in [1] to model the corresponding optimal "test-channel" of the NRDF, when considering vector Gaussian AR(1) sources subject to an average MSE distortion. We give conditions on the vector Gaussian AR(1) source to ensure asymptoti…
In this paper, we study the rate distortion function of the i.i.d sequence of multiplications of a Bernoulli $p$ random variable and a gaussian random variable $\sim N(0,1)$. We use a new technique in the derivation of the lower bound in which we establish the duality between channel coding and lossy source coding in the strong sense. We improve the lower bound on the rate distortion function over the best known lower bound by $p\log_2\frac{1}{p}$ if distortion $D$ is small. This has some interesting implications on sparse signals where $p$ is small since the known gap between the lower and up…
The multi-terminal rate-distortion problem has been studied extensively. Notably, among these, Tung and Housewright have provided the best known inner and outer bounds for the rate region under certain distortion constraints. In this paper, we first propose an outer bound for the rate region, and show that it is tighter than the outer bound of Tung and Housewright. Our outer bound involves some $n$-letter Markov chain constraints, which cause computational difficulties. We utilize a necessary condition for the Markov chain constraints to obtain another outer bound, which is represented in term…
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…
Recently, Tian et al. [1] considered joint source-channel coding of transmitting a Gaussian source over $K$-user Gaussian broadcast channel, and derived an outer bound on the admissible distortion region. In [1], they stated "due to its nonlinear form, it appears difficult to determine whether it is always looser than the trivial outer bound in all distortion regimes with bandwidth compression". However, in this correspondence we solve this problem and prove that for the bandwidth expansion case ($K\geq2$), this outer bound is strictly tighter than the trivial outer bound with each user being …
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…
In this paper, we consider a distributed remote source coding problem, where a sequence of observations of source vectors is available at the encoder. The problem is to specify the optimal rate for encoding the observations subject to a covariance matrix distortion constraint and in the presence of side information at the decoder. For this problem, we derive lower and upper bounds on the rate-distortion function (RDF) for the Gaussian case, which in general do not coincide. We then provide some cases, where the RDF can be derived exactly. We also show that previous results on specific instance…
Minimum power required to achieve a distortion-noise profile, i.e., a function indicating the maximum allowed distortion value for each noise level, is studied for the transmission of Gaussian sources over Gaussian channels under a regime of bandwidth approaching zero. A simple but instrumental lower bound to the minimum required power for a given profile is presented. For an upper bound, a dirty-paper based coding scheme is proposed and its power-distortion tradeoff is analyzed. Finally, upper and lower bounds to the minimum power is analyzed and compared for specific distortion-noise profile…
We consider rate-distortion with two decoders, each with distinct side information. This problem is well understood when the side information at the decoders satisfies a certain degradedness condition. We consider cases in which this degradedness condition is violated but the source and the side information consist of jointly Gaussian vectors. We provide a hierarchy of four lower bounds on the optimal rate. These bounds are then used to determine the optimal rate for several classes of instances.
New bounds on the rate distortion function of certain non-Gaussian sources, with a proportional-weighted mean-square error (MSE) distortion measure, are given. The growth, g, of the rate distortion function, as a result of changing from a non-weighted MSE distortion measure to a proportional-weighted distortion criterion is analyzed. It is shown that for a small distortion, d, the growth, g, and the difference between the rate distortion functions of a Gaussian memoryless source and a source with memory, both with the same marginal statistics and MSE distortion measure, share the same lower bo…
We revisit the sequential rate-distortion (SRD) trade-off problem for vector-valued Gauss-Markov sources with mean-squared error distortion constraints. We show via a counterexample that the dynamic reverse water-filling algorithm suggested by [1, eq. (15)] is not applicable to this problem, and consequently the closed form expression of the asymptotic SRD function derived in [1, eq. (17)] is not correct in general. Nevertheless, we show that the multidimensional Gaussian SRD function is semidefinite representable and thus it is readily computable.
We determine the rate region of the Gaussian scalar-help-vector source-coding problem under a covariance matrix distortion constraint. The rate region is achieved by a Gaussian achievable scheme. We introduce a novel outer bounding technique to establish the converse of the main result. Our approach is based on lower bounding the problem with a potentially reduced dimensional problem by projecting the main source and imposing the distortion constraint in certain directions determined by the optimal Gaussian scheme. We also prove several properties that the optimal solution to the point-to-poin…
We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those measurement samples to a collector node in a cooperative multiple access channel with imperfect feedback, and reconstruct the entire random process at the collector node. We provide lower and upper bounds for the minimum achievable expected distortion when the underlying random process is Gaussian. In the case where the random process satisfies some general c…
In Sequential Massive Random Access (SMRA), a set of correlated sources is jointly encoded and stored on a server, and clients want to access to only a subset of the sources. Since the number of simultaneous clients can be huge, the server is only authorized to extract a bitstream from the stored data: no re-encoding can be performed before the transmission of a request. In this paper, we investigate the SMRA performance of lossy source coding of Gaussian sources with memory. In practical applications such as Free Viewpoint Television, this model permits to take into account not only inter but…
An encoder, subject to a rate constraint, wishes to describe a Gaussian source under squared error distortion. The decoder, besides receiving the encoder's description, also observes side information consisting of uncompressed source symbol subject to slow fading and noise. The decoder knows the fading realization but the encoder knows only its distribution. The rate-distortion function that simultaneously satisfies the distortion constraints for all fading states was derived by Heegard and Berger. A layered encoding strategy is considered in which each codeword layer targets a given fading st…
Source coding theorems and Shannon rate-distortion functions were studied for the discrete-time Wiener process by Berger and generalized to nonstationary Gaussian autoregressive processes by Gray and by Hashimoto and Arimoto. Hashimoto and Arimoto provided an example apparently contradicting the methods used in Gray, implied that Gray's rate-distortion evaluation was not correct in the nonstationary case, and derived a new formula that agreed with previous results for the stationary case and held in the nonstationary case. In this correspondence it is shown that the rate-distortion formulas of…
This work focuses on the minimum transmission energy required for communicating a pair of correlated Gaussian sources over a two-user Gaussian broadcast channel with noiseless and causal channel output feedback (GBCF). We study the fundamental limit on the required transmission energy for broadcasting a pair of source samples, such that each source can be reconstructed at its respective receiver to within a target distortion, when the source-channel bandwidth ratio is not restricted. We derive a lower bound and three distinct upper bounds on the minimum required energy. For the upper bounds we…
A distortion-noise profile is a function indicating the maximum allowed source distortion value for each noise level in the channel. In this paper, the minimum energy required to achieve a distortion noise profile is studied for Gaussian sources which are transmitted robustly over Gaussian channels. We provide improved lower and upper bounds for the minimum energy behavior of the square-law profile using a family of lower bounds and our proposed coding scheme.
In this paper we analyze the joint rate distortion function (RDF), for a tuple of correlated sources taking values in abstract alphabet spaces (i.e., continuous) subject to two individual distortion criteria. First, we derive structural properties of the realizations of the reproduction Random Variables (RVs), which induce the corresponding optimal test channel distributions of the joint RDF. Second, we consider a tuple of correlated multivariate jointly Gaussian RVs, $X_1 : Ω\rightarrow {\mathbb R}^{p_1}, X_2 : Ω\rightarrow {\mathbb R}^{p_2}$ with two square-error fidelity criteria, and we de…
A transmitter without channel state information (CSI) wishes to send a delay-limited Gaussian source over a slowly fading channel. The source is coded in superimposed layers, with each layer successively refining the description in the previous one. The receiver decodes the layers that are supported by the channel realization and reconstructs the source up to a distortion. In the limit of a continuum of infinite layers, the optimal power distribution that minimizes the expected distortion is given by the solution to a set of linear differential equations in terms of the density of the fading d…
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）
A transmitter without channel state information (CSI) wishes to send a delay-limited Gaussian source over a slowly fading channel. The source is coded in superimposed layers, with each layer successively refining the description in the previous one. The receiver decodes the layers that are supported by the channel realization and reconstructs the source up to a distortion. The expected distortion is minimized by optimally allocating the transmit power among the source layers. For two source layers, the allocation is optimal when power is first assigned to the higher layer up to a power ceiling…
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…
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…
Consider a generalized multiterminal source coding system, where $\ell\choose m$ encoders, each observing a distinct size-$m$ subset of $\ell$ ($\ell\geq 2$) zero-mean unit-variance symmetrically correlated Gaussian sources with correlation coefficient $ρ$, compress their observations in such a way that a joint decoder can reconstruct the sources within a prescribed mean squared error distortion based on the compressed data. The optimal rate-distortion performance of this system was previously known only for the two extreme cases $m=\ell$ (the centralized case) and $m=1$ (the distributed case)…
We study the power versus distortion trade-off for the distributed transmission of a memoryless bi-variate Gaussian source over a two-to-one average-power limited Gaussian multiple-access channel. In this problem, each of two separate transmitters observes a different component of a memoryless bi-variate Gaussian source. The two transmitters then describe their source component to a common receiver via an average-power constrained Gaussian multiple-access channel. From the output of the multiple-access channel, the receiver wishes to reconstruct each source component with the least possible ex…
The problem of sending two correlated vector Gaussian sources over a bandwidth-matched two-user scalar Gaussian broadcast channel is studied in this work, where each receiver wishes to reconstruct its target source under a covariance distortion constraint. We derive a lower bound on the optimal tradeoff between the transmit power and the achievable reconstruction distortion pair. Our derivation is based on a new bounding technique which involves the introduction of appropriate remote sources. Furthermore, it is shown that this lower bound is achievable by a class of hybrid schemes for the spec…
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 meani…
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…
In this paper we invoke a nonanticipative information Rate Distortion Function (RDF) for sources with memory, and we analyze its importance in probabilistic matching of the source to the channel so that transmission of a symbol-by-symbol code with memory without anticipation is optimal, with respect to an average distortion and excess distortion probability. We show achievability of the symbol-by-symbol code with memory without anticipation, and we evaluate the probabilistic performance of the code for a Markov source.
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 whether uncoded schemes are optimal for Gaussian sources on multiuser Gaussian channels. Particularly, we consider two problems: the first is to send correlated Gaussian sources on a Gaussian broadcast channel where each receiver is interested in reconstructing only one source component (or one specific linear function of the sources) under the mean squared error distortion measure; the second is to send correlated Gaussian sources on a Gaussian multiple-access channel, where each transmitter observes a noisy combination of the source, and the receiver wishes to reconstruct the …
We study the vector Gaussian CEO problem, where there are an arbitrary number of agents each having a noisy observation of a vector Gaussian source. The goal of the agents is to describe the source to a central unit, which wants to reconstruct the source within a given distortion. The rate-distortion region of the vector Gaussian CEO problem is unknown in general. Here, we provide an outer bound for the rate-distortion region of the vector Gaussian CEO problem. We obtain our outer bound by evaluating an outer bound for the multi-terminal source coding problem by means of a technique relying on…
A distributed lossy compression network with $L$ encoders and a decoder is considered. Each encoder observes a source and sends a compressed version to the decoder. The decoder produces a joint reconstruction of target signals with the mean squared error distortion below a given threshold. It is assumed that the observed sources can be expressed as the sum of target signals and corruptive noises which are independently generated from two symmetric multivariate Gaussian distributions. The minimum compression rate of this network versus the distortion threshold is referred to as the rate-distort…
This paper considers the problem of transmitting the difference of two jointly Gaussian sources over a two-user additive Gaussian noise multiple access channel (MAC). The goal is to recover this difference within an average mean squared error distortion criterion. Each transmitter has access to only one of the two Gaussian sources and is limited by an average power constraint. In this work, a lattice coding scheme that achieves a distortion within a constant of a distortion lower bound is presented if the signal to noise ratio (SNR) is greater than a threshold. Further, uncoded transmission is…
We investigate the problem of message transmission over time-varying single-user multiple-input multiple-output (MIMO) Rayleigh fading channels with average power constraint and with complete channel state information available at the receiver side (CSIR). To describe the channel variations over the time, we consider a first-order Gauss-Markov model. We completely solve the problem by giving a single-letter characterization of the channel capacity in closed form and by providing a rigorous proof of it.
We consider multiple description coding for the Gaussian source with K descriptions under the symmetric mean squared error distortion constraints, and provide an approximate characterization of the rate region. We show that the rate region can be sandwiched between two polytopes, between which the gap can be upper bounded by constants dependent on the number of descriptions, but independent of the exact distortion constraints. Underlying this result is an exact characterization of the lossless multi-level diversity source coding problem: a lossless counterpart of the MD problem. This connectio…
