The goal of a denoising algorithm is to recover a signal from its noise-corrupted observations. Perfect recovery is seldom possible and performance is measured under a given single-letter fidelity criterion. For discrete signals corrupted by a known discrete memoryless channel, the DUDE was recently shown to perform this task asymptotically optimally, without knowledge of the statistical properties of the source. In the present work we address the scenario where, in addition to the lack of knowledge of the source statistics, there is also uncertainty in the channel characteristics. We propose a family of discrete denoisers and establish their asymptotic optimality under a minimax performance criterion which we argue is appropriate for this setting. As we show elsewhere, the proposed schemes can also be implemented computationally efficiently.
We show the existence of variable-rate rate-distortion codes that meet the disortion constraint almost surely and are minimax, i.e., strongly, universal with respect to an unknown source distribution and a distortion measure that is revealed only to the encoder and only at runtime. If we only require minimax universality with respect to the source distribution and not the distortion measure, then we provide an achievable $\tilde{O}(1/\sqrt{n})$ redundancy rate, which we show is optimal. This is in contrast to prior work on universal lossy compression, which provides $O(\log n/n)$ redundancy gu…
The redundancy for universal lossless compression of discrete memoryless sources in Campbell's setting is characterized as a minimax Rényi divergence, which is shown to be equal to the maximal $α$-mutual information via a generalized redundancy-capacity theorem. Special attention is placed on the analysis of the asymptotics of minimax Rényi divergence, which is determined up to a term vanishing in blocklength.
Department of Electronic and Electrical Engineering, Sungkyunkwan University (SKKU)（成均馆大学电子与电气工程系（SKKU））
We obtain a denoising loss bound of the recently proposed neural network based universal discrete denoiser, Neural DUDE, which can adaptively learn its parameters solely from the noise-corrupted data, by minimizing the \emph{empirical estimated loss}. The resulting bound resembles the generalization error bound of the standard empirical risk minimizers (ERM) in supervised learning, and we show that the well-known bias-variance tradeoff also exists in our loss bound. The key tool we develop is the concentration of the unbiased estimated loss on the true denoising loss, which is shown to hold \e…
For any Markov source, there exist universal codes whose normalized codelength approaches the Shannon limit asymptotically as the number of samples goes to infinity. This paper investigates how fast the gap between the normalized codelength of the "best" universal compressor and the Shannon limit (i.e. the compression redundancy) vanishes non-asymptotically in terms of the alphabet size and mixing time of the Markov source. We show that, for Markov sources whose relaxation time is at least $1 + \frac{(2+c)}{\sqrt{k}}$, where $k$ is the state space size (and $c>0$ is a constant), the phase tran…
The problem of online prediction with sequential side information under logarithmic loss is studied, and general upper and lower bounds on the minimax regret incurred by the predictor is established. The upper bounds on the minimax regret are obtained by providing and analyzing a probability assignment inspired by mixture probability assignments in universal compression, and the lower bounds are obtained by way of a redundancy-capacity theorem. The tight characterization of the regret is provided in some special settings.
In this paper, we consider estimators for an additive functional of $ϕ$, which is defined as $θ(P;ϕ)=\sum_{i=1}^kϕ(p_i)$, from $n$ i.i.d. random samples drawn from a discrete distribution $P=(p_1,...,p_k)$ with alphabet size $k$. We propose a minimax optimal estimator for the estimation problem of the additive functional. We reveal that the minimax optimal rate is characterized by the divergence speed of the fourth derivative of $ϕ$ if the divergence speed is high. As a result, we show there is no consistent estimator if the divergence speed of the fourth derivative of $ϕ$ is larger than $p^{-…
The problem of variable length and fixed-distortion universal source coding (or D-semifaithful source coding) for stationary and memoryless sources on countably infinite alphabets ($\infty$-alphabets) is addressed in this paper. The main results of this work offer a set of sufficient conditions (from weaker to stronger) to obtain weak minimax universality, strong minimax universality, and corresponding achievable rates of convergences for the worse-case redundancy for the family of stationary memoryless sources whose densities are dominated by an envelope function (or the envelope family) on $…
Motivated from the fact that universal source coding on countably infinite alphabets is not feasible, this work introduces the notion of almost lossless source coding. Analog to the weak variable-length source coding problem studied by Han (IEEE TIT, 2000, 46, 1217-1226), almost lossless source coding aims at relaxing the lossless block-wise assumption to allow an average per-letter distortion that vanishes asymptotically as the block-length tends to infinity. In this setup, we show on one hand that Shannon entropy characterizes the minimum achievable rate (similarly to the case of finite alph…
Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear operator; an important special case is random design regression. We derive sharp rates of estimation for arbitrary compact elliptical parameter sets and demonstrate how they depend on the distribution of the random linear operator. Our main result is a functional that characterizes the minimax rate of estimation in terms of the noise level, the law of the r…
We devise a novel neural network-based universal denoiser for the finite-input, general-output (FIGO) channel. Based on the assumption of known noisy channel densities, which is realistic in many practical scenarios, we train the network such that it can denoise as well as the best sliding window denoiser for any given underlying clean source data. Our algorithm, dubbed as Generalized CUDE (Gen-CUDE), enjoys several desirable properties; it can be trained in an unsupervised manner (solely based on the noisy observation data), has much smaller computational complexity compared to the previously…
