Joint universal lossy coding and identification of stationary mixing sources with general alphabets

  • Authors:
  • Maxim Raginsky

  • Affiliations:
  • Department of Electrical and Computer Engineering, Duke University, Durham, NC and Beckman Institute for Advanced Science and Technology, University of Illinois, Urbana, IL

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2009

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Abstract

In this paper, we consider the problem of joint universal variable-rate lossy coding and identification for parametric classes of stationary β -mixing sources with general (Polish) alphabets. Compression performance is measured in terms of Lagrangians, while identification performance is measured by the variational distance between the true source and the estimated source. Provided that the sources are mixing at a sufficiently fast rate and satisfy certain smoothness and Vapnik-Chervonenkis (VC) learnability conditions, it is shown that, for bounded metric distortions, there exist universal schemes for joint lossy compression limd identification whose Lagrangian redundancies converge to zero as √Vn log n/n as the block length n tends to infinity, where Vn is the VC dimension of a certain class of decision regions defined by the n-dimensional marginal distributions of the sources; furthermore, for each n, the decoder can identify n-dimensional marginal of the active source up to a ball of radius O(√Vn log n/n) in variational distance, eventually with probability one. The results are supplemented by several examples of parametric sources satisfying the regularity conditions.