On Information Bottleneck for Gaussian Processes
Abstract
The information bottleneck problem (IB) of jointly stationary Gaussian sources is considered. A water-filling solution for the IB rate is given in terms of its SNR spectrum and whose rate is attained via frequency domain test-channel realization. A time-domain realization of the IB rate, based on linear prediction, is also proposed, which lends itself to an efficient implementation of the corresponding remote source-coding problem. A compound version of the problem is addressed, in which the joint distribution of the source is not precisely specified but rather in terms of a lower bound on the guaranteed mutual information. It is proved that a white SNR spectrum is optimal for this setting.
Cite
@article{arxiv.2208.10136,
title = {On Information Bottleneck for Gaussian Processes},
author = {Michael Dikshtein and Nir Weinberger and Shlomo Shamai},
journal= {arXiv preprint arXiv:2208.10136},
year = {2022}
}
Comments
Complementary proofs for the ITW2022 conference paper