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We address the problem of nonparametric estimation of characteristics for stationary and ergodic time series. We consider finite-alphabet time series and real-valued ones and the following four problems: i) estimation of the (limiting)…

Information Theory · Computer Science 2007-11-01 Boris Ryabko

We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the…

Information Theory · Computer Science 2007-07-13 Boris Ryabko , Jaakko Astola

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…

Information Theory · Computer Science 2021-11-30 Jorge F. Silva , Pablo Piantanida

As it is known, universal codes, which estimate the entropy rate consistently, exist for stationary ergodic sources over finite alphabets but not over countably infinite ones. We generalize universal coding as the problem of universal…

Information Theory · Computer Science 2023-08-01 Łukasz Dębowski

The evaluation of time series models has traditionally focused on four canonical tasks: forecasting, imputation, anomaly detection, and classification. While these tasks have driven significant progress, they primarily assess task-specific…

Machine Learning · Computer Science 2025-09-26 Meng Wan , Benxi Tian , Jue Wang , Cui Hui , Ningming Nie , Tiantian Liu , Zongguo Wang , Cao Rongqiang , Peng Shi , Yangang Wang

Universal compression of patterns of sequences generated by independently identically distributed (i.i.d.) sources with unknown, possibly large, alphabets is investigated. A pattern is a sequence of indices that contains all consecutive…

Information Theory · Computer Science 2016-11-17 Gil I. Shamir

We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…

Information Theory · Computer Science 2013-08-30 Jithin K. Sreedharan , Vinod Sharma

Universal source coding at short blocklengths is considered for an exponential family of distributions. The \emph{Type Size} code has previously been shown to be optimal up to the third-order rate for universal compression of all memoryless…

Information Theory · Computer Science 2016-12-21 Nematollah Iri , Oliver Kosut

We study universal compression of sequences generated by monotonic distributions. We show that for a monotonic distribution over an alphabet of size $k$, each probability parameter costs essentially $0.5 \log (n/k^3)$ bits, where $n$ is the…

Information Theory · Computer Science 2007-07-13 Gil I. Shamir

Many applications require data processing to be performed on individual pieces of data which are of finite sizes, e.g., files in cloud storage units and packets in data networks. However, traditional universal compression solutions would…

Information Theory · Computer Science 2012-05-22 Ahmad Beirami , Mohsen Sardari , Faramarz Fekri

The minimum average number of bits need to describe a random variable is its entropy, assuming knowledge of the underlying statistics On the other hand, universal compression supposes that the distribution of the random variable, while…

Information Theory · Computer Science 2014-04-02 Maryam Hosseini , Narayana Santhanam

We study the problem of efficient compression of a stochastic source of probability distributions. It can be viewed as a generalization of Shannon's source coding problem. It has relation to the theory of common randomness, as well as to…

Quantum Physics · Physics 2016-09-08 Andreas Winter

In this paper, we propose {\em distributed network compression via memory}. We consider two spatially separated sources with correlated unknown source parameters. We wish to study the universal compression of a sequence of length $n$ from…

Information Theory · Computer Science 2012-10-09 Ahmad Beirami , Faramarz Fekri

The Shannon Noiseless coding theorem (the data-compression principle) asserts that for an information source with an alphabet $\mathcal X=\{0,\ldots ,\ell -1\}$ and an asymptotic equipartition property, one can reduce the number of stored…

Information Theory · Computer Science 2016-04-26 Yuri Suhov , Izabella Stuhl

Suppose there is a large file which should be transmitted (or stored) and there are several (say, m) admissible data-compressors. It seems natural to try all the compressors and then choose the best, i.e. the one that gives the shortest…

Information Theory · Computer Science 2018-09-11 Boris Ryabko

Consider a sequence $X^n$ of length $n$ emitted by a Discrete Memoryless Source (DMS) with unknown distribution $p_X$. The objective is to construct a lossless source code that maps $X^n$ to a sequence $\widehat{Y}^m$ of length $m$ that is…

Information Theory · Computer Science 2021-06-21 Remi A. Chou , Matthieu R. Bloch , Aylin Yener

We introduce a new protocol for a lossy data compression algorithm which is based on constraint satisfaction gates. We show that the theoretical capacity of algorithms built from standard parity-check gates converges exponentially fast to…

Disordered Systems and Neural Networks · Physics 2009-11-11 S. Ciliberti , M. Mezard , R. Zecchina

This paper proposes a novel entropy encoding technique for lossless data compression. Representing a message string by its lexicographic index in the permutations of its symbols results in a compressed version matching Shannon entropy of…

Information Theory · Computer Science 2017-03-24 Abu Bakar Siddique

Sorted data is usually easier to compress than unsorted permutations of the same data. This motivates a simple compression scheme: specify the sorted permutation of the data along with a representation of the sorted data compressed…

Data Structures and Algorithms · Computer Science 2014-11-24 Oscar Stiffelman

Deep neural networks have shown incredible performance for inference tasks in a variety of domains. Unfortunately, most current deep networks are enormous cloud-based structures that require significant storage space, which limits scaling…

Information Theory · Computer Science 2020-03-10 Sourya Basu , Lav R. Varshney
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