Related papers: Rate Distortion Study for Time-Varying Autoregress…
The rate-distortion dimension (RDD) of an analog stationary process is studied as a measure of complexity that captures the amount of information contained in the process. It is shown that the RDD of a process, defined as two times the…
Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…
Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…
Recent advances in machine learning-aided lossy compression are incorporating perceptual fidelity into the rate-distortion theory. In this paper, we study the rate-distortion-perception trade-off when the perceptual quality is measured by…
Rate-distortion (RD) theory is at the heart of lossy data compression. Here we aim to model the generalized RD (GRD) trade-off between the visual quality of a compressed video and its encoding profiles (e.g., bitrate and spatial…
We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…
In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary…
We derive a simple general parametric representation of the rate-distortion function of a memoryless source, where both the rate and the distortion are given by integrals whose integrands include the minimum mean square error (MMSE) of the…
A rekindled the interest in auto-encoder algorithms has been spurred by recent work on deep learning. Current efforts have been directed towards effective training of auto-encoder architectures with a large number of coding units. Here, we…
A composite source, consisting of multiple subsources and a memoryless switch, outputs one symbol at a time from the subsource selected by the switch. If some data should be encoded more accurately than other data from an information…
Consider the problem of estimating a latent signal from a lossy compressed version of the data when the compressor is agnostic to the relation between the signal and the data. This situation arises in a host of modern applications when data…
The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
This paper deals with rate distortion or source coding with fidelity criterion, in measure spaces, for a class of source distributions. The class of source distributions is described by a relative entropy constraint set between the true and…
For a number of lossy source coding problems it is shown that even if the usual single-letter sum-rate-distortion expressions may become invalid for non-infinite distortion functions, they can be approached, to any desired accuracy, via the…
The task of jointly communicating a message and reconstructing a common estimate of the channel state is examined for a fading Gaussian model with additive state interference. The state is an independent and identically distributed Gaussian…
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…
We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…
In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between different brain regions. Dynamic effective connectivity can…
We develop a non-parametric multivariate time series model that remains agnostic on the precise relationship between a (possibly) large set of macroeconomic time series and their lagged values. The main building block of our model is a…