论文标题

亲切的奇异随机向量的可压缩性度量

Compressibility Measures for Affinely Singular Random Vectors

论文作者

Charusaie, Mohammad-Amin, Amini, Arash, Rini, Stefano

论文摘要

有几种方法可以测量随机度量的可压缩性。它们包括一般方法,例如使用速率曲线以及更具体的概念,例如Renyi信息维度(RID)。 RID参数表示围绕该空间较低维数的度量的浓度。虽然对这种可压缩参数的评估对于连续和离散的度量进行了充分研究,但离散连续度量的情况非常微妙。在本文中,我们专注于一类多维随机度量,这些测量对仿射较低维的子集具有奇异性。当考虑组件独立离散的随机变量的线性转换时,这类分布会自然出现。为了衡量此类分布的可压缩性,我们介绍了尺寸率偏差(DRB)的新概念,该概念与离散和连续情况下的熵和差分密切相关。与熵和差分熵相似,DRB可用于评估上述类型分布之间的相互信息。除了DRB,我们还评估了这些分布的消除。我们进一步为摆脱多维随机度量的上限提供了一个上限,这些测量由LIPSCHITZ函数通过组件独立离散的随机变量($ \ Mathbf {x} $)获得。当Lipschitz函数为$ a \ mathbf {x} $时,上限被证明是可以实现的,其中$ a $满足{\更改$ \ spark({a_ {m \ times n}})= m+1 $}(例如,vandermonde matrices)。在考虑具有非高斯激发噪声的离散域移动平均过程时,上述结果使我们能够评估块平均的RID和DRB,并确定这些参数与其他现有的可压缩性指标之间的关系。

There are several ways to measure the compressibility of a random measure; they include general approaches such as using the rate-distortion curve, as well as more specific notions, such as the Renyi information dimension (RID). The RID parameter indicates the concentration of the measure around lower-dimensional subsets of the space. While the evaluation of such compressibility parameters is well-studied for continuous and discrete measures, the case of discrete-continuous measures is quite subtle. In this paper, we focus on a class of multi-dimensional random measures that have singularities on affine lower-dimensional subsets. This class of distributions naturally arises when considering linear transformation of component-wise independent discrete-continuous random variables. To measure the compressibility of such distributions, we introduce the new notion of dimensional-rate bias (DRB) which is closely related to the entropy and differential entropy in discrete and continuous cases, respectively. Similar to entropy and differential entropy, DRB is useful in evaluating the mutual information between distributions of the aforementioned type. Besides the DRB, we also evaluate the the RID of these distributions. We further provide an upper-bound for the RID of multi-dimensional random measures that are obtained by Lipschitz functions of component-wise independent discrete-continuous random variables ($\mathbf{X}$). The upper-bound is shown to be achievable when the Lipschitz function is $A \mathbf{X}$, where $A$ satisfies {\changed$\spark({A_{m\times n}}) = m+1$} (e.g., Vandermonde matrices). When considering discrete-domain moving-average processes with non-Gaussian excitation noise, the above results allow us to evaluate the block-average RID and DRB, as well as to determine a relationship between these parameters and other existing compressibility measures.

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