Publication

Remote Source Coding Under Gaussian Noise: Dueling Roles of Power and Entropy Power

Michael Christoph Gastpar
2019
Journal paper

Abstract

The distributed remote source coding (the so-called CEO) problem is studied in the case where the underlying source, not necessarily Gaussian, has finite differential entropy and the observation noise is Gaussian. The main result is a new lower bound for the sum-rate-distortion function under arbitrary distortion measures. When specialized to the case of mean-squared error, it is shown that the bound exactly mirrors a corresponding upper bound, except that the upper bound has the source power (variance), whereas the lower bound has the source entropy power. Bounds exhibiting this pleasing duality of power and entropy power have been well known for direct and centralized source coding since Shannon’s work. While the bounds hold generally, their value is most pronounced when interpreted as a function of the number of agents in the CEO problem.

Official source

https://infoscience.epfl.ch/record/267837?ln=en

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Related concepts (37)

Entropy

Entropy is a scientific concept, as well as a measurable physical property, that is most commonly associated with a state of disorder, randomness, or uncertainty. The term and the concept are used in diverse fields, from classical thermodynamics, where it was first recognized, to the microscopic description of nature in statistical physics, and to the principles of information theory.

Entropy (information theory)

In information theory, the entropy of a random variable is the average level of "information", "surprise", or "uncertainty" inherent to the variable's possible outcomes. Given a discrete random variable , which takes values in the alphabet and is distributed according to : where denotes the sum over the variable's possible values. The choice of base for , the logarithm, varies for different applications. Base 2 gives the unit of bits (or "shannons"), while base e gives "natural units" nat, and base 10 gives units of "dits", "bans", or "hartleys".

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate.

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