Name
Abstract | ||
|---|---|---|
In this paper, we examine adaptive compression policies, when the sequence of vector-valued measurements to be compressed is noisy and the compressed variables are themselves noisy. The optimization criterion is information gain. In the case of sequential scalar compressions, the unit-norm compression vectors that greedily maximize per-stage information gain are eigenvectors of an a priori error covariance matrix, and the greedy policy selects them according to eigenvalues of a posterior covariance matrix. These eigenvalues depend on all previous compressions and are computed recursively. A water-filling solution is given for the optimum compression policy that maximizes net information gain, under a constraint on the average norm of compression vectors. We provide sufficient conditions under which the greedy policy for maximizing stepwise information gain actually is optimal in the sense of maximizing the net information gain. In the case of scalar compressions, our examples and simulation results illustrate that the greedy policy can be quite close to optimal when the noise sequences are white. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/TIT.2014.2308258 | IEEE Transactions on Information Theory |
Keywords | Field | DocType |
optimisation,eigenvalues,compressive sensing,sequential scalar compressions,greedy adaptive linear compression,covariance matrices,greedy policy,stepwise information,information gain,water-filling solution,adaptive compression policy,optimal policy,compressed variables,compressed sensing,optimization,signal-plus-noise models,eigenvectors,vector-valued measurements,optimum compression,posterior covariance matrix,entropy,unit-norm compression vectors,eigenvalues and eigenfunctions,vectors,compressors,noise,noise measurement | Compression (physics),Mathematical optimization,Combinatorics,Computer science,Scalar (physics),A priori and a posteriori,Information gain,Covariance matrix,Eigenvalues and eigenvectors,Recursion,Compressed sensing | Journal |
Volume | Issue | ISSN |
60 | 4 | 0018-9448 |
Citations | PageRank | References |
5 | 0.44 | 13 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Entao Liu | 1 | 82 | 4.50 |
| Edwin K. P. Chong | 2 | 1758 | 185.45 |
| Louis L. Scharf | 3 | 2525 | 414.45 |