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13
Universal prediction
 IEEE Transactions on Information Theory
, 1998
"... Abstract — This paper consists of an overview on universal prediction from an informationtheoretic perspective. Special attention is given to the notion of probability assignment under the selfinformation loss function, which is directly related to the theory of universal data compression. Both th ..."
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Cited by 136 (11 self)
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Abstract — This paper consists of an overview on universal prediction from an informationtheoretic perspective. Special attention is given to the notion of probability assignment under the selfinformation loss function, which is directly related to the theory of universal data compression. Both the probabilistic setting and the deterministic setting of the universal prediction problem are described with emphasis on the analogy and the differences between results in the two settings. Index Terms — Bayes envelope, entropy, finitestate machine, linear prediction, loss function, probability assignment, redundancycapacity, stochastic complexity, universal coding, universal prediction. I.
The Method of Types
, 1998
"... The method of types is one of the key technical tools in Shannon Theory, and this tool is valuable also in other fields. In this paper, some key applications will be presented in sufficient detail enabling an interested nonspecialist to gain a working knowledge of the method, and a wide selection of ..."
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Cited by 95 (0 self)
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The method of types is one of the key technical tools in Shannon Theory, and this tool is valuable also in other fields. In this paper, some key applications will be presented in sufficient detail enabling an interested nonspecialist to gain a working knowledge of the method, and a wide selection of further applications will be surveyed. These range from hypothesis testing and large deviations theory through error exponents for discrete memoryless channels and capacity of arbitrarily varying channels to multiuser problems. While the method of types is suitable primarily for discrete memoryless models, its extensions to certain models with memory will also be discussed. Index TermsArbitrarily varying channels, choice of decoder, counting approach, error exponents, extended type concepts, hypothesis testing, large deviations, multiuser problems, universal coding. I.
Precise Minimax Redundancy and Regret
 IEEE TRANS. INFORMATION THEORY
, 2004
"... Recent years have seen a resurgence of interest in redundancy of lossless coding. The redundancy (regret) of universal xed{to{variable length coding for a class of sources determines by how much the actual code length exceeds the optimal (ideal over the class) code length. In a minimax scenario ..."
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Cited by 33 (13 self)
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Recent years have seen a resurgence of interest in redundancy of lossless coding. The redundancy (regret) of universal xed{to{variable length coding for a class of sources determines by how much the actual code length exceeds the optimal (ideal over the class) code length. In a minimax scenario one nds the best code for the worst source either in the worst case (called also maximal minimax) or on average. We rst study the worst case minimax redundancy over a class of stationary ergodic sources and replace Shtarkov's bound by an exact formula. Among others, we prove that a generalized Shannon code minimizes the worst case redundancy, derive asymptotically its redundancy, and establish some general properties. This allows us to obtain precise redundancy rates for memoryless, Markov and renewal sources. For example, we derive the exact constant of the redundancy rate for memoryless and Markov sources by showing that an integer nature of coding contributes log(log m=(m 1))= log m+ o(1) where m is the size of the alphabet. Then we deal with the average minimax redundancy and regret. Our approach
Universal compression of memoryless sources over unknown alphabets
 IEEE TRANSACTIONS ON INFORMATION THEORY
, 2004
"... It has long been known that the compression redundancy of independent and identically distributed (i.i.d.) strings increases to infinity as the alphabet size grows. It is also apparent that any string can be described by separately conveying its symbols, and its pattern—the order in which the symbol ..."
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Cited by 32 (10 self)
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It has long been known that the compression redundancy of independent and identically distributed (i.i.d.) strings increases to infinity as the alphabet size grows. It is also apparent that any string can be described by separately conveying its symbols, and its pattern—the order in which the symbols appear. Concentrating on the latter, we show that the patterns of i.i.d. strings over all, including infinite and even unknown, alphabets, can be compressed with diminishing redundancy, both in block and sequentially, and that the compression can be performed in linear time. To establish these results, we show that the number of patterns is the Bell number, that the number of patterns with a given number of symbols is the Stirling number of the second kind, and that the redundancy of patterns can be bounded using results of Hardy and Ramanujan on the number of integer partitions. The results also imply an asymptotically optimal solution for the GoodTuring probabilityestimation problem.
On universal types
 PROC. ISIT 2004
, 2004
"... We define the universal type class of a sequence x n, in analogy to the notion used in the classical method of types. Two sequences of the same length are said to be of the same universal (LZ) type if and only if they yield the same set of phrases in the incremental parsing of Ziv and Lempel (1978 ..."
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Cited by 22 (6 self)
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We define the universal type class of a sequence x n, in analogy to the notion used in the classical method of types. Two sequences of the same length are said to be of the same universal (LZ) type if and only if they yield the same set of phrases in the incremental parsing of Ziv and Lempel (1978). We show that the empirical probability distributions of any finite order of two sequences of the same universal type converge, in the variational sense, as the sequence length increases. Consequently, the normalized logarithms of the probabilities assigned by any kth order probability assignment to two sequences of the same universal type, as well as the kth order empirical entropies of the sequences, converge for all k. We study the size of a universal type class, and show that its asymptotic behavior parallels that of the conventional counterpart, with the LZ78 code length playing the role of the empirical entropy. We also estimate the number of universal types for sequences of length n, and show that it is of the form exp((1+o(1))γ n/log n) for a well characterized constant γ. We describe algorithms for enumerating the sequences in a universal type class, and for drawing a sequence from the class with uniform probability. As an application, we consider the problem of universal simulation of individual sequences. A sequence drawn with uniform probability from the universal type class of x n is an optimal simulation of x n in a well defined mathematical sense.
Analytic Variations on Redundancy Rates of Renewal Processes
 IEEE Trans. Information Theory
, 2002
"... Csisz ar and Shields have recently proved that the minimax redundancy for a class of (stationary) renewal processes is ( n) where n is the block length. This interesting result provides a first nontrivial bound on redundancy for a nonparametric family of processes. The present paper gives a precis ..."
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Cited by 8 (5 self)
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Csisz ar and Shields have recently proved that the minimax redundancy for a class of (stationary) renewal processes is ( n) where n is the block length. This interesting result provides a first nontrivial bound on redundancy for a nonparametric family of processes. The present paper gives a precise estimate of the redundancy rate for such (nonstationary) renewal sources, namely, 2 n +O(log n): This asymptotic expansion is derived by complexanalytic methods that include generating function representations, Mellin transforms, singularity analysis and saddle point estimates. This work places itself within the framework of analytic information theory.
The Precise Minimax Redundancy
 IN PROCEEDINGS OF IEEE SYMPOSIUM ON INFORMATION THEORY
, 2002
"... We start with a quick introduction of the redundancy problem. A code C n : A ! f0; 1g is de ned as a mapping from the set A of all sequences x 1 = (x 1 ; : : : ; x n ) of length n over the nite alphabet A to the set f0; 1g of all binary sequences. Given a probabilistic source model, we le ..."
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Cited by 4 (0 self)
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We start with a quick introduction of the redundancy problem. A code C n : A ! f0; 1g is de ned as a mapping from the set A of all sequences x 1 = (x 1 ; : : : ; x n ) of length n over the nite alphabet A to the set f0; 1g of all binary sequences. Given a probabilistic source model, we let 1 ) be the probability of the message x 1 ; given a code C n , we let L(C n ; x 1 ) be the code length for x 1 . From Shannon's works we know that the entropy H n (P ) = 1 ) lg P (x 1 ) is the absolute lower bound on the expected code length, where lg := log 2 denotes the binary logarithm. Hence lg P (x 1 ) can be viewed as the \ideal" code length. The next natural question is to ask by how much the length L(C n ; x 1 ) of a code diers from the ideal code length, either for individual sequences or on average. The pointwise redundancy R n (C n ; P ; x 1 ) = L(C n ; x while the average redundancy R n (C n ; P ) and the maximal redundancy R n (C n ;
Universal compression of Markov and related sources over arbitrary alphabets
 IEEE TRANSACTIONS ON INFORMATION THEORY
, 2006
"... Recent work has considered encoding a string by separately conveying its symbols and its pattern—the order in which the symbols appear. It was shown that the patterns of i.i.d. strings can be losslessly compressed with diminishing persymbol redundancy. In this paper the pattern redundancy of distri ..."
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Cited by 3 (2 self)
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Recent work has considered encoding a string by separately conveying its symbols and its pattern—the order in which the symbols appear. It was shown that the patterns of i.i.d. strings can be losslessly compressed with diminishing persymbol redundancy. In this paper the pattern redundancy of distributions with memory is considered. Close lower and upper bounds are established on the pattern redundancy of strings generated by Hidden Markov Models with a small number of states, showing in particular that their persymbol pattern redundancy diminishes with increasing string length. The upper bounds are obtained by analyzing the growth rate of the number of multidimensional integer partitions, and the lower bounds, using Hayman’s Theorem.
Average Redundancy for Known Sources: Ubiquitous Trees in Source Coding
, 2008
"... Analytic information theory aims at studying problems of information theory using analytic techniques of computer science and combinatorics. Following Hadamard’s precept, these problems are tackled by complex analysis methods such as generating functions, Mellin transform, Fourier series, saddle poi ..."
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Cited by 2 (0 self)
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Analytic information theory aims at studying problems of information theory using analytic techniques of computer science and combinatorics. Following Hadamard’s precept, these problems are tackled by complex analysis methods such as generating functions, Mellin transform, Fourier series, saddle point method, analytic poissonization and depoissonization, and singularity analysis. This approach lies at the crossroad of computer science and information theory. In this survey we concentrate on one facet of information theory (i.e., source coding better known as data compression), namely the redundancy rate problem. The redundancy rate problem determines by how much the actual code length exceeds the optimal code length. We further restrict our interest to the average redundancy for known sources, that is, when statistics of information sources are known. We present precise analyses of three types of lossless data compression schemes, namely fixedtovariable (FV) length codes, variabletofixed (VF) length codes, and variabletovariable (VV) length codes. In particular, we investigate average redundancy of Huffman, Tunstall, and Khodak codes. These codes have succinct representations as trees, either as coding or parsing trees, and we analyze here some of their parameters (e.g., the average path from the root to a leaf).
1 Universal Coding on Infinite Alphabets: Exponentially Decreasing Envelopes
, 806
"... Abstract—This paper deals with the problem of universal lossless coding on a countable infinite alphabet. It focuses on some classes of sources defined by an envelope condition on the marginal distribution, namely exponentially decreasing envelope classes with exponent α. The minimax redundancy of e ..."
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Cited by 1 (1 self)
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Abstract—This paper deals with the problem of universal lossless coding on a countable infinite alphabet. It focuses on some classes of sources defined by an envelope condition on the marginal distribution, namely exponentially decreasing envelope classes with exponent α. The minimax redundancy of exponentially decreasing envelope 1 classes is proved to be equivalent to 4α log e log2 n. Then a coding strategy is proposed, with a Bayes redundancy equivalent to the maximin redundancy. At last, an adaptive algorithm is provided, whose redundancy is equivalent to the minimax redundancy. Index Terms—Data compression, universal coding, infinite countable alphabets, redundancy, Bayes, adaptive compression. I.