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Joint universal lossy coding and identification of stationary mixing sources (0704.2644v1)
Published 20 Apr 2007 in cs.IT, cs.LG, and math.IT
Abstract: The problem of joint universal source coding and modeling, treated in the context of lossless codes by Rissanen, was recently generalized to fixed-rate lossy coding of finitely parametrized continuous-alphabet i.i.d. sources. We extend these results to variable-rate lossy block coding of stationary ergodic sources and show that, for bounded metric distortion measures, any finitely parametrized family of stationary sources satisfying suitable mixing, smoothness and Vapnik-Chervonenkis learnability conditions admits universal schemes for joint lossy source coding and identification. We also give several explicit examples of parametric sources satisfying the regularity conditions.