AI & ML
Computing the entropy rate of a quantized stationary Gaussian process
arXiv math.IT0 views
arXiv:2609.18784v2 Announce Type: replace Abstract: The entropy rate of a uniformly quantized stationary Gaussian process is the fundamental limit on its lossless compression. It has no closed form, and the classical high-resolution approximation breaks down whenever the spectral density is small on part of the band, as routine smoothing and filtering produce. Here we present two methods for computing the rate. The first is an analytical approximation, obtained from an exact dithering identity and the Kolmogorov-Szeg\H{o} formula, in which the quantization noise power acts as a floor on the spectral density. The second is a Monte Carlo estimate of the exact rate: a minimum-phase moving-average representation makes the quantized sequence a hidden Markov process whose optimal particle filter is available in closed form, and the filter's log-likelihood on one long sequence gives the rate. The approximation agrees with the estimate to within a few millibits per sample over most of the parameter range for quantization steps up to the signal standard deviation, including processes on which the classical formula fails; for coarser steps the estimate should be used instead. At a step of a quarter of the standard deviation, linear predictive coding comes within 2 to 4 percent of the rate, FLAC within 3 to 32 percent, and general-purpose compressors remain 12 to 89 percent above it.
Source:https://arxiv.org/abs/2609.18784PreviousSecond-Order Schalkwijk-Kailath Coding for Autoregressive Gaussian ChannelsNextLempel-Ziv Parsing with Match-Length-Dependent Windows: Universality and Limits
Related posts
Hybrid retrieval with reciprocal rank fusion: notes from a RAG prototype
0dev.to
It is in co-creating, together. As humans do.
0dev.to
C64 Basic Dungeon Crawler: Stairs, Levels and Levelling Up (Part 11)
0Hacker News
Anthropic's internal AI use, at retail prices, now exceeds its employee pay
0Hacker News
Launch HN: Momentic (YC W24) – Agents that catch bugs by using your app
0Hacker News

Behavioral Design Unpacked: Nudges, Funnels & Persuasion | UX Unpacked #3
0dev.to UX