Slideshare uses cookies to improve functionality and performance, and to provide you with relevant advertising. If you continue browsing the site, you agree to the use of cookies on this website. See our User Agreement and Privacy Policy.

Slideshare uses cookies to improve functionality and performance, and to provide you with relevant advertising. If you continue browsing the site, you agree to the use of cookies on this website. See our Privacy Policy and User Agreement for details.

Like this presentation? Why not share!

- Quantization by wtyru1989 2655 views
- Adaptive quantization methods by Mahesh pawar 177 views
- vector QUANTIZATION by aniruddh Tyagi 3899 views
- quantization by aniruddh Tyagi 6819 views
- Vector quantization by Rajani Sharma 5401 views
- Linear predictive coding documenta... by chakravarthy Gopi 6476 views

409 views

Published on

No Downloads

Total views

409

On SlideShare

0

From Embeds

0

Number of Embeds

2

Shares

0

Downloads

30

Comments

0

Likes

1

No embeds

No notes for slide

- 1. 4. Quantization and Data Compression ECE 302 Spring 2012 Purdue University, School of ECE Prof. Ilya Pollak
- 2. What is data compression? • Reducing the file size without compromising the quality of the data stored in the file too much (lossy compression) or at all (lossless compression). • With compression, you can fit higher-quality data (e.g., higher-resolution pictures or video) into a file of the same size as required for lower-quality uncompressed data. Ilya Pollak
- 3. Why data compression? • Our appetite for data (high-resolution pictures, HD video, audio, documents, etc) seems to always significantly outpace hardware capabilities for storage and transmission. Ilya Pollak
- 4. Data compression: Step 0 • If the data is continuous-time (e.g., audio) or continuous-space (e.g., picture), it first needs to be discretized. Ilya Pollak
- 5. Data compression: Step 0 • If the data is continuous-time (e.g., audio) or continuous-space (e.g., picture), it first needs to be discretized. • Sampling is typically done nowadays during signal acquisition (e.g., digital camera for pictures or audio recording equipment for music and speech). Ilya Pollak
- 6. Data compression: Step 0 • If the data is continuous-time (e.g., audio) or continuous-space (e.g., picture), it first needs to be discretized. • Sampling is typically done nowadays during signal acquisition (e.g., digital camera for pictures or audio recording equipment for music and speech). • We will not study sampling. It is studied in ECE 301, ECE 438, and ECE 440. • We will consider compressing discrete-time or discrete-space data. Ilya Pollak
- 7. Example: compression of grayscale images • An eight-bit grayscale image is a rectangular array of integers between 0 (black) and 255 (white). • Each site in the array is called a pixel. Ilya Pollak
- 8. Example: compression of grayscale images • An eight-bit grayscale image is a rectangular array of integers between 0 (black) and 255 (white). • Each site in the array is called a pixel. • It takes one byte (eight bits) to store one pixel value, since it can be any number between 0 and 255. Ilya Pollak
- 9. Example: compression of grayscale images • An eight-bit grayscale image is a rectangular array of integers between 0 (black) and 255 (white). • Each site in the array is called a pixel. • It takes one byte (eight bits) to store one pixel value, since it can be any number between 0 and 255. • It would take 25 bytes to store a 5x5 image. Ilya Pollak
- 10. Example: compression of grayscale images • An eight-bit grayscale image is a rectangular array of integers between 0 (black) and 255 (white). • Each site in the array is called a pixel. • It takes one byte (eight bits) to store one pixel value, since it can be any number between 0 and 255. • It would take 25 bytes to store a 5x5 image. • Can we do better? Ilya Pollak
- 11. Example: compression of grayscale images 255 255 255 255 255 255 255 255 255 255 200 200 200 200 200 200 200 200 200 200 200 200 200 200 100 Can we do better than 25 bytes? Ilya Pollak
- 12. Two key ideas • Idea #1: – Transform the data to create lots of zeros. Ilya Pollak
- 13. Two key ideas • Idea #1: – Transform the data to create lots of zeros. For example, we could rasterize the image, compute the differences, and store the top left value along with the 24 differences [in reality, other transforms are used, but they work in a similar fashion] Ilya Pollak
- 14. Two key ideas • Idea #1: – Transform the data to create lots of zeros. For example, we could rasterize the image, compute the differences, and store the top left value along with the 24 differences [in reality, other transforms are used, but they work in a similar fashion]: – 255,0,0,0,0,0,0,0,0,0,−55,0,0,0,0,0,0,0,0,0,0,0,0,0,−100 Ilya Pollak
- 15. Two key ideas • Idea #1: – Transform the data to create lots of zeros. For example, we could rasterize the image, compute the differences, and store the top left value along with the 24 differences [in reality, other transforms are used, but they work in a similar fashion]: – 255,0,0,0,0,0,0,0,0,0,−55,0,0,0,0,0,0,0,0,0,0,0,0,0,−100 – This seems to make things worse: now the numbers can range from −255 to 255, and therefore we need two bytes per pixel! Ilya Pollak
- 16. Two key ideas • Idea #1: – Transform the data to create lots of zeros. For example, we could rasterize the image, compute the differences, and store the top left value along with the 24 differences [in reality, other transforms are used, but they work in a similar fashion]: – 255,0,0,0,0,0,0,0,0,0,−55,0,0,0,0,0,0,0,0,0,0,0,0,0,−100 – This seems to make things worse: now the numbers can range from −255 to 255, and therefore we need two bytes per pixel! • Idea #2: – when encoding the data, spend fewer bits on frequently occurring numbers and more bits on rare numbers. Ilya Pollak
- 17. Entropy coding Suppose we are encoding realizations of a discrete random variable X such that value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 Ilya Pollak
- 18. Entropy coding Suppose we are encoding realizations of a discrete random variable X such that value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 Consider the following fixed-length encoder: value of X 0 255 −55 −100 codeword 00 01 10 11 Ilya Pollak
- 19. Entropy coding Suppose we are encoding realizations of a discrete random variable X such that value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 Consider the following fixed-length encoder: value of X 0 255 −55 −100 codeword 00 01 10 11 For a file with 25 numbers, E[file size] = 25*2*(22/25+1/25+1/25+1/25) = 50 bits Ilya Pollak
- 20. Entropy coding Suppose we are encoding realizations of a discrete random variable X such that value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 Consider the following fixed-length encoder: value of X 0 255 −55 −100 codeword 00 01 10 11 For a file with 25 numbers, E[file size] = 25*2*(22/25+1/25+1/25+1/25) = 50 bits Now consider the following encoder: value of X 0 255 −55 −100 codeword 1 01 000 001 Ilya Pollak
- 21. Entropy coding Suppose we are encoding realizations of a discrete random variable X such that value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 Consider the following fixed-length encoder: value of X 0 255 −55 −100 codeword 00 01 10 11 For a file with 25 numbers, E[file size] = 25*2*(22/25+1/25+1/25+1/25) = 50 bits Now consider the following encoder: value of X 0 255 −55 −100 codeword 1 01 000 001 For a file with 25 numbers, E[file size] = 25(22/25 + 2/25 + 3/25 + 3/25) = 30 bits! Ilya Pollak
- 22. Entropy coding • A similar encoding scheme can be devised for a random variable of pixel differences which takes values between −255 and 255, to result in a smaller average file size than two bytes per pixel. Ilya Pollak
- 23. Entropy coding • A similar encoding scheme can be devised for a random variable of pixel differences which takes values between −255 and 255, to result in a smaller average file size than two bytes per pixel. • Another commonly used idea: run-length coding. I.e., instead of encoding each 0 individually, encode the length of each string of zeros. Ilya Pollak
- 24. Back to the four-symbol example value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 1 01 000 001 Can we do even better than 30 bits? Ilya Pollak
- 25. Back to the four-symbol example value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 1 01 000 001 Can we do even better than 30 bits? What about this alternative encoder? value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 0 01 1 10 Ilya Pollak
- 26. Back to the four-symbol example value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 1 01 000 001 Can we do even better than 30 bits? What about this alternative encoder? value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 0 01 1 10 E[file size] = 25(22/25 + 2/25 + 1/25+2/25) = 27 bits Ilya Pollak
- 27. Back to the four-symbol example value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 1 01 000 001 Can we do even better than 30 bits? What about this alternative encoder? value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 0 01 1 10 E[file size] = 25(22/25 + 2/25 + 1/25+2/25) = 27 bits Is there anything wrong with this encoder? Ilya Pollak
- 28. The second encoding is not uniquely decodable! value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 0 01 1 10 Encoded string ‘01’ could either be 255 or 0 followed by −55 Ilya Pollak
- 29. The second encoding is not uniquely decodable! value of X 0 255 −55 −100 probability 22/25 1/25 1/25 1/25 codeword 0 01 1 10 Encoded string ‘01’ could either be 255 or 0 followed by −55 Therefore, this code is unusable! It turns out that the first code is uniquely decodable. Ilya Pollak
- 30. What kinds of distributions are amenable to entropy coding? 0.7 0.6 0.5 0.4 0.3 0.3 0.2 0.2 0.1 0.1 0 a b c d Can do a lot better than two bits per symbol 0 a b c d Cannot do better than two bits per symbol Ilya Pollak
- 31. What kinds of distributions are amenable to entropy coding? 0.7 0.6 0.5 0.4 0.3 0.3 0.2 0.2 0.1 0.1 0 a b c d Can do a lot better than two bits per symbol 0 a b c d Cannot do better than two bits per symbol Conclusion: the transform procedure should be such that the numbers fed into the entropy coder have a highly concentrated histogram (a few very likely values, most values unlikely). Ilya Pollak
- 32. What kinds of distributions are amenable to entropy coding? 0.7 0.6 0.5 0.4 0.3 0.3 0.2 0.2 0.1 0.1 0 a b c d Can do a lot better than two bits per symbol 0 a b c d Cannot do better than two bits per symbol Conclusion: the transform procedure should be such that the numbers fed into the entropy coder have a highly concentrated histogram (a few very likely values, most values unlikely). Also, if we are encoding each number individually, they should be independent or approximately independent. Ilya Pollak
- 33. What if we are willing to lose some information? 253 253 255 254 255 254 254 254 255 254 252 255 255 254 252 253 253 254 254 254 252 255 253 252 253 Ilya Pollak
- 34. What if we are willing to lose some information? 253 253 255 254 255 253.5 253.5 253.5 253.5 253.5 254 254 254 255 254 253.5 253.5 253.5 253.5 253.5 252 255 255 254 252 253.5 253.5 253.5 253.5 253.5 253 253 254 254 254 253.5 253.5 253.5 253.5 253.5 252 255 253 252 253 253.5 253.5 253.5 253.5 253.5 Quantization Ilya Pollak
- 35. Some eight-bit images The five stripes contain random values from (left to right): {252,253,254,255}, {188,189,190,191}, {125,126,127,128}, {61,62,63,64}, {0,1,2,3}. The five stripes contain random integers from (left to right): {240,…,255}, {176,…,191}, {113,…,128}, {49,…,64 }, {0,…,15}. Ilya Pollak
- 36. Converting continuous-valued to discrete-valued signals • Many real-world signals are continuous-valued. – audio signal a(t): both the time argument t and the intensity value a(t) are continuous; – image u(x,y): both the spatial location (x,y) and the image intensity value u(x,y) are continuous; – video v(x,y,t): x,y,t, and v(x,y,t) are all continuous. Ilya Pollak
- 37. Converting continuous-valued to discrete-valued signals • Many real-world signals are continuous-valued. – audio signal a(t): both the time argument t and the intensity value a(t) are continuous; – image u(x,y): both the spatial location (x,y) and the image intensity value u(x,y) are continuous; – video v(x,y,t): x,y,t, and v(x,y,t) are all continuous. • Discretizing the argument values t, x, and y (or sampling), is studied in ECE 301, 438, and 440. Ilya Pollak
- 38. Converting continuous-valued to discrete-valued signals • Many real-world signals are continuous-valued. – audio signal a(t): both the time argument t and the intensity value a(t) are continuous; – image u(x,y): both the spatial location (x,y) and the image intensity value u(x,y) are continuous; – video v(x,y,t): x,y,t, and v(x,y,t) are all continuous. • Discretizing the argument values t, x, and y (or sampling), is studied in ECE 301, 438, and 440. • However, in addition to descretizing the argument values, the signal values must be discretized as well in order to be digitally stored. Ilya Pollak
- 39. Quantization • Digitizing a continuous-valued signal into a discrete and finite set of values. • Converting a discrete-valued signal into another discrete -valued signal, with fewer possible discrete values. Ilya Pollak
- 40. How to compare two quantizers? • Suppose data X(1),…,X(N) is quantized using two quantizers, to result in Y1(1),…,Y1(N) and Y2(1),…,Y2(N). • Suppose both Y1(1),…,Y1(N) and Y2(1),…,Y2(N) can be encoded with the same number of bits. • Which quantization is better? • The one that results in less distortion. But how to measure distortion? – In general, measuring and modeling perceptual image similarity and similarity of audio are open research problems. – Some useful things are known about human audio and visual systems that inform the design of quantizers. Ilya Pollak
- 41. Sensitivity of the Human Visual System to Contrast Changes, as a Function of Frequency Ilya Pollak
- 42. Sensitivity of the Human Visual System to Contrast Changes, as a Function of Frequency [From Mannos-Sakrison IEEE-IT 1974] Ilya Pollak
- 43. Sensitivity of the Human Visual System to Contrast Changes, as a Function of Frequency [From Mannos-Sakrison IEEE-IT 1974] High and low frequencies may be quantized more coarsely Ilya Pollak
- 44. But there are many other intricacies in the way human visual system computes similarity… Ilya Pollak
- 45. Are these two images similar? Ilya Pollak
- 46. What about these two? Ilya Pollak
- 47. What about these two? • Performance assessment of compression algorithms and quantizers is complicated, because measuring image fidelity is complicated. • Often, very simple distortion measures are used such as mean-square error. Ilya Pollak
- 48. Scalar vs Vector Quantization s s 255 255 127 95 r • quantize each value separately • simple thresholding 0 127 255 0 95 255 r • quantize several values jointly • more complex Ilya Pollak
- 49. What kinds of joint distributions are amenable to scalar quantization? s 255 127 r If (r,s) are jointly uniform over green square (or, more generally, independent), knowing r does not tell us anything about s. Best thing to do: make quantization decisions independently. 0 127 255 Ilya Pollak
- 50. What kinds of joint distributions are amenable to scalar quantization? s s 255 255 127 95 r If (r,s) are jointly uniform over green square (or, more generally, independent), knowing r does not tell us anything about s. Best thing to do: make quantization decisions independently. 0 127 255 r If (r,s) are jointly uniform over yellow region, knowing r tells us a lot about s. 0 95 255 Best thing to do: make quantization decisions jointly. Ilya Pollak
- 51. What kinds of joint distributions are amenable to scalar quantization? s s 255 255 127 95 r If (r,s) are jointly uniform over green square (or, more generally, independent), knowing r does not tell us anything about s. Best thing to do: make quantization decisions independently. 0 127 255 r If (r,s) are jointly uniform over yellow region, knowing r tells us a lot about s. 0 95 255 Best thing to do: make quantization decisions jointly. Conclusion: if the data is transformed before quantization, the transform procedure should be such that the coefficients fed into the quantizer are independent (or at least uncorrelated, or almost uncorrelated), in order to enable the simpler scalar quantization. Ilya Pollak
- 52. More on Scalar Quantization • Does it make sense to do scalar quantization with different quantization bins for different variables? s 255 127 0 127 255 r Ilya Pollak
- 53. More on Scalar Quantization • Does it make sense to do scalar quantization with different quantization bins for different variables? – No reason to do this if we are quantizing grayscale pixel values. s 255 127 0 127 255 r Ilya Pollak
- 54. More on Scalar Quantization • Does it make sense to do scalar quantization with different quantization bins for different variables? – No reason to do this if we are quantizing grayscale pixel values. – However, if we can decompose the image into components that are less perceptually important and more perceptually important, we should use larger quantization bins for the less important components. s 255 127 0 127 255 r Ilya Pollak
- 55. Structure of a Typical Lossy Compression Algorithm for Audio, Images, or Video data transform quantization entropy coding compressed bitstream Ilya Pollak
- 56. Structure of a Typical Lossy Compression Algorithm for Audio, Images, or Video data transform quantization entropy coding compressed bitstream Let’s more closely consider quantization and entropy coding. (Various transforms are considered in ECE 301 and ECE 438.) Ilya Pollak
- 57. Quantization: problem statement Sequence of discrete or continuous random variables X(1),…,X(N) (e.g., transformed image pixel values). Source (e.g., image, video, speech signal) Ilya Pollak
- 58. Quantization: problem statement Sequence of discrete or continuous random variables X(1),…,X(N) (e.g., transformed image pixel values). Source (e.g., image, video, speech signal) Sequence of discrete random variables Y(1),…,Y(N), each distributed over a finite set of values (quantization levels) Quantizer Ilya Pollak
- 59. Quantization: problem statement Sequence of discrete or continuous random variables X(1),…,X(N) (e.g., transformed image pixel values). Source (e.g., image, video, speech signal) Sequence of discrete random variables Y(1),…,Y(N), each distributed over a finite set of values (quantization levels) Quantizer Errors: D(1),…,D(N) where D(n) = X(n) − Y(n) Ilya Pollak
- 60. MSE is a widely used measure of distortion of quantizers • Suppose data X(1),…,X(N) are quantized, to result in Y(1),…,Y(N). ⎡N ⎡N 2⎤ 2⎤ E ⎢ ∑ ( X(n) − Y (n)) ⎥ = E ⎢ ∑ ( D(n)) ⎥ ⎣ n =1 ⎦ ⎣ n =1 ⎦ 2 If D(1),..., D(N ) are identically distributed, this is the same as NE ⎡( D(n)) ⎤ , for any n. ⎣ ⎦ Ilya Pollak
- 61. Scalar uniform quantization • Use quantization intervals (bins) of equal size [x1,x2), [x2,x3),…[xL,xL+1]. • Quantization levels q1, q2,…, qL. • Each quantization level is in the middle of the corresponding quantization bin: qk=(xk+xk+1)/2. Ilya Pollak
- 62. Scalar uniform quantization • Use quantization intervals (bins) of equal size [x1,x2), [x2,x3),…[xL,xL+1]. • Quantization levels q1, q2,…, qL. • Each quantization level is in the middle of the corresponding quantization bin: qk=(xk+xk+1)/2. • If quantizer input X is in [xk,xk+1), the corresponding quantized value is Y = qk. Ilya Pollak
- 63. Uniform vs non-uniform quantization • Uniform quantization is not a good strategy for distributions which significantly differ from uniform. Ilya Pollak
- 64. Uniform vs non-uniform quantization • Uniform quantization is not a good strategy for distributions which significantly differ from uniform. • If the distribution is non-uniform, it is better to spend more quantization levels on more probable parts of the distribution and fewer quantization levels on less probable parts. Ilya Pollak
- 65. Scalar Lloyd-Max quantizer • X = source random variable with a known distribution. We assume it to be a continuous r.v. with PDF fX(x)>0. Ilya Pollak
- 66. Scalar Lloyd-Max quantizer • X = source random variable with a known distribution. We assume it to be a continuous r.v. with PDF fX(x)>0. – The results can be extended to discrete or mixed random variables, and to continuous random variables whose density can be zero for some x. Ilya Pollak
- 67. Scalar Lloyd-Max quantizer • X = source random variable with a known distribution. We assume it to be a continuous r.v. with PDF fX(x)>0. – The results can be extended to discrete or mixed random variables, and to continuous random variables whose density can be zero for some x. • Quantization intervals (x1,x2), [x2,x3),…[xL,xL+1) and levels q1, …, qL such that – x1 = −∞ – xL+1 = ∞ – −∞ < q1 < x2 ≤ q2 < x3 ≤ q3 < … ≤ qL −1 < x L ≤ qL < +∞ I.e., qk ∈k-th quantization interval Ilya Pollak
- 68. Scalar Lloyd-Max quantizer • X = source random variable with a known distribution. We assume it to be a continuous r.v. with PDF fX(x)>0. – The results can be extended to discrete or mixed random variables, and to continuous random variables whose density can be zero for some x. • Quantization intervals (x1,x2), [x2,x3),…[xL,xL+1) and levels q1, …, qL such that – x1 = −∞ – xL+1 = ∞ – −∞ < q1 < x2 ≤ q2 < x3 ≤ q3 < … ≤ qL −1 < x L ≤ qL < +∞ I.e., qk ∈k-th quantization interval • Y = the result of quantizing X, a discrete random variable with L possible outcomes, q1, q2,…, qL, defined by ⎧ ⎪ ⎪ ⎪ Y = Y (X) = ⎨ ⎪ ⎪ ⎪ ⎩ q1 if X < x2 q2 if x 2 ≤ X < x3 qL −1 if x L −1 ≤ X < x L qL X ≥ xL Ilya Pollak
- 69. Scalar Lloyd-Max quantizer: goal • Given the pdf fX(x) of the source r.v. X and the desired number L of quantization levels, find the quantization interval endpoints x2,…,xL and quantization levels q1,…, qL to minimize the mean-square error, E[(Y−X)2]. Ilya Pollak
- 70. Scalar Lloyd-Max quantizer: goal • Given the pdf fX(x) of the source r.v. X and the desired number L of quantization levels, find the quantization interval endpoints x2,…,xL and quantization levels q1,…, qL to minimize the mean-square error, E[(Y−X)2]. • To do this, express the mean-square error in terms of the quantization interval endpoints and quantization levels, and find the minimum (or minima) through differentiation. Ilya Pollak
- 71. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ( y(x) − x )2 f X (x)dx ∫ −∞ Ilya Pollak
- 72. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ( y(x) − x )2 f X (x)dx ∫ k =1 xk Ilya Pollak
- 73. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Ilya Pollak
- 74. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∂ 2 Minimize w.r.t. qk : E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ ∫ ( y(x) − x ) k =1 xk xk+1 ∫ 2 (q k 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk − x ) f X (x)dx = 0 xk Ilya Pollak
- 75. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 f X (x)dx = ∑ ∂ 2 Minimize w.r.t. qk : E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ xk+1 ∫q xk L xk+1 ∫ ( y(x) − x ) k =1 xk xk+1 ∫ 2 (q k 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk − x ) f X (x)dx = 0 xk xk+1 f (x)dx = k X ∫ xf X (x)dx xk Ilya Pollak
- 76. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∂ 2 Minimize w.r.t. qk : E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ ∫ ( y(x) − x ) k =1 xk xk+1 ∫ 2 (q k 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk − x ) f X (x)dx = 0 xk xk+1 xk+1 ∫ xk xk+1 qk f X (x)dx = ∫ xk xf X (x)dx, therefore qk = ∫ xf X (x)dx ∫ f X (x)dx xk xk+1 xk Ilya Pollak
- 77. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∂ 2 Minimize w.r.t. qk : E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ ∫ ( y(x) − x ) k =1 xk xk+1 ∫ 2 (q k 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk − x ) f X (x)dx = 0 xk xk+1 xk+1 ∫ xk xk+1 qk f X (x)dx = ∫ xk xf X (x)dx, therefore qk = ∫ xf X (x)dx ∫ f X (x)dx xk xk+1 = E [ X | X ∈k-th quantization interval] xk Ilya Pollak
- 78. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∂ 2 Minimize w.r.t. qk : E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ ∫ ( y(x) − x ) k =1 xk xk+1 ∫ 2 (q k 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk − x ) f X (x)dx = 0 xk xk+1 xk+1 ∫ xk xk+1 qk f X (x)dx = ∫ xk xf X (x)dx, therefore qk = ∫ xf X (x)dx ∫ f X (x)dx xk xk+1 = E [ X | X ∈k-th quantization interval] xk ∂2 2 This is a minimum, since 2 E ⎡(Y − X ) ⎤ = ⎦ ∂qk ⎣ xk+1 ∫ 2f X (x)dx > 0. xk Ilya Pollak
- 79. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L Ilya Pollak
- 80. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) −∞ 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L: x xk+1 ⎫ ∂ ∂ ⎧ k 2 2 ⎪ ⎪ 2 ⎡(Y − X ) ⎤ = E⎣ ⎨ ∫ ( qk −1 − x ) f X (x)dx + ∫ ( qk − x ) f X (x)dx ⎬ ⎦ ∂x ∂xk k ⎪ xk−1 ⎪ xk ⎩ ⎭ Ilya Pollak
- 81. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk −∞ 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L: x xk+1 ⎫ ∂ ∂ ⎧ k 2 2 ⎪ ⎪ 2 ⎡(Y − X ) ⎤ = E⎣ ⎨ ∫ ( qk −1 − x ) f X (x)dx + ∫ ( qk − x ) f X (x)dx ⎬ ⎦ ∂x ∂xk k ⎪ xk−1 ⎪ xk ⎩ ⎭ = ( qk −1 − xk ) f X (xk ) − ( qk − xk ) f X (xk ) 2 2 Ilya Pollak
- 82. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk −∞ 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L: x xk+1 ⎫ ∂ ∂ ⎧ k 2 2 ⎪ ⎪ 2 ⎡(Y − X ) ⎤ = E⎣ ⎨ ∫ ( qk −1 − x ) f X (x)dx + ∫ ( qk − x ) f X (x)dx ⎬ ⎦ ∂x ∂xk k ⎪ xk−1 ⎪ xk ⎩ ⎭ = ( qk −1 − xk ) f X (xk ) − ( qk − xk ) f X (xk ) = ( qk −1 − qk ) ( qk −1 + qk − 2xk ) f X (xk ) = 0. 2 2 By assumption, f X (x) ≠ 0 and qk −1 ≠ qk . Ilya Pollak
- 83. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk −∞ 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L: x xk+1 ⎫ ∂ ∂ ⎧ k 2 2 ⎪ ⎪ 2 ⎡(Y − X ) ⎤ = E⎣ ⎨ ∫ ( qk −1 − x ) f X (x)dx + ∫ ( qk − x ) f X (x)dx ⎬ ⎦ ∂x ∂xk k ⎪ xk−1 ⎪ xk ⎩ ⎭ = ( qk −1 − xk ) f X (xk ) − ( qk − xk ) f X (xk ) = ( qk −1 − qk ) ( qk −1 + qk − 2xk ) f X (xk ) = 0. 2 2 By assumption, f X (x) ≠ 0 and qk −1 ≠ qk . Therefore, q + qk xk = k −1 , for k = 2,…, L. 2 Ilya Pollak
- 84. Scalar Lloyd-Max quantizer: derivation E ⎡(Y − X ) ⎤ = ⎣ ⎦ 2 ∞ ∫ ( y(x) − x ) 2 L xk+1 f X (x)dx = ∑ ∫ ( y(x) − x ) k =1 xk −∞ 2 L xk+1 f X (x)dx = ∑ ( qk − x )2 f X (x)dx ∫ k =1 xk Minimize w.r.t. xk , for k = 2,…, L: x xk+1 ⎫ ∂ ∂ ⎧ k 2 2 ⎪ ⎪ 2 ⎡(Y − X ) ⎤ = E⎣ ⎨ ∫ ( qk −1 − x ) f X (x)dx + ∫ ( qk − x ) f X (x)dx ⎬ ⎦ ∂x ∂xk k ⎪ xk−1 ⎪ xk ⎩ ⎭ = ( qk −1 − xk ) f X (xk ) − ( qk − xk ) f X (xk ) = ( qk −1 − qk ) ( qk −1 + qk − 2xk ) f X (xk ) = 0. 2 2 By assumption, f X (x) ≠ 0 and qk −1 ≠ qk . Therefore, q + qk xk = k −1 , for k = 2,…, L. 2 ∂2 2 This is a minimum, since 2 E ⎡(Y − X ) ⎤ = 2 ( qk − qk −1 ) f X (xk ) > 0. ⎦ ∂xk ⎣ Ilya Pollak
- 85. Nonlinear system to be solved xk+1 ⎧ ⎪ ∫ xfX (x)dx xk ⎪ qk = xk+1 = E [ X | X ∈k-th quantization interval], for k = 1,…, L ⎪ ⎪ ⎨ ∫ fX (x)dx ⎪ xk ⎪ ⎪ xk = qk −1 + qk , for k = 2,…, L ⎪ 2 ⎩ Ilya Pollak
- 86. Nonlinear system to be solved xk+1 ⎧ ⎪ ∫ xfX (x)dx xk ⎪ qk = xk+1 = E [ X | X ∈k-th quantization interval], for k = 1,…, L ⎪ ⎪ ⎨ ∫ fX (x)dx ⎪ xk ⎪ ⎪ xk = qk −1 + qk , for k = 2,…, L ⎪ 2 ⎩ • Closed-form solution can be found only for very simple PDFs. – E.g., if X is uniform, then Lloyd-Max quantizer = uniform quantizer. Ilya Pollak
- 87. Nonlinear system to be solved xk+1 ⎧ ⎪ ∫ xfX (x)dx xk ⎪ qk = xk+1 = E [ X | X ∈k-th quantization interval], for k = 1,…, L ⎪ ⎪ ⎨ ∫ fX (x)dx ⎪ xk ⎪ ⎪ xk = qk −1 + qk , for k = 2,…, L ⎪ 2 ⎩ • Closed-form solution can be found only for very simple PDFs. – E.g., if X is uniform, then Lloyd-Max quantizer = uniform quantizer. • In general, an approximate solution can be found numerically, via an iterative algorithm (e.g., lloyds command in Matlab). Ilya Pollak
- 88. Nonlinear system to be solved xk+1 ⎧ ⎪ ∫ xfX (x)dx xk ⎪ qk = xk+1 = E [ X | X ∈k-th quantization interval], for k = 1,…, L ⎪ ⎪ ⎨ ∫ fX (x)dx ⎪ xk ⎪ ⎪ xk = qk −1 + qk , for k = 2,…, L ⎪ 2 ⎩ • Closed-form solution can be found only for very simple PDFs. – E.g., if X is uniform, then Lloyd-Max quantizer = uniform quantizer. • In general, an approximate solution can be found numerically, via an iterative algorithm (e.g., lloyds command in Matlab). • For real data, typically the PDF is not given and therefore needs to be estimated using, for example, histograms constructed from the observed data. Ilya Pollak
- 89. Vector Lloyd-Max quantizer? X = ( X(1),…, X(N )) = source random vector with a given joint distribution. L = a desired number of quantization points. Ilya Pollak
- 90. Vector Lloyd-Max quantizer? X = ( X(1),…, X(N )) = source random vector with a given joint distribution. L = a desired number of quantization points. We would like to find: (1) L events A1 ,…, AL that partition the joint sample space of X(1),…, X(N ), and (2) L quantization points q1 ∈A1 ,…, q L ∈AL Ilya Pollak
- 91. Vector Lloyd-Max quantizer? X = ( X(1),…, X(N )) = source random vector with a given joint distribution. L = a desired number of quantization points. We would like to find: (1) L events A1 ,…, AL that partition the joint sample space of X(1),…, X(N ), and (2) L quantization points q1 ∈A1 ,…, q L ∈AL , such that the quantized random vector, defined by Y = q k if X ∈Ak , for k = 1,…, L, minimizes the mean-square error, ⎡N 2⎤ E ⎡ Y − X ⎤ = E ⎢ ∑ (Y (n) − X(n)) ⎥ ⎣ ⎦ ⎣ n =1 ⎦ 2 Ilya Pollak
- 92. Vector Lloyd-Max quantizer? X = ( X(1),…, X(N )) = source random vector with a given joint distribution. L = a desired number of quantization points. We would like to find: (1) L events A1 ,…, AL that partition the joint sample space of X(1),…, X(N ), and (2) L quantization points q1 ∈A1 ,…, q L ∈AL , such that the quantized random vector, defined by Y = q k if X ∈Ak , for k = 1,…, L, minimizes the mean-square error, ⎡N 2⎤ E ⎡ Y − X ⎤ = E ⎢ ∑ (Y (n) − X(n)) ⎥ ⎣ ⎦ ⎣ n =1 ⎦ 2 Difficulty: cannot differentiate with respect to a set Ak , and so unless the set of all allowed partitions is somehow restricted, this cannot be solved. Ilya Pollak
- 93. Hopefully, prior discussion gives you some idea about various issues involved in quantization. And now, on to entropy coding… data transform quantization entropy coding compressed bitstream Ilya Pollak
- 94. Problem statement Source (e.g., image, video, speech signal, or quantizer output) Sequence of discrete random variables X(1),…,X(N) (e.g., transformed image pixel values), assumed to be independent and identically distributed over a finite alphabet {a1,…,aM}. Ilya Pollak
- 95. Problem statement Source (e.g., image, video, speech signal, or quantizer output) Sequence of discrete random variables X(1),…,X(N) (e.g., transformed image pixel values), assumed to be independent and identically distributed over a finite Encoder: mapping alphabet {a1,…,aM}. between source symbols and binary strings (codewords) Binary string Requirements: • minimize the expected length of the binary string; • the binary string needs to be uniquely decodable, i.e., we need to be able to infer X(1),…,X(N) from it! Ilya Pollak
- 96. Problem statement Source (e.g., image, video, speech signal, or quantizer output) Sequence of discrete random variables X(1),…,X(N) (e.g., transformed image pixel values), assumed to be independent and identically distributed over a finite Encoder: mapping alphabet {a1,…,aM}. between source symbols and binary strings (codewords) Binary string • Since X(1),…,X(N) are assumed independent in this model, we will encode each of them separately. • Each can assume any value among {a1,…,aM}. • Therefore, our code will consist of M codewords, one for each symbol a1,…,aM. symbol codeword a1 w1 … … aM wM Ilya Pollak
- 97. Unique Decodability symbol codeword a 0 b 1 c 00 d 01 • How to decode the following string: 0001? • It could be aaab or aad or acb or cab or cd. • Not uniquely decodable! Ilya Pollak
- 98. A condition that ensures unique decodability • Prefix condition: no codeword in the code is a prefix for any other codeword. Ilya Pollak
- 99. A condition that ensures unique decodability • Prefix condition: no codeword in the code is a prefix for any other codeword. • If the prefix condition is satisfied, then the code is uniquely decodable. – Proof. Take a bit string W that corresponds to two different strings of symbols, A and B. If the first symbols in A and B are the same, discard them and the corresponding portion of W. Repeat until either there are no bits left in W (in this case A=B) or the first symbols in A and B are different. Then one of the codewords corresponding to these two symbols is a prefix for the other. Ilya Pollak
- 100. A condition that ensures unique decodability • Prefix condition: no codeword in the code is a prefix for any other codeword. • Visualizing binary strings. Form a binary tree where each branch is labeled 0 or 1. Each codeword w can be associated with the unique node of the tree such that string of 0’s and 1’s on the path from the root to the node forms w. Ilya Pollak
- 101. A condition that ensures unique decodability • Prefix condition: no codeword in the code is a prefix for any other codeword. • Visualizing binary strings. Form a binary tree where each branch is labeled 0 or 1. Each codeword w can be associated with the unique node of the tree such that string of 0’s and 1’s on the path from the root to the node forms w. • Prefix condition holds if an only if all the codewords are leaves of the binary tree. Ilya Pollak
- 102. A condition that ensures unique decodability • Prefix condition: no codeword in the code is a prefix for any other codeword. • Visualizing binary strings. Form a binary tree where each branch is labeled 0 or 1. Each codeword w can be associated with the unique node of the tree such that string of 0’s and 1’s on the path from the root to the node forms w. • Prefix condition holds if an only if all the codewords are leaves of the binary tree---i.e., if no codeword is a descendant of another codeword. Ilya Pollak
- 103. Example: no prefix condition, no unique decodability, one word is not a leaf symbol codeword a 0 b 1 c 00 d 01 • Codeword 0 is a prefix for both codeword 00 and codeword 01 Ilya Pollak
- 104. Example: no prefix condition, no unique decodability, one word is not a leaf symbol codeword a 0 b 1 c d • Codeword 0 is a prefix for both codeword 00 and codeword 01 wa=0 0 1 wb=1 Ilya Pollak
- 105. Example: no prefix condition, no unique decodability, one word is not a leaf symbol codeword a 0 b 1 c 00 d • Codeword 0 is a prefix for both codeword 00 and codeword 01 wc=00 0 wa=0 0 1 wb=1 Ilya Pollak
- 106. Example: no prefix condition, no unique decodability, one word is not a leaf symbol codeword a 0 b 1 c 00 d 01 • Codeword 0 is a prefix for both codeword 00 and codeword 01 wc=00 0 wa=0 0 1 wd=01 1 wb=1 Ilya Pollak
- 107. Example: prefix condition, all words are leaves symbol codeword a 1 b c d 0 1 wa=1 Ilya Pollak
- 108. Example: prefix condition, all words are leaves symbol codeword a 1 b 01 c d 0 0 1 wb=01 1 wa=1 Ilya Pollak
- 109. Example: prefix condition, all words are leaves symbol a 1 b 01 c 000 d wc=000 codeword 001 0 0 1 wd=001 0 1 wb=01 1 wa=1 Ilya Pollak
- 110. Example: prefix condition, all words are leaves symbol a 1 b 01 c 000 d wc=000 codeword 001 0 0 1 wd=001 0 • No path from the root to a codeword contains another codeword. This is equivalent to saying that the prefix condition holds. 1 wb=01 1 wa=1 Ilya Pollak
- 111. Example: prefix condition, all words are leaves => unique decodability symbol a 1 wd=001 000 d 0 01 c 0 1 b wc=000 codeword 001 Decoding: traverse the string left to right, tracing the corresponding path from the root of the binary tree. Each time a leaf is reached, output the codeword and go back to the root. 0 1 wb=01 1 wa=1 Ilya Pollak
- 112. Example: prefix condition, all words are leaves => unique decodability How to decode the following string? wc=000 000001101 0 0 1 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 113. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 114. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 115. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 116. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: c 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 117. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: c 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 118. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: c 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 119. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: c 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 120. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: cd 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 121. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 output: cd 0 1 wd=001 wb=01 1 wa=1 Ilya Pollak
- 122. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 wd=001 output: cda 0 1 wb=01 1 wa=1 Ilya Pollak
- 123. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 wd=001 output: cda 0 1 wb=01 1 wa=1 Ilya Pollak
- 124. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 wd=001 output: cda 0 1 wb=01 1 wa=1 Ilya Pollak
- 125. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 wd=001 output: cdab 0 1 wb=01 1 wa=1 Ilya Pollak
- 126. Example: prefix condition, all words are leaves => unique decodability wc=000 000001101 0 0 1 wd=001 0 1 wb=01 final output: cdab 1 wa=1 Ilya Pollak
- 127. Prefix condition and unique decodability • There are uniquely decodable codes which do not satisfy the prefix condition (e.g., {0, 01}). Ilya Pollak
- 128. Prefix condition and unique decodability • There are uniquely decodable codes which do not satisfy the prefix condition (e.g., {0, 01}). For any such code, a prefix condition code can be constructed with an identical set of codeword lengths. (E.g., {0, 10} for {0, 01}.) Ilya Pollak
- 129. Prefix condition and unique decodability • There are uniquely decodable codes which do not satisfy the prefix condition (e.g., {0, 01}). For any such code, a prefix condition code can be constructed with an identical set of codeword lengths. (E.g., {0, 10} for {0, 01}.) • For this reason, we can consider just prefix condition codes. Ilya Pollak
- 130. Entropy coding • Given a discrete random variable X with M possible outcomes (“symbols” or “letters”) a1,…,aM and with PMF pX, what is the lowest achievable expected codeword length among all the uniquely decodable codes? – Answer depends on pX; Shannon’s source coding theorem provides bounds. • How to construct a prefix condition code which achieves this expected codeword length? – Answer: Huffman code. Ilya Pollak
- 131. Huffman code • Consider a discrete r.v. X with M possible outcomes a1,…,aM and with PMF pX. Assume that pX(a1) ≤ … ≤ pX(aM). (If this condition is not satisfied, reorder the outcomes so that it is satisfied.) Ilya Pollak
- 132. Huffman code • Consider a discrete r.v. X with M possible outcomes a1,…,aM and with PMF pX. Assume that pX(a1) ≤ … ≤ pX(aM). (If this condition is not satisfied, reorder the outcomes so that it is satisfied.) • Consider “aggregate outcome” a12 = {a1,a2} and a discrete r.v. X’ such that ⎧ a12 ⎪ X' = ⎨ ⎪ X ⎩ if X = a1 or X = a2 otherwise Ilya Pollak
- 133. Huffman code • Consider a discrete r.v. X with M possible outcomes a1,…,aM and with PMF pX. Assume that pX(a1) ≤ … ≤ pX(aM). (If this condition is not satisfied, reorder the outcomes so that it is satisfied.) • Consider “aggregate outcome” a12 = {a1,a2} and a discrete r.v. X’ such that ⎧ a12 ⎪ X' = ⎨ ⎪ X ⎩ if X = a1 or X = a2 otherwise ⎧ p ( a ) + p ( a ) if a = a ⎪ X 1 X 2 12 pX ' ( a ) = ⎨ if a = a3 ,…, aM ⎪ pX ( a ) ⎩ Ilya Pollak
- 134. Huffman code • Consider a discrete r.v. X with M possible outcomes a1,…,aM and with PMF pX. Assume that pX(a1) ≤ … ≤ pX(aM). (If this condition is not satisfied, reorder the outcomes so that it is satisfied.) • Consider “aggregate outcome” a12 = {a1,a2} and a discrete r.v. X’ such that ⎧ a12 ⎪ X' = ⎨ ⎪ X ⎩ if X = a1 or X = a2 otherwise ⎧ p ( a ) + p ( a ) if a = a ⎪ X 1 X 2 12 pX ' ( a ) = ⎨ if a = a3 ,…, aM ⎪ pX ( a ) ⎩ • Suppose we have a tree, T’, for an optimal prefix condition code for X’. A tree T for an optimal prefix condition code for X can be obtained from T’ by splitting the leaf a12 into two leaves corresponding to a1 and a2. Ilya Pollak
- 135. Huffman code • Consider a discrete r.v. X with M possible outcomes a1,…,aM and with PMF pX. Assume that pX(a1) ≤ … ≤ pX(aM). (If this condition is not satisfied, reorder the outcomes so that it is satisfied.) • Consider “aggregate outcome” a12 = {a1,a2} and a discrete r.v. X’ such that ⎧ a12 ⎪ X' = ⎨ ⎪ X ⎩ if X = a1 or X = a2 otherwise ⎧ p ( a ) + p ( a ) if a = a ⎪ X 1 X 2 12 pX ' ( a ) = ⎨ if a = a3 ,…, aM ⎪ pX ( a ) ⎩ • Suppose we have a tree, T’, for an optimal prefix condition code for X’. A tree T for an optimal prefix condition code for X can be obtained from T’ by splitting the leaf a12 into two leaves corresponding to a1 and a2. • We won’t prove this. Ilya Pollak
- 136. letter pX(letter) a1 0.10 a2 0.10 a3 0.25 a4 0.25 a5 Example 0.30 Ilya Pollak
- 137. letter pX(letter) a1 0.10 a2 0.10 a3 0.25 a4 0.25 a5 Example 0.30 Step 1: combine the two least likely letters. letter pX’(letter) a12 0.20 a3 0.25 a4 0.25 a5 0.30 Ilya Pollak
- 138. letter pX(letter) a1 0.10 a2 0.10 a3 0.25 a4 0.25 a5 0.30 Example a2 1 pX’(letter) a12 0.20 a3 0.25 0.25 a5 a1 letter a4 Step 1: combine the two least likely letters. 0.30 a12 0 Ilya Pollak
- 139. letter pX(letter) a1 0.10 a2 0.10 a3 0.25 a4 0.25 a5 0.30 Example 1 Tree for X: a2 a12 pX’(letter) a12 0.20 a3 0.25 0.25 a5 a1 letter a4 Step 1: combine the two least likely letters. 0.30 Tree for X’ (still to be constructed) 0 Ilya Pollak
- 140. Example letter pX’(letter) a12 0.20 a3 0.25 a4 0.25 a5 Step 2: combine the two least likely letters from the new alphabet. 0.30 letter pX’’(letter) a123 0.45 a4 0.25 a5 0.30 Ilya Pollak
- 141. Example letter pX’(letter) a12 0.20 a3 0.25 a4 0.25 a5 Step 2: combine the two least likely letters from the new alphabet. 0.30 1 0 a123 0.45 a4 0.25 0.30 a12 1 a2 pX’’(letter) a5 a1 letter a3 a123 0 Ilya Pollak
- 142. Example letter pX’(letter) a12 0.20 a3 0.25 a4 0.25 a5 Step 2: combine the two least likely letters from the new alphabet. 0.30 1 Tree for X: 0 a123 0.45 a4 0.25 0.30 a12 1 a2 pX’’(letter) a5 a1 letter a3 0 a123 Tree for X’’ Ilya Pollak
- 143. Example letter pX’(letter) a12 0.20 a3 0.25 a4 0.25 a5 Step 2: combine the two least likely letters from the new alphabet. 0.30 1 Tree for X: 0 a12 a3 a123 0.45 a4 0.25 0.30 Tree for X’ 1 a2 pX’’(letter) a5 a1 letter 0 a123 Tree for X’’ Ilya Pollak
- 144. Example letter pX’’(letter) a123 0.45 a4 0.25 a5 0.30 Step 3: again combine the two least likely letters a1 1 0 pX’’’(letter) a123 0.45 a45 0.55 a12 1 a2 letter a3 a4 a5 a123 0 1 a45 0 Ilya Pollak
- 145. Example letter pX’’(letter) a123 0.45 a4 0.25 a5 0.30 Step 3: again combine the two least likely letters a1 1 Tree for X: 0 pX’’’(letter) a123 0.45 a45 0.55 a12 1 a2 letter a3 a123 Tree for X’’’ 0 a4 a5 1 a45 0 Ilya Pollak
- 146. Example letter pX’’(letter) a123 0.45 a4 0.25 a5 0.30 Step 3: again combine the two least likely letters a1 1 Tree for X: a12 0 a3 a5 a123 0.45 a45 0.55 Tree for X’’’ 0 a4 pX’’’(letter) Tree for X’’ a123 1 a2 letter 1 a45 0 Ilya Pollak
- 147. Example letter pX’’(letter) a123 0.45 a4 0.25 a5 0.30 Step 3: again combine the two least likely letters a1 1 Tree for X: 0 a12 a3 a5 a123 0.45 a45 0.55 Tree for X’’ a123 Tree for X’’’ 0 a4 pX’’’(letter) Tree for X’ 1 a2 letter 1 a45 0 Ilya Pollak
- 148. Example letter pX’’’(letter) a123 0.45 a45 Step 4: combine the last two remaining letters 0.55 Done! a1 1 Tree for X: a12 1 a2 0 a3 a4 a5 a123 1 0 1a 45 a12345 0 0 Ilya Pollak
- 149. Example letter pX’’’(letter) a123 0.45 a45 Step 4: combine the last Done! The codeword two remaining letters for each leaf is the sequence 0.55 of 0’1 and 1’s along the path from the root to that leaf. a1 1 Tree for X: 1 a2 0 a3 a4 a5 1 0 1 0 0 Ilya Pollak
- 150. Example a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 a3 0.25 a4 0.25 a5 0.30 Ilya Pollak
- 151. Example a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 110 a3 0.25 a4 0.25 a5 0.30 Ilya Pollak
- 152. Example a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 110 a3 0.25 10 a4 0.25 a5 0.30 Ilya Pollak
- 153. Example a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 110 a3 0.25 10 a4 0.25 01 a5 0.30 Ilya Pollak
- 154. Example a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 110 a3 0.25 10 a4 0.25 01 a5 0.30 00 Ilya Pollak
- 155. Example Expected codeword length: 3(0.1) + 3(0.1) + 2(0.25) + 2(0.25) + 2(0.3) = 2.2 bits a1 1 Tree for X: 1 a2 0 a3 a4 a5 letter 0 1 0 0 codeword a1 0.10 111 a2 1 pX(letter) 0.10 110 a3 0.25 10 a4 0.25 01 a5 0.30 00 Ilya Pollak
- 156. Self-information • Consider again a discrete random variable X with M possible outcomes a1,…,aM and with PMF pX. Ilya Pollak
- 157. Self-information • Consider again a discrete random variable X with M possible outcomes a1,…,aM and with PMF pX. • Self-information of outcome am is I(am) = −log2 pX(am) bits. Ilya Pollak
- 158. Self-information • Consider again a discrete random variable X with M possible outcomes a1,…,aM and with PMF pX. • Self-information of outcome am is I(am) = −log2 pX(am) bits. • E.g., pX(am) = 1 then I(am) = 0. The occurrence of am is not at all informative, since it had to occur. The smaller the probability of an outcome, the larger its self-information. Ilya Pollak
- 159. Self-information • Consider again a discrete random variable X with M possible outcomes a1,…,aM and with PMF pX. • Self-information of outcome am is I(am) = −log2 pX(am) bits. • E.g., pX(am) = 1 then I(am) = 0. The occurrence of am is not at all informative, since it had to occur. The smaller the probability of an outcome, the larger its self-information. • Self-information of X is I(X) = −log2 pX(X) and is a random variable. Ilya Pollak
- 160. Self-information • Consider again a discrete random variable X with M possible outcomes a1,…,aM and with PMF pX. • Self-information of outcome am is I(am) = −log2 pX(am) bits. • E.g., pX(am) = 1 then I(am) = 0. The occurrence of am is not at all informative, since it had to occur. The smaller the probability of an outcome, the larger its self-information. • Self-information of X is I(X) = −log2 pX(X) and is a random variable. • Entropy of X is the expected value of its self-information: M H (X) = E [ I(X)] = − ∑ p X (am )log 2 p X (am ) m =1 Ilya Pollak
- 161. Source coding theorem (Shannon) For any uniquely decodable code, the expected codeword length is ≥ H (X). Moreover, there exists a prefix condition code for which the expected codeword length is < H (X) + 1. Ilya Pollak
- 162. Example • Suppose that X has M=2K possible outcomes a1,…,aM. Ilya Pollak
- 163. Example • Suppose that X has M=2K possible outcomes a1,…,aM. • Suppose that X is uniform, i.e., pX (a1) = … = pX (aM) = 2−K. Ilya Pollak
- 164. Example • Suppose that X has M=2K possible outcomes a1,…,aM. • Suppose that X is uniform, i.e., pX (a1) = … = pX (aM) = 2−K. Then 2K ( ) ( ) H (X) = E [ I(X)] = − ∑ 2 − K log 2 2 − K = 2 K −2 − K ( −K ) = K k =1 Ilya Pollak
- 165. Example • Suppose that X has M=2K possible outcomes a1,…,aM. • Suppose that X is uniform, i.e., pX (a1) = … = pX (aM) = 2−K. Then 2K ( ) ( ) H (X) = E [ I(X)] = − ∑ 2 − K log 2 2 − K = 2 K −2 − K ( −K ) = K k =1 • On the other hand, observe that there exist 2K different K-bit sequences. Thus, a fixed-length code for X that uses all these 2K K-bit sequences as codewords for all the 2K outcomes of X, will have expected codeword length of K. Ilya Pollak
- 166. Example • Suppose that X has M=2K possible outcomes a1,…,aM. • Suppose that X is uniform, i.e., pX (a1) = … = pX (aM) = 2−K. Then 2K ( ) ( ) H (X) = E [ I(X)] = − ∑ 2 − K log 2 2 − K = 2 K −2 − K ( −K ) = K k =1 • On the other hand, observe that there exist 2K different K-bit sequences. Thus, a fixed-length code for X that uses all these 2K K-bit sequences as codewords for all the 2K outcomes of X, will have expected codeword length of K. • I.e., for this particular random variable, this fixed-length code achieves the entropy of X, which is the lower bound given by the source coding theorem. Ilya Pollak
- 167. Example • Suppose that X has M=2K possible outcomes a1,…,aM. • Suppose that X is uniform, i.e., pX (a1) = … = pX (aM) = 2−K. Then 2K ( ) ( ) H (X) = E [ I(X)] = − ∑ 2 − K log 2 2 − K = 2 K −2 − K ( −K ) = K k =1 • On the other hand, observe that there exist 2K different K-bit sequences. Thus, a fixed-length code for X that uses all these 2K K-bit sequences as codewords for all the 2K outcomes of X, will have expected codeword length of K. • I.e., for this particular random variable, this fixed-length code achieves the entropy of X, which is the lower bound given by the source coding theorem. • Therefore, the K-bit fixed-length code is optimal for this X. Ilya Pollak
- 168. Lemma 1: An auxiliary result helpful for proving the source coding theorem • log2α ≤ (α−1) log2e for log2 α > 0. • Proof: differentiate g(α) = (α−1) log2e − log2α and show that g(1) = 0 is its minimum. Ilya Pollak
- 169. Another auxiliary result: Kraft inequality If integers d1 ,…, d M satisfy the inequality M ∑2 − dm ≤ 1, (1) m =1 then there exists a prefix condition code whose codeword lengths are these integers. Conversely, the codeword lengths of any prefix condition code satisfy this inequality. Ilya Pollak
- 170. Some useful facts about full binary trees A full binary tree of depth D has 2D leaves. Ilya Pollak
- 171. Some useful facts about full binary trees Tree depth D = 4 A full binary tree of depth D has 2D leaves. (Here, depth is D=4 and the number of leaves is 24=16.) Ilya Pollak
- 172. Some useful facts about full binary trees Tree depth D = 4 Depth of red node = 2 A full binary tree of depth D has 2D leaves. (Here, depth is D=4 and the number of leaves is 24=16.) In a full binary tree of depth D, each node at depth d has 2D−d leaf descendants. (Here, D=4, the red node is at depth d=2, and so it has 24−2 = 4 leaf descendants.) Ilya Pollak
- 173. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Ilya Pollak
- 174. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Ilya Pollak
- 175. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. Ilya Pollak
- 176. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. If we have run out of tree nodes to assign after r < M iterations, it means that every leaf in the full binary tree of depth d M is a descendant of one of the first m symbols, a1 ,…, ar . Ilya Pollak
- 177. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. If we have run out of tree nodes to assign after r < M iterations, it means that every leaf in the full binary tree of depth d M is a descendant of one of the first m symbols, a1 ,…, ar . But note that every node at depth dm has 2 dM − dm descendants. Note also that the full tree has 2 dM leaves. Therefore, if every leaf in the tree is a descendant of a1 ,…, ar , then r ∑2 d M − dm = 2 dM m =1 Ilya Pollak
- 178. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. If we have run out of tree nodes to assign after r < M iterations, it means that every leaf in the full binary tree of depth d M is a descendant of one of the first m symbols, a1 ,…, ar . But note that every node at depth dm has 2 dM − dm descendants. Note also that the full tree has 2 dM leaves. Therefore, if every leaf in the tree is a descendant of a1 ,…, ar , then r ∑2 m =1 d M − dm =2 dM ⇔ r ∑2 − dm =1 m =1 Ilya Pollak
- 179. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. If we have run out of tree nodes to assign after r < M iterations, it means that every leaf in the full binary tree of depth d M is a descendant of one of the first m symbols, a1 ,…, ar . But note that every node at depth dm has 2 dM − dm descendants. Note also that the full tree has 2 dM leaves. Therefore, if every leaf in the tree is a descendant of a1 ,…, ar , then r ∑2 d M − dm =2 r ∑2 ⇔ dM m =1 =1 m =1 M Therefore, − dm ∑2 m =1 − dm r = ∑2 m =1 − dm + M ∑ 2 − dm > 1. This violates (1). m = r +1 Ilya Pollak
- 180. Kraft inequality: proof of ⇒ Suppose d1 ≤ … ≤ d M satisfy (1). Consider the full binary tree of depth d M , and consider all its nodes at depth d1 . Assign one of these nodes to symbol a1 . Consider all the nodes at depth d2 which are not a1 and not descendants of a1 . Assign one of them to symbol a2 . Iterate like this M times. If we have run out of tree nodes to assign after r < M iterations, it means that every leaf in the full binary tree of depth d M is a descendant of one of the first m symbols, a1 ,…, ar . But note that every node at depth dm has 2 dM − dm descendants. Note also that the full tree has 2 dM leaves. Therefore, if every leaf in the tree is a descendant of a1 ,…, ar , then r ∑2 d M − dm =2 r ∑2 ⇔ dM m =1 =1 m =1 M Therefore, − dm ∑2 m =1 − dm r = ∑2 m =1 − dm + M ∑ 2 − dm > 1. This violates (1). m = r +1 Thus, our procedure can in fact go on for M iterations. After the M -th iteration, we will have constructed a prefix condition code with codeword lengths d1 ,…, d M . Ilya Pollak
- 181. Kraft inequality: proof of ⇐ Suppose d1 ≤ … ≤ d M , and suppose we have a prefix condition code with there codeword lengths. Consider the binary tree corresponding to this code. Ilya Pollak
- 182. Kraft inequality: proof of ⇐ Suppose d1 ≤ … ≤ d M , and suppose we have a prefix condition code with there codeword lengths. Consider the binary tree corresponding to this code. Complete this tree to obtain a full tree of depth d M . Ilya Pollak
- 183. Kraft inequality: proof of ⇐ Suppose d1 ≤ … ≤ d M , and suppose we have a prefix condition code with there codeword lengths. Consider the binary tree corresponding to this code. Complete this tree to obtain a full tree of depth d M . Again use the following facts: the full tree has 2 dM leaves; the number of leaf descendants of the codeword of length dm is 2 dM − dm . Ilya Pollak
- 184. Kraft inequality: proof of ⇐ Suppose d1 ≤ … ≤ d M , and suppose we have a prefix condition code with there codeword lengths. Consider the binary tree corresponding to this code. Complete this tree to obtain a full tree of depth d M . Again use the following facts: the full tree has 2 dM leaves; the number of leaf descendants of the codeword of length dm is 2 dM − dm . The combined number of all leaf descendants of all codewords must be less than or equal to the total number of leaves in the full tree: M ∑2 d M − dm ≤ 2 dM m =1 Ilya Pollak
- 185. Kraft inequality: proof of ⇐ Suppose d1 ≤ … ≤ d M , and suppose we have a prefix condition code with there codeword lengths. Consider the binary tree corresponding to this code. Complete this tree to obtain a full tree of depth d M . Again use the following facts: the full tree has 2 dM leaves; the number of leaf descendants of the codeword of length dm is 2 dM − dm . The combined number of all leaf descendants of all codewords must be less than or equal to the total number of leaves in the full tree: M ∑2 m =1 d M − dm ≤2 dM ⇔ M ∑2 − dm ≤ 1. m =1 Ilya Pollak
- 186. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. Ilya Pollak
- 187. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. M M m =1 m =1 H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm Ilya Pollak
- 188. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M M Ilya Pollak
- 189. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M M ⎡ ⎛ ⎞⎤ 1 = ∑ p X (am ) ⎢ log 2 ⎜ ⎥ ⎝ p X (am )2 dm ⎟ ⎦ ⎠ m =1 ⎣ M Ilya Pollak
- 190. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M ⎡ ⎛ ⎞⎤ 1 = ∑ p X (am ) ⎢ log 2 ⎜ ⎥ ⎝ p X (am )2 dm ⎟ ⎦ ⎠ m =1 ⎣ M ⎛ ⎞ 1 ≤ ∑ p X (am ) ⎜ − 1⎟ log 2 e ⎝ p X (am )2 dm ⎠ m =1 M M (by Lemma 1) Ilya Pollak
- 191. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M ⎡ ⎛ ⎞⎤ 1 = ∑ p X (am ) ⎢ log 2 ⎜ ⎥ ⎝ p X (am )2 dm ⎟ ⎦ ⎠ m =1 ⎣ M ⎛ ⎞ 1 ≤ ∑ p X (am ) ⎜ − 1⎟ log 2 e ⎝ p X (am )2 dm ⎠ m =1 M M (by Lemma 1) M ⎛ M 1 ⎞ = ⎜ ∑ dm − ∑ p X (am )⎟ log 2 e ⎝ m =1 2 ⎠ m =1 Ilya Pollak
- 192. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M ⎡ ⎛ ⎞⎤ 1 = ∑ p X (am ) ⎢ log 2 ⎜ ⎥ ⎝ p X (am )2 dm ⎟ ⎦ ⎠ m =1 ⎣ M ⎛ ⎞ 1 ≤ ∑ p X (am ) ⎜ − 1⎟ log 2 e ⎝ p X (am )2 dm ⎠ m =1 M M (by Lemma 1) M ⎛ M 1 ⎞ = ⎜ ∑ dm − ∑ p X (am )⎟ log 2 e ⎝ m =1 2 ⎠ m =1 ⎛ M − dm ⎞ = ⎜ ∑ 2 − 1⎟ log 2 e ≤ 0 ⎝ m =1 ⎠ Ilya Pollak
- 193. Source coding theorem: proof of H(X)≤E[C] Let dm be the codeword length for am , and let random variable C be the codeword length for X. ⎡ ⎤ ⎛ 1 ⎞ dm H (X) − E[C] = − ∑ p X (am )log 2 p X (am ) − ∑ p X (am )dm = ∑ p X (am ) ⎢ log 2 ⎜ − log 2 2 ⎥ ⎝ p X (am ) ⎟ ⎠ m =1 m =1 m =1 ⎣ ⎦ M M ⎡ ⎛ ⎞⎤ 1 = ∑ p X (am ) ⎢ log 2 ⎜ ⎥ ⎝ p X (am )2 dm ⎟ ⎦ ⎠ m =1 ⎣ M ⎛ ⎞ 1 ≤ ∑ p X (am ) ⎜ − 1⎟ log 2 e ⎝ p X (am )2 dm ⎠ m =1 M M (by Lemma 1) M ⎛ M 1 ⎞ = ⎜ ∑ dm − ∑ p X (am )⎟ log 2 e ⎝ m =1 2 ⎠ m =1 ⎛ M − dm ⎞ = ⎜ ∑ 2 − 1⎟ log 2 e ≤ 0 ⎝ m =1 ⎠ By Kraft inequality, this holds for any prefix condition code. But it is also true for any uniquely decodable code. Ilya Pollak
- 194. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) Ilya Pollak
- 195. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) Ilya Pollak
- 196. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Ilya Pollak
- 197. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Ilya Pollak
- 198. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Also, by construction, dm − 1 < − log 2 p X (am ) ⇒ dm < − log 2 p X (am ) + 1 Ilya Pollak
- 199. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Also, by construction, dm − 1 < − log 2 p X (am ) ⇒ dm < − log 2 p X (am ) + 1 ⇒ p X (am )dm < − p X (am )log 2 p X (am ) + p X (am ) Ilya Pollak
- 200. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Also, by construction, dm − 1 < − log 2 p X (am ) ⇒ dm < − log 2 p X (am ) + 1 ⇒ p X (am )dm < − p X (am )log 2 p X (am ) + p X (am ) ⇒ M ∑p m =1 M X (am )dm < ∑ ( − p X (am )log 2 p X (am ) + p X (am )) m =1 Ilya Pollak
- 201. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Also, by construction, dm − 1 < − log 2 p X (am ) ⇒ dm < − log 2 p X (am ) + 1 ⇒ p X (am )dm < − p X (am )log 2 p X (am ) + p X (am ) ⇒ M ∑p m =1 M X (am )dm < ∑ ( − p X (am )log 2 p X (am ) + p X (am )) m =1 M M m =1 m =1 ⇒ E[C] < ∑ ( − p X (am )log 2 p X (am )) + ∑ p X (am ) Ilya Pollak
- 202. Source coding theorem: how to satisfy E[C] < H(X)+1? Choose dm = − ⎡ log 2 p X (am ) ⎤ (where ⎡ x ⎤ stands for the smallest integer which is ≥ x). Then ⎢ ⎥ ⎢ ⎥ dm ≥ − log 2 p X (am ) ⇒ − dm ≤ log 2 p X (am ) ⇒ 2 − dm ≤ p X (am ) ⇒ M ∑2 m =1 − dm M ≤ ∑ p X (am ) = 1. m =1 Therefore, Kraft inequality is satisfied, and we can construct a prefix condition code with codeword lengths d1 ,…, d M . Also, by construction, dm − 1 < − log 2 p X (am ) ⇒ dm < − log 2 p X (am ) + 1 ⇒ p X (am )dm < − p X (am )log 2 p X (am ) + p X (am ) ⇒ M ∑p m =1 M X (am )dm < ∑ ( − p X (am )log 2 p X (am ) + p X (am )) m =1 M M m =1 m =1 ⇒ E[C] < ∑ ( − p X (am )log 2 p X (am )) + ∑ p X (am ) = H (X) + 1 Ilya Pollak
- 203. Note: Huffman code may often be very far from the entropy • Let X have two outcomes, a1 and a2, with probabilities 1−2−d and 2−d, respectively. Ilya Pollak
- 204. Note: Huffman code may often be very far from the entropy • Let X have two outcomes, a1 and a2, with probabilities 1−2−d and 2−d, respectively. • Huffman code: 0 for a1; 1 for a2. • Expected codeword length: 1. Ilya Pollak
- 205. Note: Huffman code may often be very far from the entropy • Let X have two outcomes, a1 and a2, with probabilities 1−2−d and 2−d, respectively. • Huffman code: 0 for a1; 1 for a2. • Expected codeword length: 1. • Entropy: −(1−2−d) log2(1−2−d) + d2−d ≈ 0 for large d. For example, if d=20, this is 0.0000204493. Ilya Pollak
- 206. Note: Huffman code may often be very far from the entropy • Let X have two outcomes, a1 and a2, with probabilities 1−2−d and 2−d, respectively. • Huffman code: 0 for a1; 1 for a2. • Expected codeword length: 1. • Entropy: −(1−2−d) log2(1−2−d) + d2−d ≈ 0 for large d. For example, if d=20, this is 0.0000204493. • Problem: no codeword can have fractional numbers of bits! Ilya Pollak
- 207. Note: Huffman code may often be very far from the entropy • Let X have two outcomes, a1 and a2, with probabilities 1−2−d and 2−d, respectively. • Huffman code: 0 for a1; 1 for a2. • Expected codeword length: 1. • Entropy: −(1−2−d) log2(1−2−d) + d2−d ≈ 0 for large d. For example, if d=20, this is 0.0000204493. • Problem: no codeword can have fractional numbers of bits! • If we have a source which produces independent random variables X1, X2 , …, all identically distributed to X, a single Huffman code can be constructed for several of them, effectively resulting in fractional numbers of bits per random variable. Ilya Pollak
- 208. Example • (X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2), with probabilities 1−2−d+1+2−2d, 2−d−2−2d, 2−d−2−2d, and 2−2d, respectively. Ilya Pollak
- 209. Example • (X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2), with probabilities 1−2−d+1+2−2d, 2−d−2−2d, 2−d−2−2d, and 2−2d, respectively. • Huffman code: 0 for (a1,a1); 10 for (a1,a2); 110 for (a2,a1); 111 for (a2,a2). Ilya Pollak
- 210. Example • (X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2), with probabilities 1−2−d+1+2−2d, 2−d−2−2d, 2−d−2−2d, and 2−2d, respectively. • Huffman code: 0 for (a1,a1); 10 for (a1,a2); 110 for (a2,a1); 111 for (a2,a2). • Expected codeword length per random variable: – [1−2−d+1+2−2d + 2(2−d−2−2d) + 3(2−d−2−2d)+ 3(2−2d)]/2 Ilya Pollak
- 211. Example • (X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2), with probabilities 1−2−d+1+2−2d, 2−d−2−2d, 2−d−2−2d, and 2−2d, respectively. • Huffman code: 0 for (a1,a1); 10 for (a1,a2); 110 for (a2,a1); 111 for (a2,a2). • Expected codeword length per random variable: – [1−2−d+1+2−2d + 2(2−d−2−2d) + 3(2−d−2−2d)+ 3(2−2d)]/2 – This is 0.500001 for d=20 Ilya Pollak
- 212. Example • (X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2), with probabilities 1−2−d+1+2−2d, 2−d−2−2d, 2−d−2−2d, and 2−2d, respectively. • Huffman code: 0 for (a1,a1); 10 for (a1,a2); 110 for (a2,a1); 111 for (a2,a2). • Expected codeword length per random variable: – [1−2−d+1+2−2d + 2(2−d−2−2d) + 3(2−d−2−2d)+ 3(2−2d)]/2 – This is 0.500001 for d=20 • Can get arbitrarily close to entropy by encoding longer sequences of Xk’s. Ilya Pollak
- 213. Source coding theorem for sequences of independent, identically distributed random variables Suppose we are jointly encoding independent, identically distributed discrete random variables X1 ,…, X N , each taking values in {a1 ,…, aN }. For any uniquely decodable code, the expected codeword length is ≥ H (Xn ). Moreover, there exists a prefix condition code for which the expected codeword 1 length is < H (Xn ) + . N Ilya Pollak
- 214. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) Ilya Pollak
- 215. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is N N n =1 n =1 I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) = − ∑ log 2 p Xn ( xn ) = ∑ I ( xn ). Ilya Pollak
- 216. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is N N n =1 n =1 I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) = − ∑ log 2 p Xn ( xn ) = ∑ I ( xn ). Therefore, the entropy of X is ⎡N ⎤ N H ( X ) = E ⎡ I ( X ) ⎤ = E ⎢ ∑ I ( Xn ) ⎥ = ∑ H ( Xn ) = NH ( Xn ) . ⎣ ⎦ ⎣ n =1 ⎦ n =1 Ilya Pollak
- 217. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is N N n =1 n =1 I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) = − ∑ log 2 p Xn ( xn ) = ∑ I ( xn ). Therefore, the entropy of X is ⎡N ⎤ N H ( X ) = E ⎡ I ( X ) ⎤ = E ⎢ ∑ I ( Xn ) ⎥ = ∑ H ( Xn ) = NH ( Xn ) . ⎣ ⎦ ⎣ n =1 ⎦ n =1 Therefore, applying the single-symbol source coding theorem to X, we have: H ( X ) ≤ E [ C N ] < H ( X ) + 1, where E [ C N ] is the expected codeword length for the optimal uniquely decodable code for X Ilya Pollak
- 218. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is N N n =1 n =1 I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) = − ∑ log 2 p Xn ( xn ) = ∑ I ( xn ). Therefore, the entropy of X is ⎡N ⎤ N H ( X ) = E ⎡ I ( X ) ⎤ = E ⎢ ∑ I ( Xn ) ⎥ = ∑ H ( Xn ) = NH ( Xn ) . ⎣ ⎦ ⎣ n =1 ⎦ n =1 Therefore, applying the single-symbol source coding theorem to X, we have: H ( X ) ≤ E [ C N ] < H ( X ) + 1, NH ( Xn ) ≤ E [ C N ] < NH ( Xn ) + 1, where E [ C N ] is the expected codeword length for the optimal uniquely decodable code for X Ilya Pollak
- 219. Proof of the source coding theorem for iid sequences Consider random vector X = ( X1 ,…, X N ) . The self-information of its outcome x = ( x1 ,…, x N ) is N N n =1 n =1 I(x) = − log 2 p X1 ,…, XN ( x1 ,…, x N ) = − ∑ log 2 p Xn ( xn ) = ∑ I ( xn ). Therefore, the entropy of X is ⎡N ⎤ N H ( X ) = E ⎡ I ( X ) ⎤ = E ⎢ ∑ I ( Xn ) ⎥ = ∑ H ( Xn ) = NH ( Xn ) . ⎣ ⎦ ⎣ n =1 ⎦ n =1 Therefore, applying the single-symbol source coding theorem to X, we have: H ( X ) ≤ E [ C N ] < H ( X ) + 1, NH ( Xn ) ≤ E [ C N ] < NH ( Xn ) + 1, 1 , N is the expected codeword length for the optimal uniquely decodable code for X, H ( Xn ) ≤ E [C ] < H ( Xn ) + where E [ C N ] E [CN ] and E [ C ] = is the corresponding expected codeword length per symbol. N Ilya Pollak
- 220. Arithmetic coding • Another form of entropy coding. • More amenable to coding long sequences of symbols than Huffman coding. • Can be used in conjunction with on-line learning of conditional probabilities to encode dependent sequences of symbols: – Q-coder in JPEG (JPEG also has a Huffman coding option) – QM-coder in JBIG – MQ-coder in JPEG-2000 – CABAC coder in H.264/MPEG-4 AVC Ilya Pollak

No public clipboards found for this slide

×
### Save the most important slides with Clipping

Clipping is a handy way to collect and organize the most important slides from a presentation. You can keep your great finds in clipboards organized around topics.

Be the first to comment