Information Theory by Analytic Methods: The Precise Minimax Redundancy

Wojciech Szpankowski

Department of Computer Science, Purdue University (USA)

Algorithms Seminar

March 5, 2001

[summary by Thomas Klausner]

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## 1  Introduction

The redundancy-rate problem of universal coding is concerned with determining by how much the actual code length (representation of a word in a code) exceeds the optimal code length. Revisiting the theme of his last year's seminar talk [1], Szpankowski went into more detail explaining different models for redundancy, and introduced the generalized Shannon code in order to solve the minimax redundancy problem for a single memoryless source.

A code is defined as follows:
Definition 1   A code Cn is a mapping from the set An of all sequences of length n over the alphabet A to the set {0,1}* of binary sequences.

Most of the time we use source models which specify probabilities for specific messages. For these, P(x1n) is the probability of the message x1n, the code length of a message x1n=x1... xn, with xi Î A, in the code Cn will be denoted by L(Cn, x1n), and Hn(P)=-åx1n P(x1n)logP(x1n) is the entropy of the probability distribution, where log is taken to base 2.

## 2  Basic Results

A prefix code or instantaneous code is a code in which no codeword is a prefix for another codeword; in other words, if you present the codewords as a binary trie, the valid codewords are only in the leaves (not in the internal nodes).

For prefix codes the following inequality holds:
Lemma 1  [Kraft's inequality]   For any prefix code (over a binary alphabet), the codeword lengths l1, l2, ..., lm satisfy the inequality
 m å i=1
2-li £ 1.

A related problem is to find out how many tuples l1, ..., lm exist where equality holds. This has been tackled and solved by Flajolet and Prodinger [2]. Asymptotically, it grows as a fm, where a » 0.254 and f » 1.794.

Another important result is Shannon's classic lower bound on the average code length (see [3]):
Lemma 2  [Shannon]   For any code, the average code length E [L(Cn,X1n)] cannot be smaller than the entropy of the source Hn(P):
 E [ L(Cn,X1n) ] ³ Hn(P)

Trivially, one can see that there must exist at least one x1~n with
L(
 ~ x 1
n) ³ -logP (
 ~ x 1
n).

A lemma by Barron deals with the individual lengths of the code words:
Lemma 3  [Barron]   Let L(X1n) be the length of a codeword in a code satisfying Kraft's inequality, where X1n is generated by a stationary ergodic source. For any sequence of positive constants an satisfying å 2-an < ¥, the following holds:
 P { L(X1n) £ -logP(X1n)-an } £ 2-an.
From this we immediately get
L(X1n) ³ -logP(X1n)-an   (almost surely).

## 3  Redundancy

Redundancy measures the distance to the optimal code state, reaching the lower bound given by the entropy. Since there are different ways to define the ``worst case,'' we define three types of redundancy: pointwise Rn(Cn, P; x1n), average Rn_(Cn, P) and maximal R*(Cn, P):
Rn(Cn,P; x1n) = L(Cn,x1n)+logP(x1n)    (³ -an (a.s.)),
 _ R n
(Cn, P)
 = EX1n [ Rn(Cn, P; X1n) ]

 = E [ L(Cn,X1n) ] - Hn(P),

R*(Cn, P)
=
 max x1n
[ Rn(Cn, P; x1n) ] .

The redundancy-rate problem consists in finding the rate of growth of the corresponding minimax quantities
 _ R n
(S)
=
 min Cn
 sup P Î S
E [ Rn(Cn,P; x1n) ] ,

Rn*(S)
=
 min Cn
 sup P Î S
 max x1n
[ Rn(Cn,P; x1n) ] ,

as n® ¥ for a class S of source models.

There are also other measures of optimality, e.g. for coding, gambling, or predictions. For these, the following functions, called minimax regret functions, are used:
 _ r n
=
 min Cn
 sup P Î S
 å x1n
P(x1n) é
ê
ê
ë
Li + log
 sup P
P(x1n) ù
ú
ú
û
,

rn*
=
 min Cn
 max x1n
é
ê
ê
ë
Li + log
 sup P
P(x1n) ù
ú
ú
û
.

Note that rn* = Rn*. Sometimes, the maximin regret is of interest:
 ~ r n
=
 sup P Î S
 min Cn
 å x1n
P(x1n) é
ê
ê
ë
Li + log
 sup P
P(x1n) ù
ú
ú
û
.

These functions are sometimes called the average minimax regret (rn_), the maximal minimax regret (rn*), and the average maxmin regret (rn~). One can interpret these functions as target functions for the game theoretical problem of choosing L so that for all x1n, the value of the function gets as good as possible, that is, -logsupP(x1n).

In the following, we will only look at the redundancy functions.

## 4  Precise Maximal Redundancy

In 1978, Shtarkov proved the following bounds for the minimax redundancy:
log æ
ç
ç
è
 å x1n
 sup P Î S
P(x1n) ö
÷
÷
ø
£ Rn*(S) £ log æ
ç
ç
è
 å x1n
 sup P Î S
P(x1n) ö
÷
÷
ø
+1.

We want to find a precise result for Rn*(S). We start with the easier problem of finding the optimal code for maximal redundancy for a known source P
Rn*(P )=
 min CnÎ C
R*(Cn, P).
We already know that for the average redundancy of one known source
 _ R n
(P ) =
 min CnÎ C
Ex1n [ Rn(Cn, P; x1n) ] ,
the Huffmann code is optimal---indeed, it is designed so as to solve this optimization problem. For the maximal redundancy problem we introduce a new code, the generalized Shannon code.

In the ordinary Shannon code, the length of its symbol in the code for a given P is é1/P(x1n) ù. In the generalized Shannon code, on the other hand, we set the length to be ë1/P(x1n) û for some symbols x1n Î L and é1/P(x1n) ù for the others in such a way that Kraft's inequality holds. For non-dyadic codes (dyadic ones fulfill Rn*(P) = 0), we sort the probabilities P(x1n):
 0 £ < -logp1 > £ < -logp2 > £ ... £ < -logp|A|n > £ 1    (where < x > = x - ë x û)
and choose j0 to be the maximal j such that Kraft's inequality still holds:
 j-1 å i=0
pi 2
 < -logpi >

+
 |A|n å i=j
pi 2
 < -logpi > -1

£ 1.
Then Rn*(P) = 1 - < -logpj0 > and the generalized Shannon code with L = {1, ..., j0 } is optimal.

Now we generalize to systems of probability distributions S. Let
Q*(x1n)=
 sup PÎS
P(x1n)
 å y1nÎ An
 sup PÎS
P(y1n)
.
Then
Rn*(S) = Rn*(Q*) + log æ
ç
ç
è
 å x1nÎAn
 sup PÎS
P(x1n) ö
÷
÷
ø
,
with
 Rn*(Q*) = 1- < -logqj0 >
as above.

If we now take the generalized Shannon code that minimizes the maximal redundancy, we get for a sequence generated by a single memoryless source, for n ®¥, and a=log1-p/p irrational:
Rn*(Pp) = -
loglog2
log2
+ o(1) = 0.5287 + o(1).

## 5  Average Minimax Redundancy

In the simple case where S consists of one distribution P, the computation of Rn_H is the Huffman problem:
 _ R n
H (P ) =
 min Cn Î C
 å x1n
P(x1n) Rn(Cn, P; x1n).

From known results (where we have Rn_H » Rn*), we conjecture:
Conjecture 1   Under certain additional conditions, we have, as n®¥,
 _ R n
= Rn*+Q(1)=log æ
ç
ç
è
 å x1n Î An
 sup PÎS
P(x1n) ö
÷
÷
ø
+ Q(1).

## 6  Average Redundancy for Particular Codes

For single memoryless sources, we have explicit results for n ® ¥ for some codes. In particular, we have for the Huffman code
 _ R n
=
ì
ï
ï
í
ï
ï
î
3
2
-
1
ln2
if a irrational,
3
2
-
1
M
æ
ç
ç
è
< Mnb > -
1
2
ö
÷
÷
ø
- ( M(1-2-1/M) ) -12
 - < Mnb > /M

if a =
N
M
,
for the Shannon code
 _ R n
=
ì
ï
ï
í
ï
ï
î
1
2
if a irrational,
1
2
-
1
M
æ
ç
ç
è
< Mnb > -
1
2
ö
÷
÷
ø
if a =
N
M
,
and for the generalized Shannon code
 _ R n
=
3
2
- 2 ln2 + o(1) » 0.113705639.

For more basics and in-depth knowledge regarding analytic information theory, the interested reader is referred to Szpankowski's book [4].

## References

[1]
Flajolet (Philippe). -- Analytic information theory and the redundancy rate problem [ summary of a talk by Wojciech Szpankowski ]. In Chyzak (Frédéric) (editor), Algorithms Seminar, 1999--2000, pp. 133--136. -- Institut National de Recherche en Informatique et en Automatique, November 2000. Research Report n°4056.

[2]
Flajolet (Philippe) and Prodinger (Helmut). -- Level number sequences for trees. Discrete Mathematics, vol. 65, n°2, 1987, pp. 149--156.

[3]
Shannon (C. E.). -- A mathematical theory of communication. Bell System Technical Journal, vol. 27, 1948, pp. 379--423 and 623--656.

[4]
Szpankowski (Wojciech). -- Average-case analysis of algorithms on sequences. -- John Wiley & Sons, Chichester, New York, March 2001, Wiley-Interscience Series in Discrete Mathematics.

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