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This work investigates the information loss in a decimation system, i.e., in a downsampler preceded by an anti-aliasing filter. It is shown that, without a specific signal model in mind, the anti-aliasing filter cannot reduce information loss, while, e.g., for a simple signal-plus-noise model it can. For the Gaussian case, the optimal anti-aliasing filter is shown to coincide with the one obtained from energetic considerations. For a non-Gaussian signal corrupted by Gaussian noise, the Gaussian assumption yields an upper bound on the information loss, justifying filter design principles based on second-order statistics from an information-theoretic point-of-view., Comment: 12 pages; a shorter version of this paper was published at the 2014 International Zurich Seminar on Communications

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a distribution $P$ in terms of the variational distance $| Q-P|_1$ and the informational divergence $\mathbb{D}(Q| P)$. Bounds on the approximation errors are derived and shown to be asymptotically tight. Several examples illustrate that the variational distance optimal approximation can be quite different from the informational divergence optimal approximation., Comment: Submitted to the IEEE Transactions on Information Theory

In this paper, we present a method for reducing a regular, discrete-time Markov chain (DTMC) to another DTMC with a given, typically much smaller number of states. The cost of reduction is defined as the Kullback-Leibler divergence rate between a projection of the original process through a partition function and a DTMC on the correspondingly partitioned state space. Finding the reduced model with minimal cost is computationally expensive, as it requires an exhaustive search among all state space partitions, and an exact evaluation of the reduction cost for each candidate partition. Our approach deals with the latter problem by minimizing an upper bound on the reduction cost instead of minimizing the exact cost; The proposed upper bound is easy to compute and it is tight if the original chain is lumpable with respect to the partition. Then, we express the problem in the form of information bottleneck optimization, and propose using the agglomerative information bottleneck algorithm for searching a sub-optimal partition greedily, rather than exhaustively. The theory is illustrated with examples and one application scenario in the context of modeling bio-molecular interactions., Comment: 13 pages, 4 figures

In this work we present results about the rate of (relative) information loss induced by passing a real-valued, stationary stochastic process through a memoryless system. We show that for a special class of systems the information loss rate is closely related to the difference of differential entropy rates of the input and output processes. It is further shown that the rate of (relative) information loss is bounded from above by the (relative) information loss the system induces on a random variable distributed according to the process's marginal distribution. As a side result, in this work we present sufficient conditions such that for a continuous-valued Markovian input process also the output process possesses the Markov property., Comment: 9 pages, 4 figures; submitted to a conference

We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging states or, equivalently, lossless compression of a Markov source on a sample-by-sample basis. The cardinality of the reduced state space is bounded from below by the node degrees of the transition graph associated with the original Markov chain. We also present an algorithm listing all possible information-preserving state space reductions, for a given transition graph. We illustrate our results by applying the algorithm to a bi-gram letter model of an English text., Comment: 7 pages, 3 figures, 2 tables

In this work the information loss in deterministic, memoryless systems is investigated by evaluating the conditional entropy of the input random variable given the output random variable. It is shown that for a large class of systems the information loss is finite, even if the input is continuously distributed. Based on this finiteness, the problem of perfectly reconstructing the input is addressed and Fano-type bounds between the information loss and the reconstruction error probability are derived. For systems with infinite information loss a relative measure is defined and shown to be tightly related to R\'{e}nyi information dimension. Employing another Fano-type argument, the reconstruction error probability is bounded by the relative information loss from below. In view of developing a system theory from an information-theoretic point-of-view, the theoretical results are illustrated by a few example systems, among them a multi-channel autocorrelation receiver., Comment: 23 pages, 12 figures; submitted

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the cardinality of the realisable preimage of a finite-length trajectory of the lumped chain and by the information needed to reconstruct original trajectories from their lumped images. Both are purely combinatorial criteria, depending only on the transition graph of the Markov chain and the lumping function. A lumping is strongly k-lumpable, iff the lumped process is a k-th order Markov chain for each starting distribution of the original Markov chain. We characterise strong k-lumpability via tightness of stationary entropic bounds. In the sparse setting, we give sufficient conditions on the lumping to both preserve the entropy rate and be strongly k-lumpable.

We introduce the notion of relevant information loss for the purpose of casting the signal enhancement problem in information-theoretic terms. We show that many algorithms from machine learning can be reformulated using relevant information loss, which allows their application to the aforementioned problem. As a particular example we analyze principle component analysis for dimensionality reduction, discuss its optimality, and show that the relevant information loss can indeed vanish if the relevant information is concentrated on a lower-dimensional subspace of the input space., Comment: 9 pages; 4 figures; accepted for presentation at a conference

In this work we analyze principle component analysis (PCA) as a deterministic input-output system. We show that the relative information loss induced by reducing the dimensionality of the data after performing the PCA is the same as in dimensionality reduction without PCA. Finally, we analyze the case where the PCA uses the sample covariance matrix to compute the rotation. If the rotation matrix is not available at the output, we show that an infinite amount of information is lost. The relative information loss is shown to decrease with increasing sample size., Comment: 9 pages, 4 figure; extended version of a paper accepted for publication

We introduce a relative variant of information loss to characterize the behavior of deterministic input-output systems. We show that the relative loss is closely related to Renyi's information dimension. We provide an upper bound for continuous input random variables and an exact result for a class of functions (comprising quantizers) with infinite absolute information loss. A connection between relative information loss and reconstruction error is investigated., Comment: 6 pages; submitted to a conference

In this work we give a concise definition of information loss from a system-theoretic point of view. Based on this definition, we analyze the information loss in static input-output systems subject to a continuous-valued input. For a certain class of multiple-input, multiple-output systems the information loss is quantified. An interpretation of this loss is accompanied by upper bounds which are simple to evaluate. Finally, a class of systems is identified for which the information loss is necessarily infinite. Quantizers and limiters are shown to belong to this class., Comment: 7 pages, 6 figures; submitted to a conference

Acquisition is a search in two continuous dimensions, where the digital algorithms require a partitioning of the search space into cells. Depending on the partitioning of the Doppler frequency domain, more than one cell might contain significant signal energy. We present an expression for the expected values of the cells' energies to analyze the impact of the Doppler bin width on detection and false alarm probabilities., Comment: 24 pages, 12 figures; submitted

In this work we investigate the information loss in (nonlinear) dynamical input-output systems and provide some general results. In particular, we present an upper bound on the information loss rate, defined as the (non-negative) difference between the entropy rates of the jointly stationary stochastic processes at the input and output of the system. We further introduce a family of systems with vanishing information loss rate. It is shown that not only linear filters belong to that family, but - under certain circumstances - also finite-precision implementations of the latter, which typically consist of nonlinear elements., Comment: 6 pages, 2 figures, submitted to a conference

In this work, conditional entropy is used to quantify the information loss induced by passing a continuous random variable through a memoryless nonlinear input-output system. We derive an expression for the information loss depending on the input density and the nonlinearity and show that the result is strongly related to the non-injectivity of the considered system. Tight upper bounds are presented, which can be evaluated with less difficulty than a direct evaluation of the information loss, which involves the logarithm of a sum. Application of our results is illustrated on a set of examples., Comment: 9 pages, 6 figures; A short version of this paper is submitted to an IEEE conference