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# 4.

## Quantization and Data

Compression
ECE 302 Spring 2012
Purdue University, School of ECE
Prof. Ilya Pollak

## 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

## 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

## 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

## 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

## 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

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

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

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

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

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

Ilya Pollak

## Two key ideas

Idea #1:
Transform the data to create lots of zeros.

Ilya Pollak

## 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

## 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

## 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

## 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

Entropy coding
Suppose we are encoding realizations of a discrete random variable X such that
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

Ilya Pollak

Entropy coding
Suppose we are encoding realizations of a discrete random variable X such that
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

## Consider the following fixed-length encoder:

value of X

255

55

100

codeword

00

01

10

11

Ilya Pollak

Entropy coding
Suppose we are encoding realizations of a discrete random variable X such that
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

value of X

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

Entropy coding
Suppose we are encoding realizations of a discrete random variable X such that
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

value of X

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

255

55

100

codeword

01

000

001

Ilya Pollak

Entropy coding
Suppose we are encoding realizations of a discrete random variable X such that
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

value of X

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

255

55

100

codeword

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

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

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

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

000

001

Ilya Pollak

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

000

001

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

10

Ilya Pollak

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

000

001

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

10

Ilya Pollak

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

000

001

value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

10

## E[file size] = 25(22/25 + 2/25 + 1/25+2/25) = 27 bits

Is there anything wrong with this encoder?
Ilya Pollak

## The second encoding is not

uniquely decodable!
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

10

by 55

Ilya Pollak

## The second encoding is not

uniquely decodable!
value of X

255

55

100

probability

22/25

1/25

1/25

1/25

codeword

01

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

## 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

## Can do a lot better than

two bits per symbol

0
a

## Cannot do better than

two bits per symbol

Ilya Pollak

## 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

## Can do a lot better than

two bits per symbol

0
a

## 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

## 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

## Can do a lot better than

two bits per symbol

0
a

## 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

## 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

## 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

## 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

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

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

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

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

## 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

## Sensitivity of the Human Visual

System to Contrast Changes, as a
Function of Frequency

Ilya Pollak

## Sensitivity of the Human Visual

System to Contrast Changes, as a
Function of Frequency

Ilya Pollak

## Sensitivity of the Human Visual

System to Contrast Changes, as a
Function of Frequency

Ilya Pollak

## But there are many other

intricacies in the way human
visual system computes
similarity

Ilya Pollak

Ilya Pollak

Ilya Pollak

## 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

## Scalar vs Vector Quantization

s

255

255

127
95

r
quantize each value separately
simple thresholding

127

255

95

255

more complex

Ilya Pollak

## 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

## What kinds of joint distributions are

amenable to scalar quantization?
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

## What kinds of joint distributions are

amenable to scalar quantization?
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

## More on Scalar Quantization

Does it make sense to do scalar
quantization with different
quantization bins for different
variables?

s
255

127

127

255

Ilya Pollak

## 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

127

255

Ilya Pollak

## 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

127

255

Ilya Pollak

## Structure of a Typical Lossy

Compression Algorithm for Audio,
Images, or Video
data

transform

quantization

entropy
coding

compressed
bitstream

Ilya Pollak

## Structure of a Typical Lossy

Compression Algorithm for Audio,
Images, or Video
data

transform

quantization

entropy
coding

compressed
bitstream

## Lets more closely consider quantization and entropy coding.

(Various transforms are considered in ECE 301 and ECE 438.)

Ilya Pollak

## 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

## 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

## 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

## 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

## 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

## 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

Uniform vs non-uniform
quantization
Uniform quantization is not a good
strategy for distributions which
significantly differ from uniform.

Ilya Pollak

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

## 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

## 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

## 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

## 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

## 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[(YX)2].

Ilya Pollak

## 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[(YX)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

E (Y X ) =
2

2
y(x)

x
f X (x)dx
(
)

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

2
y(x)

x
f X (x)dx
(
)

k =1 xk

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

Ilya Pollak

## Scalar Lloyd-Max quantizer: derivation

E (Y X ) =
2

( y(x) x )

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

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

x ) f X (x)dx = 0

xk

Ilya Pollak

## Scalar Lloyd-Max quantizer: derivation

E (Y X ) =
2

( y(x) x )

f X (x)dx =

2
Minimize w.r.t. qk :
E (Y X ) =
qk
xk+1

xk

L xk+1

( y(x) x )

k =1 xk

xk+1

2 (q

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

x ) f X (x)dx = 0

xk

xk+1

f (x)dx =

k X

xf X (x)dx

xk

Ilya Pollak

## Scalar Lloyd-Max quantizer: derivation

E (Y X ) =
2

( y(x) x )

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

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

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

## Scalar Lloyd-Max quantizer: derivation

E (Y X ) =
2

( y(x) x )

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

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

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

## Scalar Lloyd-Max quantizer: derivation

E (Y X ) =
2

( y(x) x )

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

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

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)dx > 0.

xk

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

## Minimize w.r.t. xk , for k = 2,, L:

x
xk+1

k
2
2
2

E (Y X ) =
( qk 1 x ) f X (x)dx + ( qk x ) f X (x)dx
xk
xk xk1

xk

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

## Minimize w.r.t. xk , for k = 2,, L:

x
xk+1

k
2
2
2

E (Y X ) =
( qk 1 x ) f X (x)dx + ( qk x ) f X (x)dx
xk
xk xk1

xk

= ( qk 1 xk ) f X (xk ) ( qk xk ) f X (xk )
2

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

## Minimize w.r.t. xk , for k = 2,, L:

x
xk+1

k
2
2
2

E (Y X ) =
( qk 1 x ) f X (x)dx + ( qk x ) f X (x)dx
xk
xk xk1

xk

2

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

## Minimize w.r.t. xk , for k = 2,, L:

x
xk+1

k
2
2
2

E (Y X ) =
( qk 1 x ) f X (x)dx + ( qk x ) f X (x)dx
xk
xk xk1

xk

2

q + qk
xk = k 1
, for k = 2,, L.
2

Ilya Pollak

E (Y X ) =
2

( y(x) x )

L xk+1

f X (x)dx =

( y(x) x )

k =1 xk

L xk+1

f X (x)dx =

2
q

x
f X (x)dx
(
)
k

k =1 xk

## Minimize w.r.t. xk , for k = 2,, L:

x
xk+1

k
2
2
2

E (Y X ) =
( qk 1 x ) f X (x)dx + ( qk x ) f X (x)dx
xk
xk xk1

xk

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

## Nonlinear system to be solved

xk+1

x xfX (x)dx

k
q
=
= E [ X | X k-th quantization interval], for k = 1,, L
k
x
k+1

f X (x)dx

xk

xk = qk 1 + qk , for k = 2,, L

Ilya Pollak

## Nonlinear system to be solved

xk+1

x xfX (x)dx

k
q
=
= E [ X | X k-th quantization interval], for k = 1,, L
k
x
k+1

f X (x)dx

xk

xk = qk 1 + qk , for k = 2,, L

## 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

## Nonlinear system to be solved

xk+1

x xfX (x)dx

k
q
=
= E [ X | X k-th quantization interval], for k = 1,, L
k
x
k+1

f X (x)dx

xk

xk = qk 1 + qk , for k = 2,, L

## 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

## Nonlinear system to be solved

xk+1

x xfX (x)dx

k
q
=
= E [ X | X k-th quantization interval], for k = 1,, L
k
x
k+1

f X (x)dx

xk

xk = qk 1 + qk , for k = 2,, L

## 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

## 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

## 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

## 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

Ilya Pollak

## 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

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

## Hopefully, prior discussion gives

issues involved in quantization.
And now, on to entropy coding
data

transform

quantization

entropy
coding

compressed
bitstream

Ilya Pollak

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

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

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

Unique Decodability
symbol

codeword

00

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

## A condition that ensures unique

decodability
Prefix condition: no codeword in the code is a prefix for
any other codeword.

Ilya Pollak

## 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

## 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 0s and 1s on the path from the root to the
node forms w.

Ilya Pollak

## 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 0s and 1s 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

## 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 0s and 1s 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

## Example: no prefix condition, no unique

decodability, one word is not a leaf
symbol

codeword

00

01

Ilya Pollak

## Example: no prefix condition, no unique

decodability, one word is not a leaf
symbol

codeword

c
d

wa=0
0
1
wb=1
Ilya Pollak

## Example: no prefix condition, no unique

decodability, one word is not a leaf
symbol

codeword

00

wc=00

0
wa=0
0
1
wb=1
Ilya Pollak

## Example: no prefix condition, no unique

decodability, one word is not a leaf
symbol

codeword

00

01

wc=00

0
wa=0
0
1

wd=01

1
wb=1
Ilya Pollak

leaves
symbol

codeword

b
c
d

0
1
wa=1

Ilya Pollak

leaves
symbol

codeword

01

c
d

0
0
1
wb=01

1
wa=1

Ilya Pollak

leaves

wc=000

symbol

codeword

01

000

001

0
0
1

wd=001

0
1

wb=01

1
wa=1

Ilya Pollak

leaves

wc=000

symbol

codeword

01

000

001

0
0
1

wd=001

## 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

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

0
0
1

wd=001

symbol

codeword

01

000

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

## 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

## 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

## 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

## 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

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: c
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: c
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: c
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: c
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: cd
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## Example: prefix condition, all words are

leaves => unique decodability

wc=000

000001101

0
0
1

output: cd
0

wd=001
wb=01

1
wa=1

Ilya Pollak

## 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

## 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

## 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

## 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

## 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

## Prefix condition and unique

decodability
There are uniquely decodable codes
which do not satisfy the prefix condition
(e.g., {0, 01}).

Ilya Pollak

## 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

## 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

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; Shannons source coding theorem provides
bounds.

## How to construct a prefix condition code which achieves this

expected codeword length?

Ilya Pollak

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

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

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
p X ( a )

Ilya Pollak

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
p X ( 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

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
p X ( 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 wont prove this.
Ilya Pollak

letter

pX(letter)

a1

0.10

a2

0.10

a3

0.25

a4

0.25

a5

0.30

Example

Ilya Pollak

letter

pX(letter)

a1

0.10

a2

0.10

a3

0.25

a4

0.25

a5

0.30

Example
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

letter

pX(letter)

a1

0.10

a2

0.10

a3

0.25

a4

0.25

a5

0.30

Example
Step 1: combine
the two least likely
letters.

a1

a2

letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

a12

Ilya Pollak

letter

pX(letter)

a1

0.10

a2

0.10

a3

0.25

a4

0.25

a5

0.30

Example
Step 1: combine
the two least likely
letters.

a1

Tree for X:
a2

a12

letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

Tree for X
(still to be
constructed)

Ilya Pollak

Example
letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

Step 2: combine
the two least likely
letters from the new
alphabet.

letter

pX(letter)

a123

0.45

a4

0.25

a5

0.30

Ilya Pollak

Example
letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

Step 2: combine
the two least likely
letters from the new
alphabet.
a1

pX(letter)

a123

0.45

a4

0.25

a5

0.30

a12
1

a2

letter

a3

a123

Ilya Pollak

Example
letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

Step 2: combine
the two least likely
letters from the new
alphabet.
a1

Tree for X:
0

pX(letter)

a123

0.45

a4

0.25

a5

0.30

a12
1

a2

letter

a3

a123
Tree for
X

Ilya Pollak

Example
letter

pX(letter)

a12

0.20

a3

0.25

a4

0.25

a5

0.30

Step 2: combine
the two least likely
letters from the new
alphabet.
a1

Tree for X:
0

a12

a3

pX(letter)

a123

0.45

a4

0.25

a5

0.30

Tree for X
1

a2

letter

a123
Tree for
X

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a4

0.25

a5

0.30

## Step 3: again combine

the two least likely
letters

a1

pX(letter)

a123

0.45

a45

0.55

a12
1

a2

letter

a3
a4
a5

a123

0
1

a45

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a4

0.25

a5

0.30

## Step 3: again combine

the two least likely
letters

a1

Tree for X:
0

pX(letter)

a123

0.45

a45

0.55

a12
1

a2

letter

a3

a123
Tree for X

a4
a5

a45

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a4

0.25

a5

0.30

## Step 3: again combine

the two least likely
letters

a1

Tree for X:

a12

a3

a5

a123

0.45

a45

0.55

Tree for X

a4

pX(letter)

Tree for X
a123

1
a2

letter

a45

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a4

0.25

a5

0.30

## Step 3: again combine

the two least likely
letters

a1

Tree for X:
0

a12

a3

a5

a123

0.45

a45

0.55

Tree for X
a123
Tree for X

a4

pX(letter)

Tree for X

1
a2

letter

a45

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a45

0.55

## Step 4: combine the last

two remaining letters

Done!
a1

Tree for X:

a12
1

a2

a3
a4
a5

a123
1

0
1a

45

a12345

Ilya Pollak

Example
letter

pX(letter)

a123

0.45

a45

0.55

## Step 4: combine the last Done! The codeword

two remaining letters
for each leaf is the sequence

## of 01 and 1s along the path

from the root to that leaf.
a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

Ilya Pollak

Example

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

a3

0.25

a4

0.25

a5

0.30

Ilya Pollak

Example

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

110

a3

0.25

a4

0.25

a5

0.30

Ilya Pollak

Example

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

110

a3

0.25

10

a4

0.25

a5

0.30

Ilya Pollak

Example

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

110

a3

0.25

10

a4

0.25

01

a5

0.30

Ilya Pollak

Example

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

110

a3

0.25

10

a4

0.25

01

a5

0.30

00

Ilya Pollak

Example
Expected codeword length: 3(0.1) + 3(0.1) + 2(0.25) + 2(0.25) + 2(0.3) = 2.2 bits

a1

Tree for X:

1
a2

a3
a4
a5

1
0
1

letter

pX(letter)

codeword

a1

0.10

111

a2

0.10

110

a3

0.25

10

a4

0.25

01

a5

0.30

00

Ilya Pollak

Self-information
Consider again a discrete random variable X with M possible
outcomes a1,,aM and with PMF pX.

Ilya Pollak

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

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

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

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

m =1

Ilya Pollak

## 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

Example
Suppose that X has M=2K possible outcomes a1,,aM.

Ilya Pollak

Example
Suppose that X has M=2K possible outcomes a1,,aM.
Suppose that X is uniform, i.e., pX (a1) = = pX (aM) = 2K.

Ilya Pollak

Example
Suppose that X has M=2K possible outcomes a1,,aM.
Suppose that X is uniform, i.e., pX (a1) = = pX (aM) = 2K. Then
2K

( )

## H (X) = E [ I(X)] = 2 K log 2 2 K = 2 K 2 K ( K ) = K

k =1

Ilya Pollak

Example
Suppose that X has M=2K possible outcomes a1,,aM.
Suppose that X is uniform, i.e., pX (a1) = = pX (aM) = 2K. Then
2K

( )

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

Example
Suppose that X has M=2K possible outcomes a1,,aM.
Suppose that X is uniform, i.e., pX (a1) = = pX (aM) = 2K. Then
2K

( )

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

Example
Suppose that X has M=2K possible outcomes a1,,aM.
Suppose that X is uniform, i.e., pX (a1) = = pX (aM) = 2K. Then
2K

( )

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

## Lemma 1: An auxiliary result helpful for

proving the source coding theorem
log2 (1) log2e for log2 > 0.
Proof: differentiate g() = (1) log2e log2 and show that
g(1) = 0 is its minimum.

Ilya Pollak

## Another auxiliary result: Kraft inequality

If integers d1 ,, d M satisfy the inequality
M

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

## Some useful facts about full binary trees

A full binary tree of depth D has
2D leaves.

Ilya Pollak

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

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 2Dd leaf
descendants. (Here, D=4, the red
node is at depth d=2, and so it has
242 = 4 leaf descendants.)

Ilya Pollak

## 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

## 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

## 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

## 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

## 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

d M dm

= 2 dM

m =1

Ilya Pollak

## 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

dm

=1

m =1

Ilya Pollak

## 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

d M dm

=2

dM

m =1

=1

m =1

Therefore,

dm

2
m =1

dm

= 2
m =1

dm

m = r +1

Ilya Pollak

## 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

d M dm

=2

dM

m =1

=1

m =1

Therefore,

dm

2
m =1

dm

= 2
m =1

dm

## 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

## 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

## 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

## 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

## 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

d M dm

2 dM

m =1

Ilya Pollak

## 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

dM

dm

1.

m =1

Ilya Pollak

## 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

## 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 =1

m =1

Ilya Pollak

## 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
(a
)

m =1
m =1
m =1
X
m

Ilya Pollak

## 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
(a
)

m =1
m =1
m =1
X
m

1
= p X (am ) log 2
dm
p
(a
)2

m =1
X
m

Ilya Pollak

## 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
(a
)

m =1
m =1
m =1
X
m

1
= p X (am ) log 2
dm
p
(a
)2

m =1
X
m

1
p X (am )

1
log 2 e
dm

p X (am )2

m =1

(by Lemma 1)

Ilya Pollak

## 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
(a
)

m =1
m =1
m =1
X
m

1
= p X (am ) log 2
dm
p
(a
)2

m =1
X
m

1
p X (am )

1
log 2 e
dm

p X (am )2

m =1

(by Lemma 1)

M
M 1

= dm p X (am ) log 2 e
m =1 2

m =1

Ilya Pollak

## 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
(a
)

m =1
m =1
m =1
X
m

1
= p X (am ) log 2
dm
p
(a
)2

m =1
X
m

1
p X (am )

1
log 2 e
dm

p X (am )2

m =1

(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

## 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
(a
)

m =1
m =1
m =1
X
m

1
= p X (am ) log 2
dm
p
(a
)2

m =1
X
m

1
p X (am )

1
log 2 e
dm

p X (am )2

m =1

(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

## 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

## 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

## 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 )

dm

p X (am )

2
m =1

dm

p X (am ) = 1.
m =1

Ilya Pollak

## 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 )

dm

p X (am )

2
m =1

dm

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

## 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 )

dm

p X (am )

2
m =1

dm

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

## 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 )

dm

p X (am )

2
m =1

dm

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

## 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 )

dm

p X (am )

2
m =1

dm

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 )

p
m =1

m =1

Ilya Pollak

## 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 )

dm

p X (am )

2
m =1

dm

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 )

p
m =1

m =1

m =1

m =1

Ilya Pollak

## 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 )

dm

p X (am )

2
m =1

dm

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 )

p
m =1

m =1

m =1

m =1

Ilya Pollak

## Note: Huffman code may often be very

far from the entropy
Let X have two outcomes, a1 and a2, with probabilities 12d
and 2d, respectively.

Ilya Pollak

## Note: Huffman code may often be very

far from the entropy
Let X have two outcomes, a1 and a2, with probabilities 12d
and 2d, respectively.
Huffman code: 0 for a1; 1 for a2.
Expected codeword length: 1.

Ilya Pollak

## Note: Huffman code may often be very

far from the entropy
Let X have two outcomes, a1 and a2, with probabilities 12d
and 2d, respectively.
Huffman code: 0 for a1; 1 for a2.
Expected codeword length: 1.
Entropy: (12d) log2(12d) + d2d 0 for large d. For
example, if d=20, this is 0.0000204493.

Ilya Pollak

## Note: Huffman code may often be very

far from the entropy
Let X have two outcomes, a1 and a2, with probabilities 12d
and 2d, respectively.
Huffman code: 0 for a1; 1 for a2.
Expected codeword length: 1.
Entropy: (12d) log2(12d) + d2d 0 for large d. For
example, if d=20, this is 0.0000204493.
Problem: no codeword can have fractional numbers of bits!

Ilya Pollak

## Note: Huffman code may often be very

far from the entropy
Let X have two outcomes, a1 and a2, with probabilities 12d
and 2d, respectively.
Huffman code: 0 for a1; 1 for a2.
Expected codeword length: 1.
Entropy: (12d) log2(12d) + d2d 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

Example
(X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2),
with probabilities 12d+1+22d, 2d22d, 2d22d, and 22d,
respectively.

Ilya Pollak

Example
(X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2),
with probabilities 12d+1+22d, 2d22d, 2d22d, and 22d,
respectively.
Huffman code: 0 for (a1,a1); 10 for (a1,a2); 110 for (a2,a1); 111
for (a2,a2).

Ilya Pollak

Example
(X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2),
with probabilities 12d+1+22d, 2d22d, 2d22d, and 22d,
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:
[12d+1+22d + 2(2d22d) + 3(2d22d)+ 3(22d)]/2

Ilya Pollak

Example
(X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2),
with probabilities 12d+1+22d, 2d22d, 2d22d, and 22d,
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:
[12d+1+22d + 2(2d22d) + 3(2d22d)+ 3(22d)]/2
This is 0.500001 for d=20

Ilya Pollak

Example
(X1,X2) will have four outcomes, (a1,a1), (a1,a2), (a2,a1), (a2,a2),
with probabilities 12d+1+22d, 2d22d, 2d22d, and 22d,
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:
[12d+1+22d + 2(2d22d) + 3(2d22d)+ 3(22d)]/2
This is 0.500001 for d=20

## Can get arbitrarily close to entropy by encoding longer

sequences of Xks.

Ilya Pollak

## 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

## 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

## 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 =1

n =1

Ilya Pollak

## 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 =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

## 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 =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

## 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 =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

## 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 =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

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