A generalized VQ method for combined compression and estimation
In vector quantization, one approximates an input random vector, Y, by choosing from a finite set of values known as the codebook. We consider a more general problem where one may not have direct access to Y but only to some statistically related random vector X. We observe X and would like to generate an approximation to Y from a codebook of candidate vectors. This operation, called generalized vector quantization (GVQ), is essentially that of quantized estimation. An important special case of GVQ is the problem of noisy source coding wherein a quantized approximation of a vector, Y, is obtained from observation of its noise-corrupted version, X. The optimal GVQ encoder has high complexity. We overcome the complexity barrier by optimizing a structurally-constrained encoder. This challenging optimization task is solved via a probabilistic approach, based on deterministic annealing, which overcomes problems of shallow local minima that trap simpler descent methods. We demonstrate the successful application of our method to the coding of noisy sources.