Lossless compression with state space models using bits back coding

• URL: http://arxiv.org/abs/2103.10150v2
• Date: Fri, 19 Mar 2021 10:53:45 GMT
• Title: Lossless compression with state space models using bits back coding
• Authors: James Townsend, Iain Murray
• Abstract summary: We generalize the 'bits back with ANS' method to time-series models with a latent Markov structure. We provide experimental evidence that our method is effective for small scale models, and discuss its applicability to larger scale settings such as video compression.
• Score: 17.625326990547332
• License: http://creativecommons.org/publicdomain/zero/1.0/
• Abstract: We generalize the 'bits back with ANS' method to time-series models with a latent Markov structure. This family of models includes hidden Markov models (HMMs), linear Gaussian state space models (LGSSMs) and many more. We provide experimental evidence that our method is effective for small scale models, and discuss its applicability to larger scale settings such as video compression.

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