On Information Bottleneck for Gaussian Processes

08/22/2022

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by   Michael Dikshtein, et al.

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The information bottleneck problem (IB) of jointly stationary Gaussian sources is considered. A water-filling solution for the IB rate is given in terms of its SNR spectrum and whose rate is attained via frequency domain test-channel realization. A time-domain realization of the IB rate, based on linear prediction, is also proposed, which lends itself to an efficient implementation of the corresponding remote source-coding problem. A compound version of the problem is addressed, in which the joint distribution of the source is not precisely specified but rather in terms of a lower bound on the guaranteed mutual information. It is proved that a white SNR spectrum is optimal for this setting.