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Partition tree weighting

This paper introduces the Partition Tree Weighting technique, an efficient meta-algorithm for piecewise stationary sources. The technique works by performing Bayesian model averaging over a large class of possible partitions of the data into locally stationary segments. It uses a prior, closely related to the Context Tree Weighting technique of Willems, that is well suited to data compression applications. Our technique can be applied to any coding distribution at an additional time and space cost only logarithmic in the sequence length. We provide a competitive analysis of the redundancy of our method, and explore its application in a variety of settings. The order of the redundancy and the complexity of our algorithm matches those of the best competitors available in the literature, and the new algorithm exhibits a superior complexity-performance trade-off in our experiments.

Citation

J. Veness, M. White, M. Bowling, A. Gyorgy. "Partition tree weighting". Data Compression Conference, (ed: Ali Bilgin, Michael W. Marcellin, Joan Serra-Sagristà, James A. Storer), pp 321-330, March 2013.

Keywords:  
Category: In Conference
Web Links: IEEE

BibTeX

@incollection{Veness+al:DCC13,
  author = {Joel Veness and Martha White and Michael Bowling and Andras Gyorgy},
  title = {Partition tree weighting},
  Editor = {Ali Bilgin, Michael W. Marcellin, Joan Serra-Sagristà, James A.
    Storer},
  Pages = {321-330},
  booktitle = {Data Compression Conference},
  year = 2013,
}

Last Updated: October 29, 2020
Submitted by Sabina P

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