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arXiv:2304.10407 · IEEE International Symposium on Information Theory (ISIT)

Adaptive Greedy Rejection Sampling

Gergely Flamich, Lucas Theis

Published Jun 25, 2023• 10 citations
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Abstract

We consider channel simulation protocols between two communicating parties, Alice and Bob. First, Alice receives a target distribution Q, unknown to Bob. Then, she employs a shared coding distribution P to send the minimum amount of information to Bob so that he can simulate a single sample X ~ Q. For discrete distributions, Harsha et al. [1] developed a well-known channel simulation protocol – greedy rejection sampling (GRS) – with a bound of ${D_{{\text{KL}}}}\left[ {Q\left\| P \right.} \right] + 2\ln \left( {{D_{{\text{KL}}}}\left[ {Q\left\| P \right.} \right] + 1} \right) + \mathcal{O}\left( 1 \right)$ on the expected code-length of the protocol. In this paper, we extend the definition of GRS to general probability spaces and allow it to adapt its proposal distribution after each step. We call this new procedure Adaptive GRS (AGRS) and prove its correctness. Furthermore, we prove the surprising result that the expected runtime of GRS is exactly exp(D∞[Q║P]), where D∞[Q║P] denotes the Rényi ∞-divergence. We then apply AGRS to Gaussian channel simulation problems. We show that the expected runtime of GRS is infinite when averaged over target distributions and propose a solution that trades off a slight increase in the coding cost for a finite runtime. Finally, we describe a specific instance of AGRS for 1D Gaussian channels inspired by hybrid coding [2]. We conjecture and demonstrate empirically that the runtime of AGRS is $\mathcal{O}\left( {{D_{KL}}\left[ {Q\left\| P \right.} \right]} \right)$ in this case.

DOI
10.1109/isit54713.2023.10206725

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In this work, we generalize results in exact channel simulation to an exponential communication cost, specifically to Campbell’s average codeword length L(t) of order t [1], and to Rényi’s entropy. In exact channel simulation, given a source of shared randomness, a sender wishes to communicate a message to the receiver so they can generate a sample from the conditional distribution PY |X. We lower bound the Campbell cost of channel simulation using any sampling algorithm, showing that it grows approximately as It+1(X; Y), where Iα is an appropriately defined α-mutual information of order α. Using the Poisson functional representation of Li and El Gamal [2], we prove an upper bound on L(t) whose leading α-mutual information term has order within ϵ of the lower bound. Our results reduce to the bounds of Harsha et al. [3] as t → 0. We also provide numerical examples for the additive white Gaussian noise channel, demonstrating that the upper and lower bounds are typically within 5-10 bits of each other.
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A basic problem in information theory is the following: Let P = (X, Y) be an arbitrary distribution where the marginals X and Y are (potentially) correlated. Let Alice and Bob be two players where Alice gets samples {xi}i≥1 and Bob gets samples {yi}i≥i and for all i, (xi,yi) ∼ P. What joint distributions Q can be simulated by Alice and Bob without any interaction? Classical works in information theory by Gács-Körner and Wyner answer this question when at least one of P or Q is the distribution Eq (Eq is defined as uniform over the points (0, 0) and (1, 1)). However, other than this special case, the answer to this question is understood in very few cases. Recently, Ghazi, Kamath and Sudan showed that this problem is decidable for Q supported on {0, 1} × {0, 1}. We extend their result to Q supported on any finite alphabet. Moreover, we show that If Q can be simulated, our algorithm also provides a (non-interactive) simulation protocol. We rely on recent results in Gaussian geometry (by the authors) as well as a new smoothing argument inspired by the method of boosting from learning theory and potential function arguments from complexity theory and additive combinatorics.
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