Efficient stochastic source coding and an application to
  a Bayesian network source model
  Brendan J. Frey and Geoffrey E. Hinton
  Department of Computer Science
  University of Toronto
  Abstract
  In this paper, we introduce a new algorithm called 'bits-back
  coding' that makes stochastic source codes efficient. For a given one-to-many source code,
  we show that this algorithm can actually be more efficient than the algorithm that
  always picks the shortest codeword. Optimal efficiency is achieved when codewords are
  chosen according to the Boltzmann distribution based on the codeword lengths. It turns out
  that a commonly used technique for determining parameters - maximum likelihood estimation
  - actually minimizes the bits-back coding cost when codewords are chosen according to the
  Boltzmann distribution. A tractable approximation to maximum likelihood estimation - the
  generalized expectation maximization algorithm - minimizes the bits-back coding cost.
  After presenting a binary Bayesian network model that assigns exponentially many codewords
  to each symbol, we show how a tractable approximation to the Boltzmann distribution can be
  used for bits-back coding. We illustrate the performance of bits-back coding using using
  nonsynthetic data with a binary Bayesian network source model that produces 2^60 possible
  codewords for each input symbol. The rate for bits-back coding is nearly one half of that
  obtained by picking the shortest codeword for each symbol. 
  Download:  Postscript
  The Computer Journal 40, 157-165. 
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