On the rate distortion function of Bernoulli Gaussian sequences

In this paper, we study the rate distortion function of the i.i.d sequence of multiplications of a Bernoulli $p$ random variable and a gaussian random variable $\sim N(0,1)$. We use a new technique in the derivation of the lower bound in which we establish the duality between channel coding and lossy source coding in the strong sense. We improve the lower bound on the rate distortion function over the best known lower bound by $p\log_2\frac{1}{p}$ if distortion $D$ is small. This has some interesting implications on sparse signals where $p$ is small since the known gap between the lower and upper bound is $H(p)$. This improvement in the lower bound shows that the lower and upper bounds are almost identical for sparse signals with small distortion because $\lim\limits_{p\to 0}\frac{p\log_2\frac{1}{p}}{H(p)}=1$.

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