Singular Relative Entropy Coding with Bits-Back Rejection Sampling

Abstract: A relative entropy code for a source $X \sim P_X$ is a stochastic code that encodes random samples from a prescribed $P_{Y \mid X}$ using as few bits as possible. A generalisation of entropy coding, it is a standard result that the minimum number of bits required to achieve this is at least the mutual information $I[X\,\Vert\,Y]$. However, a particularly fascinating feature of relative entropy coding compared to entropy coding is that, in general, this lower bound is only achievable to within an additional logarithmic factor. As such, an important research direction is to identify channels where we can reduce this gap. Sriramu and Wagner achieved such success by exhibiting a relative entropy code for so-called singular channels with sub-logarithmic asymptotic redundancy. However, their code is quite involved and, sadly, cannot be implemented in practice. In this paper, we construct the bits-back rejection sampler (BBRS), a relative entropy code that combines ideas from bits-back coding and (greedy) rejection sampling. Our analysis of BBRS reveals that the algorithm achieves the same asymptotic efficiency as Sriramu and Wagner's sampler, but with much simpler analysis and better constants. Moreover, BBRS can be implemented using standard relative entropy coding methods.