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Problem 3. Extensive experimental evidence in the area of image compression has shown that the Discrete Cosine Transform (DCT) of image patches is a very good approximation to their PCA. It is also well known that all but one of the DCT coefficients (features) have zero mean, and only one has non-zero mean. The latter is the so-called DC coefficient because it results from projecting the image patch into the vector 1 = (1, 1, , 1)T and, therefore, is proportional to the average (DC) value of the patch. In this problem, we are going to explore the connection between the DCT and PCA to explain this fact. For this, we are going to assume the following. . An image patch is a collection of randon variables X = {Xi, ,X64} which are identically distributed Py (z) = f(x), Yi E {1, . . . , 64), where f(x) is a common probability density function The pixels in the image patch are correlated, according to the correlation coefficient Elx, XI This obviously implies that we do not have an iid sample.a) Consider the PCA of X. Show that it is not affected by a change of variables of the type Z = X- where μΖ EIX). b) Given a), we can assume that X has zero mean. We will do so for the remainder of the problem. Show that in the extreme of highly correlated pixel values, i.e. when the vector 1 is the largest principal component. Since neighboring image pixels do tend to be highly correlated, this helps explain why the DC coefficient is always present. c) Let Ф be the matrix whose columns ф, are the principal components and consider the set of coeffi- cients (features) Z resulting from the projection of an arbitrary image patch X into these components, Consider the DCT coefficients zi-Olx, noting that z,-17x is the DC coefficient. Show that i.e. that the remaining (AC) coefficients have zero mean.

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