# The Time-Invariant Multidimensional Gaussian Sequential Rate-Distortion Problem Revisited

arXiv: https://arxiv.org/abs/1711.09853 · HTML: https://mlsanity.com/paper/1711.09853/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Nov 2017.

## Built on by (most cited first, 2 of 2)

- [Time-invariant Prefix Coding for LQG Control](https://mlsanity.com/paper/2204.00588/) (2022)
- [Information-Theoretic Lower Bounds for Bit-Constrained Stochastic Optimization via a Reduction to Compressed Gaussian Mean Estimation](https://mlsanity.com/paper/2606.00703/) (2026)

## Abstract (arXiv)

We revisit the sequential rate-distortion (SRD) trade-off problem for vector-valued Gauss-Markov sources with mean-squared error distortion constraints. We show via a counterexample that the dynamic reverse water-filling algorithm suggested by [1, eq. (15)] is not applicable to this problem, and consequently the closed form expression of the asymptotic SRD function derived in [1, eq. (17)] is not correct in general. Nevertheless, we show that the multidimensional Gaussian SRD function is semidefinite representable and thus it is readily computable.