Storage and transmission in big data are discussed in this paper, where message importance is taken into account. Similar to Shannon Entropy and Renyi Entropy, we define non-parametric message important measure (NMIM) as a measure for the message importance in the scenario of big data, which can characterize the uncertainty of random events. It is proved that the proposed NMIM can sufficiently describe two key characters of big data: rare events finding and large diversities of events. Based on NMIM, we first propose an effective compressed encoding mode for data storage, and then discuss the channel transmission over some typical channel models. Numerical simulation results show that using our proposed strategy occupies less storage space without losing too much message importance, and there are growth region and saturation region for the maximum transmission, which contributes to designing of better practical communication system.
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