While it is a common knowledge that AC coefficients of Fourier-related transforms, like DCT-II of JPEG image compression, are from Laplace distribution, there was tested more general EPD (exponential power distribution) $\rho\sim \exp(-(|x-\mu|/\sigma)^{\kappa})$ family, leading to maximum likelihood estimated (MLE) $\kappa\approx 0.5$ instead of Laplace distribution $\kappa=1$ - such replacement gives $\approx 0.1$ bits/value mean savings (per pixel for grayscale, up to $3\times$ for RGB). There is also discussed predicting distributions (as $\mu, \sigma, \kappa$ parameters) for DCT coefficients from already decoded coefficients in the current and neighboring DCT blocks. Predicting values $(\mu)$ from neighboring blocks allows to reduce blocking artifacts, also improve compression ratio - for which prediction of uncertainty/width $\sigma$ alone provides much larger $\approx 0.5$ bits/value mean savings opportunity (often neglected). Especially for such continuous distributions, there is also discussed quantization approach through optimized continuous \emph{quantization density function} $q$, which inverse CDF (cumulative distribution function) $Q$ on regular lattice $\{Q^{-1}((i-1/2)/N):i=1\ldots N\}$ gives quantization nodes - allowing for flexible inexpensive choice of optimized (non-uniform) quantization - of varying size $N$, with rate-distortion control. Optimizing $q$ for distortion alone leads to significant improvement, however, at cost of increased entropy due to more uniform distribution. Optimizing both turns out leading to nearly uniform quantization here, with automatized tail handling.
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