This means: After the transform, some coefficients are predictably greater, others smaller. Thus, some coefficients can be neglected or quantized (lossy compression) and/or entropy encoded (lossless compression).
For instance, JPEG performs a discrete cosine transform on 8by8 pixel blocks (in some pictures the chrominance is subsampled, so is transformed in 16by16 blocks with 3/4 of the results discarded), then the coefficients are quantized depending on their frequencies.
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