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Lossy compression of hyperspectral imagery is considered, with special emphasis on the preservation of anomalous pixels. In the proposed scheme, anomalous pixels are extracted before compression and replaced with interpolation from surrounding nonanomalous pixels. The image is then coded using principal component analysis for spectral decorrelation followed by JPEG2000. The anomalous pixels do not participate in this lossy compression and are rather transmitted separately in a lossless fashion. Upon decoding, the anomalous pixels are inserted back into the image. Experimental results demonstrate that the proposed scheme improves not only anomaly detection performed subsequent to decoding but also the rate-distortion performance of the lossy-compression process.