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All practical wireless communication systems are prone to errors. At the symbol level, such wireless errors have a well-defined structure: When a receiver decodes a symbol erroneously, it is more likely that the decoded symbol is a good “approximation” of the transmitted symbol than a randomly chosen symbol among all possible transmitted symbols. Based on this property, we define approximate communication, a method that exploits this error structure to natively provide unequal error protection to data bits. Unlike traditional [forward error correction (FEC)-based] mechanisms of unequal error protection that consume additional network and spectrum resources to encode redundant data, the approximate communication technique achieves this property at the PHY layer without consuming any additional network or spectrum resources (apart from a minimal signaling overhead). Approximate communication is particularly useful to media delivery applications that can benefit significantly from unequal error protection of data bits. We show the usefulness of this method to such applications by designing and implementing an end-to-end media delivery system, called Apex. Our Software Defined Radio (SDR)-based experiments reveal that Apex can improve video quality by 5-20 dB [peak signal-to-noise ratio (PSNR)] across a diverse set of wireless conditions when compared to traditional approaches. We believe that mechanisms such as Apex can be a cornerstone in designing future wireless media delivery systems under any error-prone channel condition.