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The asymptotic loss of information for grouped data - MaRDI portal

The asymptotic loss of information for grouped data (Q1272749)

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scientific article; zbMATH DE number 1234961
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The asymptotic loss of information for grouped data
scientific article; zbMATH DE number 1234961

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    The asymptotic loss of information for grouped data (English)
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    31 October 1999
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    The author studies the loss of information due to discretizing a continuous random variable. By using Kullback-Leibler distance and a Bayesian setting, the author analyzed the asymptotic behaviour of the loss of information by infinitely refining the discretization. Asymptotically optimal discetizing schemes were studied in some cases.
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    grouped data
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    optimal quantizer
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    Kullback-Leibler distance
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