Quantization of Discrete Probability Distributions
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Publication:6220304
arXiv1008.3597MaRDI QIDQ6220304
Yuriy A. Reznik
Publication date: 20 August 2010
Abstract: We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit simplex. This setting yields precise asymptotic characterization in the high-rate regime. We also describe a simple and asymptotically optimal algorithm for solving this problem. Performance of this algorithm is studied and compared with several known solutions.
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