Quantization of Discrete Probability Distributions
Information Theory
2010-08-24 v1 math.IT
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.
Cite
@article{arxiv.1008.3597,
title = {Quantization of Discrete Probability Distributions},
author = {Yuriy A. Reznik},
journal= {arXiv preprint arXiv:1008.3597},
year = {2010}
}