Quantization of Discrete Probability Distributions

Details Quantization of Discrete Probability Distributions Quantization of Discrete Probability Distributions

2010-08-21

arxiv.org/abs/1008.3597v1

Computer Science

Information Theory

Scientific paper

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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