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Optimal random quantisers for spherically symmetric distributions

Pronzato, Luc et al.
arXiv (All) · Papers
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machine-learningstatistics-theory
Zador's celebrated theorem is a cornerstone of optimal quantisation: it establishes both the weak limit of the empirical distribution of an optimal $n$-point quantiser in $R^d$ and the decay rate of the associated $L_s$-mean quantisation error. In large dimension, however, observing this asymptotic
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