Based on the notion of mutual information between the components of a discrete random vector, we construct, for data reduction reasons, an optimal quantization of the support of its probability measure. More precisely, we propose a simultaneous discretization of the whole set of the components of the discrete random vector which takes into account, as much as possible, the stochastic dependence between them. Computationals aspects and example are presented.
CITATION STYLE
Colin, B., de Tibeiro, J., & Dubeau, F. (2015). Optimal coding for discrete random vector. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 9047, pp. 432–441). Springer Verlag. https://doi.org/10.1007/978-3-319-17091-6_38
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