Optimal Quantizer

Definition (Optimal Quantizer)

Let QN\mathcal{Q}_{N} denote the family of all NN-level quantizers. QQNQ^{*}\in\mathcal{Q}_{N} is an optimal quantizer if E[d(X,Q(X))]=minQQNE[d(X,Q(X))]E[d(X,Q^{*}(X))]=\min_{Q\in\mathcal{Q}_{N}}E[d(X,Q(X))]

Remark

QQ^{*} is not necessarily unique. QQ^{*} exists for all NN and “reasonable” dd if E[d(X,y)]<E[d(X,y)]<\infty for some yRy\in\mathbb{R}.

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