On convergence of information contained in quantized observations

@article{Vajda2002OnCO,
  title={On convergence of information contained in quantized observations},
  author={Igor Vajda},
  journal={IEEE Trans. Information Theory},
  year={2002},
  volume={48},
  pages={2163-2172}
}
By the well-known information processing theorem, quantizations of observations reduce values of convex information functionals such as the information divergence, Fisher information, or Shannon information. This paper deals with the convergence of the reduced values of these functionals to their original unreduced values for various sequences of partitions of the observation space. There is extensive literature dealing with this convergence when the partitions are nested in the sense +1 for… CONTINUE READING
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