@inproceedings{87102f2850ab4cfba18c80b06b831a90,
title = "On MMSE estimation from quantized observations in the nonasymptotic regime",
abstract = "This paper studies MMSE estimation on the basis of quantized noisy observations. It presents nonasymptotic bounds on MMSE regret due to quantization for two settings: (1) estimation of a scalar random variable given a quantized vector of n conditionally independent observations, and (2) estimation of a p-dimensional random vector given a quantized vector of n observations (not necessarily independent) when the full MMSE estimator has a subgaussian concentration property.",
keywords = "MMSE estimation, indirect rate distortion problems, nonasymptotic bounds, vector quantization",
author = "Jaeho Lee and Maxim Raginsky and Pierre Moulin",
note = "Funding Information: Research supported in part by DARPA under grant no. N66001-13-1-4004 and in part by NSF under CAREER award no. CCF-1254041. Publisher Copyright: {\textcopyright} 2015 IEEE.; IEEE International Symposium on Information Theory, ISIT 2015 ; Conference date: 14-06-2015 Through 19-06-2015",
year = "2015",
month = sep,
day = "28",
doi = "10.1109/ISIT.2015.7282992",
language = "English (US)",
series = "IEEE International Symposium on Information Theory - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "2924--2928",
booktitle = "Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015",
address = "United States",
}