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Joint Universal Lossy Coding and Identification of I.I.D. Vector Sources

Joint Universal Lossy Coding and Identification of I.I.D. Vector Sources

The problem of joint universal source coding and modeling, addressed by Rissanen in the context of lossless codes, is generalized to fixed-rate lossy coding of continuous-alphabet memoryless sources. We show that, for bounded distortion measures, any compactly parametrized family of i.i.d. real vector sources with absolutely continuous marginals (satisfying appropriate …