Efficient Representation of Large-Alphabet Probability Distributions
A number of engineering and scientific problems require representing and manipulating probability distributions over large alphabets, which we may think of as long vectors of reals summing to 1. In some cases it is required to represent such a vector with only $b$ bits per entry. A natural choice is to partition the interval $[{0,1}]$ into $2^{b}$ uniform bins and quantize entries to each bin independently.