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The authors study the vector Gaussian CEO problem, and provide an outer bound for its rate-distortion region. They obtain their outer bound by evaluating an outer bound for the multi-terminal source coding problem by means of a technique relying on the de Bruijn identity and the properties of the Fisher information. Next, they address the tightness of their outer bound, and show that their outer bound does not provide the rate-distortion region in general. In particular, they provide a specific example where the rate-distortion region is strictly contained in their outer bound.
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