English

$L^s$-rate optimality of dilated$/$contracted $L^r$-optimal and greedy quantization sequences

Probability 2020-10-09 v2

Abstract

We investigate some LsL^s-rate optimality properties of dilated/contracted LrL^r-optimal quantizers and LrL^r-greedy quantization sequences (αn)n1(\alpha^n)_{n \geq 1} of a random variable XX. We establish, for different values of ss, LsL^s-rate optimality results for LrL^r-optimally dilated/contracted greedy quantization sequences (αθ,μn)n1(\alpha^n_{\theta,\mu})_{n \geq 1} defined by αθ,μn={μ+θ(αiμ),αiα(n)}\alpha^n_{\theta,\mu}=\{\mu+\theta (\alpha_i-\mu), \alpha_i \in \alpha^{(n)}\}. We lead a specific study for LrL^r-optimal greedy quantization sequences of radial density distributions and show that they are LsL^s-rate optimal for s(r,r+d)s \in (r,r+d) under some moment assumption. Based on the results established in \citeSagna08\cite{Sagna08} for LrL^r-optimal quantizers, we show, for a larger class of distributions, that the dilatation (αθ,μn)n1(\alpha^n_{\theta,\mu})_{n \geq 1} of an LrL^r-optimal quantizer is LsL^s-rate optimal for s<r+ds < r+d. We show, for various probability distributions, that there exists a parameter θ\theta^* for which the dilated quantization sequence satisfy the so-called {\em LsL^s-empirical measure} theorem and present an application of this approach to numerical integration.

Keywords

Cite

@article{arxiv.2007.14025,
  title  = {$L^s$-rate optimality of dilated$/$contracted $L^r$-optimal and greedy quantization sequences},
  author = {Rancy El Nmeir},
  journal= {arXiv preprint arXiv:2007.14025},
  year   = {2020}
}

Comments

30 pages, 1 figure