New approach to greedy vector quantization
Probability
2020-04-01 v1
Abstract
We extend some rate of convergence results of greedy quantization sequences already investigated in arXiv:1409.0732 [math.PR]. We show, for a more general class of distributions satisfying a certain control, that the quantization error of these sequences have an rate of convergence and that the distortion mismatch property is satisfied. We will give some non-asymptotic Pierce type estimates. The recursive character of greedy vector quantization allows some improvements to the algorithm of computation of these sequences and the implementation of a recursive formula to quantization-based numerical integration. Furthermore, we establish further properties of sub-optimality of greedy quantization sequences.
Cite
@article{arxiv.2003.14145,
title = {New approach to greedy vector quantization},
author = {Rancy El Nmeir and Harald Luschgy and Gilles Pagès},
journal= {arXiv preprint arXiv:2003.14145},
year = {2020}
}
Comments
28 pages, 6 figures, 2 tables