English

Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction

Probability 2007-11-19 v2

Abstract

Let r,s>0 r, s>0 . For a given probability measure PP on Rd\mathbb{R}^d, let (αn)n1(\alpha_n)_{n \geq 1} be a sequence of (asymptotically) Lr(P)L^r(P)- optimal quantizers. For all μRd\mu \in \mathbb{R}^d and for every θ>0\theta >0, one defines the sequence (αnθ,μ)n1(\alpha_n^{\theta, \mu})_{n \geq 1} by : n1,αnθ,μ=μ+θ(αnμ)={μ+θ(aμ),aαn}\forall n \geq 1, \alpha_n^{\theta, \mu} = \mu + \theta(\alpha_n - \mu) = \{\mu + \theta(a- \mu), a \in \alpha_n \} . In this paper, we are interested in the asymptotics of the LsL^s-quantization error induced by the sequence (αnθ,μ)n1(\alpha_n^{\theta, \mu})_{n \geq 1}. We show that for a wide family of distributions, the sequence (αnθ,μ)n1(\alpha_n^{\theta, \mu})_{n \geq 1} is LsL^s-rate-optimal. For the Gaussian and the exponential distributions, one shows how to choose the parameter θ\theta such that (αnθ,μ)n1(\alpha_n^{\theta, \mu})_{n \geq 1} satisfies the empirical measure theorem and probably be asymptotically LsL^s-optimal.

Keywords

Cite

@article{arxiv.0707.1808,
  title  = {Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction},
  author = {Abass Sagna},
  journal= {arXiv preprint arXiv:0707.1808},
  year   = {2007}
}

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26 pages