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In this paper, we examine the optimal quantization of signals for system identification. We deal with memoryless quantization for the output signals and derive the optimal quantization schemes. The objective functions are the errors of…

Optimization and Control · Mathematics 2009-05-13 Koji Tsumura

This paper presents a detailed study of constrained quantization for both finite and infinite discrete probability distributions supported on subsets of the real line. Under specific geometric constraints - namely, a semicircular arc and…

We gain robustness on the quantification of a risk measurement by accounting for all sources of uncertainties tainting the inputs of a computer code. We evaluate the maximum quantile over a class of distributions defined only by constraints…

Statistics Theory · Mathematics 2018-12-03 Jerome Stenger , Fabrice Gamboa , Merlin Keller , Bertrand Iooss

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

In this paper, we first consider a family of constraints given by straight lines. For a uniform probability distribution, we determine the constrained optimal sets of $n$-points and the corresponding $n$th constrained quantization errors…

Probability · Mathematics 2025-09-26 Pavjeet Singh , S. K. Katiyar , Megha Pandey , Mrinal K. Roychowdhury

We approximate the uniform measure on an equilateral triangle by a measure supported on $n$ points. We find the optimal sets of points ($n$-means) and corresponding approximation (quantization) error for $n\leq4$, give numerical…

Information Theory · Computer Science 2017-02-16 Carl P. Dettmann , Mrinal Kanti Roychowdhury

The quantization scheme in probability theory deals with finding a best approximation of a given probability distribution by a probability distribution that is supported on finitely many points. For a given $k\geq 2$, let $\{S_j : 1\leq…

Dynamical Systems · Mathematics 2019-11-22 Mrinal Kanti Roychowdhury

This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

Constrained quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with a finite number of supporting points lying on a specific set. The specific set is known as the…

In this paper, we study an asymptotic approximation of the Fisher information for the estimation of a scalar parameter using quantized measurements. We show that, as the number of quantization intervals tends to infinity, the loss of Fisher…

Information Theory · Computer Science 2013-10-28 Rodrigo Cabral Farias , Jean-Marc Brossier

When measuring phase of quantum states of light, the optimal single-shot measurement implements projection on the un-physical phase states. If we want to improve the precision further we need to accept a reduced probability of success,…

Quantum Physics · Physics 2015-06-16 Petr Marek

Quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with support containing a finite number of elements. If in the quantization some of the elements in the support are…

Probability · Mathematics 2025-03-24 Pigar Biteng , Mathieu Caguiat , Tsianna Dominguez , Mrinal Kanti Roychowdhury

Quantization of a probability measure means representing it with a finite set of Dirac masses that approximates the input distribution well enough (in some metric space of probability measures). Various methods exists to do so, but the…

Machine Learning · Statistics 2024-02-12 Gabriel Turinici

Every quantum state can be represented as a probability distribution over the outcomes of an informationally complete measurement. But not all probability distributions correspond to quantum states. Quantum state space may thus be thought…

Quantum Physics · Physics 2011-02-14 D. M. Appleby , Asa Ericsson , Christopher A. Fuchs

Conventional and current wisdom assumes that the brain represents probability as a continuous number to many decimal places. This assumption seems implausible given finite and scarce resources in the brain. Quantization is an information…

Neurons and Cognition · Quantitative Biology 2020-01-07 James Tee , Desmond P. Taylor

We consider the one-bit quantizer that minimizes the mean squared error for a source living in a real Hilbert space. The optimal quantizer is a projection followed by a thresholding operation, and we provide methods for identifying the…

Information Theory · Computer Science 2022-02-14 Sourbh Bhadane , Aaron B. Wagner

We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…

Quantum Physics · Physics 2007-05-23 Francis G. Perey

Quantum measurements are not deterministic. For this reason quantum measurements are repeated for a number of shots on identically prepared systems. The uncertainty in each measurement depends on the number of shots and the expected outcome…

Quantum Physics · Physics 2025-03-12 Pieter Thijs Eendebak

We describe a measure quantization procedure i.e., an algorithm which finds the best approximation of a target probability law (and more generally signed finite variation measure) by a sum of $Q$ Dirac masses ($Q$ being the quantization…

Machine Learning · Statistics 2024-11-26 Gabriel Turinici

We explore precision in a measurement process incorporating pure probe states, unitary dynamics and complete measurements via a simple formalism. The concept of `information complement' is introduced. It undermines measurement precision and…

Quantum Physics · Physics 2010-02-17 Gabriel A. Durkin