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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

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

Information Theory · Computer Science 2017-05-08 Georg Böcherer , Bernhard C. Geiger

Though mostly used as a clustering algorithm, k-means are originally designed as a quantization algorithm. Namely, it aims at providing a compression of a probability distribution with k points. Building upon [21, 33], we try to investigate…

Statistics Theory · Mathematics 2018-01-31 Clément Levrard

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

Computational aspects of the optimal consumption and investment with the partially observed stochastic volatility of the asset prices are considered. The new quantization approach to filtering - density quantization - is introduced which…

Computational Finance · Quantitative Finance 2010-09-30 Grzegorz Hałaj

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

In this paper, we introduce and develop the concept of conditional quantization for Borel probability measures on $\mathbb{R}^k,$ considering both constrained and unconstrained frameworks. For each setting, we define the associated…

Probability · Mathematics 2025-06-06 Megha Pandey , Mrinal Kanti 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

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

In this work, we extend the classical framework of quantization for Borel probability measures defined on normed spaces $\mathbb{R}^k$ by introducing and analyzing the notions of the $n$th constrained quantization error, constrained…

Probability · Mathematics 2026-01-30 Megha Pandey , Mrinal Kanti Roychowdhury

We consider the problem of distributed feature quantization, where the goal is to enable a pretrained classifier at a central node to carry out its classification on features that are gathered from distributed nodes through communication…

Machine Learning · Computer Science 2019-11-04 Osama A. Hanna , Yahya H. Ezzeldin , Tara Sadjadpour , Christina Fragouli , Suhas Diggavi

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

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

A method to compute the optimal success probability of discrimination of N arbitrary quantum states is presented, based on the decomposition of any N-outcome measurement into sequences of nested two-outcome ones. In this way the…

Quantum Physics · Physics 2017-04-12 Matteo Rosati , Giacomo De Palma , Andrea Mari , Vittorio Giovannetti

In this paper, we have considered a uniform distribution on a regular polygon with $k$-sides for some $k\geq 3$ and the set of all its $k$ vertices as a conditional set. For the uniform distribution under the conditional set first, for all…

Probability · Mathematics 2025-05-21 Christina Hamilton , Evans Nyanney , Megha Pandey , Mrinal K. Roychowdhury

Distributed optimization finds many applications in machine learning, signal processing, and control systems. In these real-world applications, the constraints of communication networks, particularly limited bandwidth, necessitate…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Mohammadreza Doostmohammadian , Sérgio Pequito

Possibility and probability theories are alternative and complementary ways to deal with uncertainty, which has motivated over the last years an interest for the study of ways to transform probability distributions into possibility…

Other Statistics · Statistics 2020-01-03 Esteve del Acebo , Yousef Alizadeh-Q , Sayyed Ali Hossayni

We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points…

Machine Learning · Computer Science 2022-07-12 Ananda Theertha Suresh , Ziteng Sun , Jae Hun Ro , Felix Yu

We propose quantum devices that can realize probabilistically different projective measurements on a qubit. The desired measurement basis is selected by the quantum state of a program register. First we analyze the phase-covariant…

Quantum Physics · Physics 2009-11-10 Jaromir Fiurasek , Miloslav Dusek

This expository paper provides a unified and pedagogical introduction to optimal quantization for probability measures supported on spherical curves and discrete subsets of the sphere, emphasizing both continuous and discrete settings. We…

Optimization and Control · Mathematics 2025-12-25 Mrinal Kanti Roychowdhury