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This paper explores the process of optimal quantization for several types of discrete probability distributions. Quantization is a technique used to approximate a complex distribution with a smaller set of representative points, which is…

Probability · Mathematics 2025-07-16 Russel Cabasag , Samir Huq , Eric Mendoza , Mrinal Kanti Roychowdhury

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…

Probability · Mathematics 2021-01-27 Mrinal Kanti Roychowdhury

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite number of points. In this paper, firstly a general approach to this process is outlined using…

Probability · Mathematics 2022-01-26 Joseph Rosenblatt , 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. In this paper, first we state and prove a…

Probability · Mathematics 2023-05-05 Juan Gomez , Haily Martinez , Mrinal K. Roychowdhury , Alexis Salazar , Daniel J. Vallez

Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a…

Dynamical Systems · Mathematics 2022-05-17 Lakshmi Roychowdhury , Mrinal Kanti Roychowdhury

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…

Probability · Mathematics 2020-07-03 Mrinal Kanti Roychowdhury , Wasiela Salinas

The representation of a given quantity with less information is often referred to as `quantization' and it is an important subject in information theory. In this paper, we have considered absolutely continuous probability measures on unit…

Probability · Mathematics 2017-07-10 Mrinal Kanti Roychowdhury

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite set. In this article, we consider a probability distribution generated by an infinite system of…

Dynamical Systems · Mathematics 2022-04-26 Dogan Comez , 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

Optimal quantization for mixed distributions has emerged as a compelling area of study. In this work, we have focused on a mixed distribution formed from two uniform distributions with partially overlapping supports. For this class of…

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus to make an approximation of a continuous…

Probability · Mathematics 2022-08-23 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

The purpose of quantization for a probability distribution is to estimate the probability by a discrete probability with finite support. In this paper, a nonuniform probability measure $P$ on $\mathbb R^2$ which has support the Sierpi\'nski…

Information Theory · Computer Science 2023-06-29 Mrinal Kanti Roychowdhury

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

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

We study the optimization of any quantum process by minimizing the "randomness" in the measurement result at the output of that quantum process. We conceptualize and propose a measure of such randomness and inquire whether an optimization…

Quantum Physics · Physics 2021-03-30 Sreetama Das , Asutosh Kumar , Aditi Sen De , Ujjwal Sen

Topological measurements are increasingly being accepted as an important tool for quantifying complex structures. In many applications, these structures can be expressed as nodal domains of real-valued functions and are obtained only…

Probability · Mathematics 2020-05-29 Konstantin Mischaikow , Thomas Wanner

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

We consider the probability by which quantum phase measurements of a given precision can be done successfully. The least upper bound of this probability is derived and the associated optimal state vectors are determined. The probability…

Quantum Physics · Physics 2009-02-14 Thomas Schürmann

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim
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