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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

Quantization for probability distributions refers broadly to estimating a given probability measure by a discrete probability measure supported by a finite number of points. We consider general geometric approaches to quantization using…

Dynamical Systems · Mathematics 2020-02-11 Joseph Rosenblatt , 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 2020-07-03 Mrinal Kanti Roychowdhury , Wasiela Salinas

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

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

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 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 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

We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit…

Information Theory · Computer Science 2010-08-24 Yuriy A. Reznik

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

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Systems and Control · Computer Science 2015-04-10 Ye Pu , Melanie N. Zeilinger , Colin N. Jones

In this paper, we have studied various mixed distributions generated by two uniform distributions: first, where the supports are two connected line segments, and second, where the supports are two disconnected line segments. For these mixed…

Probability · Mathematics 2025-08-12 Asha Barua , Gustavo Fernandez , Ashley Gomez , Ogla Lopez , 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

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

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 present an analysis of optimal quantization of probability measures with nonuniform densities on spherical curves. We begin by deriving the centroid condition, followed by a high-resolution asymptotic analysis to establish the…

Probability · Mathematics 2026-02-13 Silpi Saha , Sangita Jha , 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
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