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Lloyd's algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as…

Optimization and Control · Mathematics 2026-05-14 Léo Portales , Elsa Cazelles , Edouard Pauwels

We establish the pointwise convergence of the iterative Lloyd algorithm, also known as $k$-means algorithm, when the quadratic quantization error of the starting grid (with size $N\ge 2$) is lower than the minimal quantization error with…

Probability · Mathematics 2014-01-03 Gilles Pagès , Jun Yu

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

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

This paper develops a systematic and geometric theory of optimal quantization on the unit sphere $\mathbb S^2$, focusing on finite uniform probability distributions supported on the spherical surface - rather than on lower-dimensional…

Optimization and Control · Mathematics 2026-01-08 Mrinal Kanti Roychowdhury

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

Optimization and Control · Mathematics 2026-04-03 William Ford

The Katz centrality of a node in a complex network is a measure of the node's importance as far as the flow of information across the network is concerned. For ensembles of locally tree-like and undirected random graphs, this observable is…

Physics and Society · Physics 2024-10-02 Silvia Bartolucci , Francesco Caravelli , Fabio Caccioli , Pierpaolo Vivo

We present an extension of the famous Littlewood-Offord problem when Bernoulli distributions are replaced with discrete log-concave distributions. A variant of the Littlewood-Offord problem for arithmetic progressions, as well as an…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

In this paper we revisit the exsistence theorem for $L^r$-optimal quantization, $r\ge 2$, with respect to a Bregman divergence: we establish the existence of optimal quantizaers under lighter assumptions onthe strictly convex function which…

Probability · Mathematics 2025-06-03 Guillaume Boutoille , Gilles Pagès

In this paper, we study two problems: (1) estimation of a $d$-dimensional log-concave distribution and (2) bounded multivariate convex regression with random design with an underlying log-concave density or a compactly supported…

Statistics Theory · Mathematics 2020-02-21 Gil Kur , Yuval Dagan , Alexander Rakhlin

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

Numerical global optimization methods are often very time consuming and could not be applied for high-dimensional nonconvex/nonsmooth optimization problems. Due to the nonconvexity/nonsmoothness, directly solving the primal problems…

Mathematical Physics · Physics 2012-09-03 Jiapu Zhang

Given a channel having binary input X = (x_1, x_2) having the probability distribution p_X = (p_{x_1}, p_{x_2}) that is corrupted by a continuous noise to produce a continuous output y \in Y = R. For a given conditional distribution…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Thuan Nguyen , Thinh Nguyen

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…

We propose new weak error bounds and expansion in dimension one for optimal quantization-based cubature formula for different classes of functions, such that piecewise affine functions, Lipschitz convex functions or differentiable function…

Probability · Mathematics 2022-02-10 Vincent Lemaire , Thibaut Montes , Gilles Pagès

This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…

Optimization and Control · Mathematics 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…

Data Structures and Algorithms · Computer Science 2020-04-17 Jonathan Leake , Nisheeth K. Vishnoi

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…

Sampling and quantization are crucial in digital signal processing, but quantization introduces errors, particularly due to distribution mismatch between input signals and quantizers. Existing methods to reduce this error require precise…

Signal Processing · Electrical Eng. & Systems 2024-09-09 Aman Rishal Chemmala , Satish Mulleti

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart
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