English
Related papers

Related papers: Optimal Sets and Quantization Errors under Geometr…

200 papers

We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…

Optimization and Control · Mathematics 2025-07-17 Chen Cheng , Daniel Levy , John C. Duchi

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

This paper studies fixed-rate randomized vector quantization under the constraint that the quantizer's output has a given fixed probability distribution. A general representation of randomized quantizers that includes the common models in…

Information Theory · Computer Science 2016-11-15 Naci Saldi , Tamás Linder , Serdar Yüksel

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

We present an analytically explicit study of optimal discrete quantization on spherical geometries equipped with the geodesic metric, focusing on highly symmetric configurations on the unit sphere $\mathbb S^2$. Three discrete uniform…

Optimization and Control · Mathematics 2026-05-04 Mrinal Kanti Roychowdhury

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

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

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

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

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

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

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

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

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

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

In the present paper we introduce and study finite point subsets of a special kind, called optimum distributions, in the n-dimensional unit cube. Such distributions are closely related with known (delta,s,n)-nets of low discrepancy. It…

Combinatorics · Mathematics 2007-07-16 M. M. Skriganov

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

Randomized (dithered) quantization is a method capable of achieving white reconstruction error independent of the source. Dithered quantizers have traditionally been considered within their natural setting of uniform quantization. In this…

Information Theory · Computer Science 2017-04-26 Emrah Akyol , Kenneth Rose

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou