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We investigated the asymptotics of high-rate constrained quantization errors for a compactly supported probability measure P on Euclidean spaces whose quantizers are confined to a closed set S. The key tool is the metric projection of K…

Metric Geometry · Mathematics 2025-05-19 Chenxing Qian

We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…

Probability · Mathematics 2007-05-23 Steffen Dereich , Thomas Mueller-Gronbach , Klaus Ritter

We consider the optimal quantization problem with R\'enyi-$\alpha$-entropy constraints for centered Gaussian measures on a separable Banach space. For $\alpha = \infty$ we can compute the optimal quantization error by a moment on a ball.…

Probability · Mathematics 2013-06-25 Wolfgang Kreitmeier

Let $P$ be a Borel probability measure on $\mathbb R$ generated by an infinite system of similarity mappings $\{S_j : j\in \mathbb N\}$ such that $P=\sum_{j=1}^\infty \frac 1{2^j} P\circ S_j^{-1}$, where for each $j\in \mathbb N$ and $x\in…

Dynamical Systems · Mathematics 2018-08-20 Mrinal Kanti Roychowdhury

Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…

Probability · Mathematics 2020-12-21 Benjamin Jourdain , Gilles Pagès

Let $\{S_j : 1\leq j\leq 3\}$ be a set of three contractive similarity mappings such that $S_j(x)=rx+\frac {j-1}{2}(1-r)$ for all $x\in \mathbb R$, and $1\leq j\leq 3$, where $0<r<\frac 1 3$. Let $P=\sum_{j=1}^3 \frac 13 P\circ S_j^{-1}$.…

Dynamical Systems · Mathematics 2022-10-18 Mrinal Kanti Roychowdhury

The distortion-rate performance of certain randomly-designed scalar quantizers is determined. The central results are the mean-squared error distortion and output entropy for quantizing a uniform random variable with thresholds drawn…

Information Theory · Computer Science 2012-01-04 Vivek K Goyal

In many quantization problems, the distortion function is given by the Euclidean metric to measure the distance of a source sample to any given reproduction point of the quantizer. We will in this work regard distortion functions, which are…

Information Theory · Computer Science 2018-11-07 Jun Guo , Philipp Walk , Hamid Jafarkhani

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

Motivated by questions in lossy data compression and by theoretical considerations, we examine the problem of estimating the rate-distortion function of an unknown (not necessarily discrete-valued) source from empirical data. Our focus is…

Information Theory · Computer Science 2013-01-18 M. T. Harrison , I. Kontoyiannis

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 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

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

We investigate the possibility of defining meaningful upper and lower quantization dimensions for a compactly supported Borel probability measure of order $r$, including negative values of $r$. To this end, we use the concept of partition…

Probability · Mathematics 2026-01-14 Marc Kesseböhmer , Aljoscha Niemann

We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…

Probability · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

We consider the recovery of a continuous-time Wiener process from a quantized or lossy compressed version of its uniform samples under limited bitrate and sampling rate. We derive a closed form expression for the optimal tradeoff among…

Information Theory · Computer Science 2018-07-27 Alon Kipnis , Andrea J. Goldsmith , Yonina C. Eldar

Under which conditions and with which distortions can we preserve the pairwise-distances of low-complexity vectors, e.g., for structured sets such as the set of sparse vectors or the one of low-rank matrices, when these are mapped in a…

Information Theory · Computer Science 2016-11-15 Laurent Jacques

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

For a large class of absolutely continuous probabilities $P$ it is shown that, for $r>0$, for $n$-optimal $L^r(P)$-codebooks $\alpha_n$, and any Voronoi partition $V_{n,a}$ with respect to $\alpha_n$ the local probabilities $P(V_{n,a})$…

Probability · Mathematics 2013-04-03 Siegfried Graf , Harald Luschgy , Gilles Pagès

A common way to discretize a probability measure is to use an empirical measure as a discrete approximation. But how far from being optimal is this approximation in the p-Wasserstein distance? In this paper, we study this question in two…

Probability · Mathematics 2025-08-05 March T. Boedihardjo