Related papers: Distortion mismatch in the quantization of probabi…
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…
We study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…
We study learning algorithms when there is a mismatch between the distributions of the training and test datasets of a learning algorithm. The effect of this mismatch on the generalization error and model misspecification are quantified.…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Given a sequence of Marcinkiewicz-Zygmund inequalities in $L_2$ on a compact space, Gr\"ochenig in \cite{G} discussed weighted least squares approximation and least squares quadrature. Inspired by this work, for all $1\le p\le\infty$, we…
We consider the robust algorithms for the $k$-means clustering problem where a quantizer is constructed based on $N$ independent observations. Our main results are median of means based non-asymptotic excess distortion bounds that hold…
We prove that the integrated density of states (IDS) of random Schr\"{o}dinger operators with Anderson-type potentials on $L^2 (\R^d)$, for $d \geq1$, is locally H\"{o}lder continuous at all energies with the same H\"{o}lder exponent…
We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…
We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent…
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…
For a given $r\in (0, +\infty)$, the quantization dimension of order $r$, if it exists, denoted by $D_r(\mu)$, of a Borel probability measure $\mu$ on ${\mathbb R}^d$ represents the speed how fast the $n$th quantization error of order $r$…
The paper investigates the robust distortion risk measure with linear penalty function under distribution uncertainty. The distribution uncertainties are characterized by predetermined moment conditions or constraints on the Wasserstein…
We investigate the upper and lower bounds on the quantization distortions for independent and identically distributed sources in the finite block-length regime. Based on the convex optimization framework of the rate-distortion theory, we…
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…
In this paper, for a given family of constraints and the classical Cantor distribution we determine the constrained optimal sets of $n$-points, $n$th constrained quantization errors for all positive integers $n$. We also calculate the…
We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…
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…
In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…
In this paper, first we have defined a uniform distribution on the boundary of a regular hexagon, and then investigated the optimal sets of $n$-means and the $n$th quantization errors for all positive integers $n$. We give an exact formula…