Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm
Abstract
We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a -concave density (also called strongly unimodal): for such distributions, -optimal dual quantizers are unique at each level , the optimal grid being the unique critical point of the quantization error. An example of non-strongly unimodal distribution for which uniqueness of critical points fails is exhibited. In the quadratic case, we propose an algorithm to compute the unique optimal dual quantizer. It provides a counterpart of Lloyd's method~I algorithm in a Voronoi framework. Finally semi-closed forms of -optimal dual quantizers are established for power distributions on compacts intervals and truncated exponential distributions.
Keywords
Cite
@article{arxiv.2010.10816,
title = {Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm},
author = {Benjamin Jourdain and Gilles Pagès},
journal= {arXiv preprint arXiv:2010.10816},
year = {2020}
}