English

Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm

Probability 2020-10-22 v1 Numerical Analysis Numerical Analysis

Abstract

We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a log\log-concave density (also called strongly unimodal): for such distributions, LrL^r-optimal dual quantizers are unique at each level NN, 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 r=2r=2 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 LrL^r-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}
}
R2 v1 2026-06-23T19:30:45.900Z