DISTORTION MISMATCH IN THE QUANTIZATION OF PROBABILITY MEASURES

By S. Yu. Graf, Harald Luschgy, Gilles Pagès. 2006

49 citations recorded by the source corpus.

We elucidate the asymptotics of the L s -quantization error induced by a sequence of L r -optimal n -quantizers of a probability distribution P on when s > r . In particular we show that under natural assumptions, the optimal rate is preserved as long as s (and for every s in the case of a compactly supported distribution). We derive some applications of these results to the error bounds for quantization based cubature formulae in numerical integration on and on the Wiener space.

Subfields: Computer Vision and Pattern Recognition, Signal Processing

View Paper: https://www.semanticscholar.org/paper/38f53df503a5541dd96618810d1bf2787132b4e8

Citations in the corpus

• MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (2011, unknown): “In [35], it is proved that the asymptotics of the L quantization error induced by a sequence of L-optimal quantizers remains rate-optimal in the case of probability distributions on R, with s < r + d for a class of distributions including the Gaussian distribution.”