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

10/21/2020
by   Benjamin Jourdain, et al.
0

We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a log-concave density (also called strongly unimodal): for such distributions, L^r-optimal dual quantizers are unique at each level N, 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=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 L^r-optimal dual quantizers are established for power distributions on compacts intervals and truncated exponential distributions.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset