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Optimal quantization for infinite nonhomogeneous distributions on the real line | | Lakshmi Roychowdhury
; Mrinal Kanti Roychowdhury
; | | Date: |
2 Mar 2016 | | Abstract: | Quantization for probability distributions concerns the best approximation of
a $d$-dimensional probability distribution $P$ by a discrete probability with a
given number $n$ of supporting points. In this paper, an infinitely generated
nonhomogeneous Borel probability measure $P$ is considered on $mathbb R$. For
such a probability measure $P$, an induction formula to determine the optimal
sets of $n$-means and the $n$th quantization error for every natural number $n$
is given. In addition, running the induction formula in computer algorithm,
some results and observations about the optimal sets of $n$-means are obtained. | | Source: | arXiv, 1603.0731 | | Services: | Forum | Review | PDF | Favorites | |
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