Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension
From MaRDI portal
Publication:2820188
DOI10.1137/151005622zbMath1348.65037arXiv1401.0192OpenAlexW2266445751MaRDI QIDQ2820188
Publication date: 14 September 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.0192
convergenceclusteringdata mining\(k\)-means algorithmcentroidal Voronoi tessellationoptimal vector quantizationdata sciencesLloyd's I algorithmradius of a quantizersplitting initialization methodstationary quantizers
Related Items
Properties and generation of representative points of the exponential distribution, Convergence rate of optimal quantization grids and application to empirical measure, Stationary Heston model: calibration and pricing of exotics using product recursive quantization, Product Markovian quantization of a diffusion process with applications to finance, Quantizing Rare Random Maps: Application to Flooding Visualization, Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering, Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function, Convex order, quantization and monotone approximations of ARCH models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers
- The local quantization behavior of absolutely continuous probabilities
- Numerical method for impulse control of piecewise deterministic Markov processes
- Quantization balls and asymptotics of quantization radii for probability distributions with radial exponential tails
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
- Optimal quantization methods for nonlinear filtering with discrete-time observations
- The strong law of large numbers for k-means and best possible nets of Banach valued random variables
- A central limit theorem for k-means clustering
- About the multidimensional competitive learning vector quantization algorithm with constant gain
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
- On the a.s. convergence of the Kohonen algorithm with a general neighborhood function
- Foundations of quantization for probability distributions
- Optimal stopping for partially observed piecewise-deterministic Markov processes
- Review of Methods Inspired by Algebraic-Multigrid for Data and Image Analysis Applications
- Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
- Exponential rate of convergence for Lloyd's method I
- On the Performance of Clustering in Hilbert Spaces
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations
- Optimal Quantization for Finance: From Random Vectors to Stochastic Processes
- Nondegeneracy and Weak Global Convergence of the Lloyd Algorithm in $\mathbb{R}^d$
- On convergence of Lloyd's method I
- Optimal quadratic quantization for numerics: the Gaussian case
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS
- Centroidal Voronoi Tessellations: Applications and Algorithms
- Least squares quantization in PCM
- Truncated Newton-Based Multigrid Algorithm for Centroidal Voronoi Diagram Calculation
- Convergence of distributed asynchronous learning vector quantization algorithms
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
- Convergence of the Lloyd Algorithm for Computing Centroidal Voronoi Tessellations
- Limit Points of Sequences in Metric Spaces
- Introduction to vector quantization and its applications for numerics
