Optimal approximation and quantisation
The quantisation problem for probability measures aims to represent a measure \(\mu\) in \(\mathbb{R}^d\) using a finite set of points \(X = \{ x_1, \dots, x_n\}\) by minimising an objective function of the following type \[ F(X) = \int_{\mathbb{R}^d} \rho^r(y,X) \mu(dy), \] where \(\rho(y,X)\) is the distance from \(y \in \mathbb{R}^d\) to the nearest point from \(X\). The authors aim to elaborate a unified approach both to quantisation and approximation problems by considering general integral functionals of the type \[ I(K; X) = \int_K \eta(y,X) \,dy \] where \(K\) is a measurable subset of \(\mathbb{R}^d\) and \(\eta(y,X)\) is a measurable with respect to \(y\), translation-invariant and homogeneous of order \(r>0\) functional. The functional \(\eta\) depends on \(y\) and \(X \cap C(y,X)\), where \(C(y,X)\) is a certain set associated with the point \(y\) and a finite set \(X\). It is assumed that \(C(y,X)\) is translation-invariant and satisfies some separation and uniform boundedness conditions. The authors show that the minumum of \(n^{r/d} I(K; X)\) over all \(X\) with cardinality \(n\) has limit \(\mathcal{I}\) as \(n \to \infty\). The asymptotic quantisation errors can be then used to design the asymptotically optimal quantisers. The authors consider also the functional \[ E(h; X) = \int_{\mathbb{R}^d} h(\varphi(y,X) ) \eta(y,X) \,dy, \] where \(h\) is a certain function and \(\varphi(y,X)\) is a point in \(\mathbb{R}^d\) such that \(y \in C(y,X)\). Then they prove that the limit of the infimum of \(n^{r/d} E(h;X)\) over all sets \(X\) with cardinality at most \(n\) converges to the \(L_{d/(d+r)}\)-norm of \(h\) up to a constant that does not depend on \(h\) or \(\varphi\). In the last part of the article the authors show how to apply the results described above to the problem of function approximation in three cases: splines, tangent planes and triangulated surfaces.
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- On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
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- Optimal and near optimal quantization of integrable functions.
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- Performance analysis of greedy algorithms for minimising a maximum mean discrepancy
- On alternative quantization for doubly weighted approximation and integration over unbounded domains
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- Optimal Poisson quantisation
- Optimal bi-level quantization and its application to multilevel quantization
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- Variational Analysis of Poisson Processes
- Some remarks on the existence of optimal quantizers
- Constrained quantization
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