Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization
From MaRDI portal
Publication:2903012
DOI10.1137/110827041zbMath1262.60064arXiv1010.4642OpenAlexW4302321781MaRDI QIDQ2903012
Gilles Pagès, Benedikt Wilbertz
Publication date: 23 August 2012
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.4642
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options ⋮ Quantization and martingale couplings ⋮ Sharp Rate for the Dual Quantization Problem ⋮ SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS ⋮ Sampling of probability measures in the convex order by Wasserstein projection ⋮ Introduction to vector quantization and its applications for numerics ⋮ Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm ⋮ Convex order, quantization and monotone approximations of ARCH models
This page was built for publication: Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization