Uniform decomposition of probability measures: quantization, clustering and rate of convergence

DOI10.1017/jpr.2018.69zbMath1405.60025arXiv1801.02871OpenAlexW2909936794WikidataQ128576312 ScholiaQ128576312MaRDI QIDQ4611267

Julien Chevallier

Publication date: 17 January 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.02871

zbMATH Keywords

rate of convergenceclusteringquantizationuniform approximationWasserstein distance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10) Limit theorems in probability theory (60F99)

Related Items (10)

Randomized Wasserstein Barycenter Computation: Resampling with Statistical Guarantees ⋮ Asymptotics of one-dimensional Lévy approximations ⋮ Best finite constrained approximations of one-dimensional probabilities ⋮ Universal regular conditional distributions via probabilistic transformers ⋮ Designing universal causal deep learning models: The geometric (Hyper)transformer ⋮ Random bit quadrature and approximation of distributions on Hilbert spaces ⋮ Random bit multilevel algorithms for stochastic differential equations ⋮ Curve based approximation of measures on manifolds by discrepancy minimization ⋮ Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures ⋮ Vlasov equations on digraph measures

Cites Work

• On the rate of convergence in Wasserstein distance of the empirical measure
• Quantitative concentration inequalities for empirical measures on non-compact spaces
• Random bit quadrature and approximation of distributions on Hilbert spaces
• Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
• Foundations of quantization for probability distributions
• Support points
• On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
• Approximation by finitely supported measures
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
• Asymptotic quantization error of continuous signals and the quantization dimension
• High-dimensional integration: The quasi-Monte Carlo way
• Introduction to vector quantization and its applications for numerics

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