Deep Conditional Measure Quantization
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Publication:6508461
DOI10.1007/978-3-031-53036-4_24arXiv2301.06907MaRDI QIDQ6508461FDOQ6508461
Authors: Gabriel Turinici 
Abstract: Quantization of a probability measure means representing it with a finite set of Dirac masses that approximates the input distribution well enough (in some metric space of probability measures). Various methods exists to do so, but the situation of quantizing a conditional law has been less explored. We propose a method, called DCMQ, involving a Huber-energy kernel-based approach coupled with a deep neural network architecture. The method is tested on several examples and obtains promising results.
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