Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Nmeir, Rancy El"'
Autor:
Nmeir, Rancy El, Pagès, Gilles
We establish upper bounds for the $L^p$-quantization error, p in (1, 2+d), induced by the recursive Markovian quantization of a d-dimensional diffusion discretized via the Euler scheme. We introduce a hybrid recursive quantization scheme, easier to i
Externí odkaz:
http://arxiv.org/abs/2105.07684
Autor:
Nmeir, Rancy El
We investigate some $L^s$-rate optimality properties of dilated/contracted $L^r$-optimal quantizers and $L^r$-greedy quantization sequences $(\alpha^n)_{n \geq 1}$ of a random variable $X$. We establish, for different values of $s$, $L^s$-rate optima
Externí odkaz:
http://arxiv.org/abs/2007.14025
We extend some rate of convergence results of greedy quantization sequences already investigated in arXiv:1409.0732 [math.PR]. We show, for a more general class of distributions satisfying a certain control, that the quantization error of these seque
Externí odkaz:
http://arxiv.org/abs/2003.14145