Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146478 | Journal of Multivariate Analysis | 2010 | 15 Pages |
Abstract
This paper deals with the problem of quantization of a random variable XX taking values in a separable and reflexive Banach space, and with the related question of clustering independent random observations distributed as XX. To this end, we use a quantization scheme with a class of distortion measures called Bregman divergences, and provide conditions ensuring the existence of an optimal quantizer and an empirically optimal quantizer. Rates of convergence are also discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Aurélie Fischer,