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Journal articles
Asymptotically optimal quantization schemes for Gaussian processes
Abstract : We describe quantization designs which lead to asymptotically and order optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a constructive quantization scheme we rely on the knowledge of the eigenvectors of the covariance operator in order to transform the problem into a finite dimensional quantization problem of normal distributions. Furthermore we derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes.
Cited literature [18 references]
https://hal.archives-ouvertes.fr/hal-00258618
Contributor : Gilles Pagès <>
Submitted on : Monday, February 25, 2008 - 6:29:37 PM
Last modification on : Monday, December 14, 2020 - 9:45:16 AM
Long-term archiving on: : Thursday, May 20, 2010 - 7:02:32 PM
Contributor : Gilles Pagès <>
Submitted on : Monday, February 25, 2008 - 6:29:37 PM
Last modification on : Monday, December 14, 2020 - 9:45:16 AM
Long-term archiving on: : Thursday, May 20, 2010 - 7:02:32 PM
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