Constructive quantization: approximation by empirical measures

Details Constructive quantization: approximation by empirical measures Constructive quantization: approximation by empirical measures

2011-08-26

arxiv.org/abs/1108.5346v1

Mathematics

Probability

22 pages

Scientific paper

In this article, we study the approximation of a probability measure $\mu$ on $\mathbb{R}^{d}$ by its empirical measure $\hat{\mu}_{N}$ interpreted as a random quantization. As error criterion we consider an averaged $p$-th moment Wasserstein metric. In the case where $2p

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