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Optimal Poisson quantisation

Author

Listed:
  • Molchanov, Ilya
  • Tontchev, Nikolay

Abstract

The quantisation problem for probability measures aims to represent a measure using a discrete measure supported by a finite set . We consider a similar problem where is a realisation of a finite Poisson point process, the objective function is given by the expected Lp-error, and the constraints are imposed on the total intensity of the process.

Suggested Citation

  • Molchanov, Ilya & Tontchev, Nikolay, 2007. "Optimal Poisson quantisation," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1123-1132, June.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:11:p:1123-1132
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    References listed on IDEAS

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    1. Delattre Sylvain & Graf Siegfried & Luschgy Harald & Pagès Gilles, 2004. "Quantization of probability distributions under norm-based distortion measures," Statistics & Risk Modeling, De Gruyter, vol. 22(4), pages 261-282, April.
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