Characterization of probability distribution convergence in Wasserstein distance by Lp -quantization error function
Liu, Yating; Pagès, Gilles (2020), Characterization of probability distribution convergence in Wasserstein distance by Lp -quantization error function, Bernoulli, 26, 2, p. 1171-1204. 10.3150/19-BEJ1146
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Type
Article accepté pour publication ou publiéDate
2020Journal name
BernoulliVolume
26Number
2Publisher
International Statistical Institute
Pages
1171-1204
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Liu, YatingCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Pagès, Gilles
Laboratoire de Probabilités, Statistique et Modélisation [LPSM (UMR_8001)]
Abstract (EN)
We establish conditions to characterize probability measures by their Lp-quantization error functions in both Rd and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic (convergence for the Lp-Wasserstein distance). We first propose a criterion on the quantization level N, valid for any norm on Rd and any order p based on a geometrical approach involving the Voronoï diagram. Then, we prove that in the L2-case on a (separable) Hilbert space, the condition on the level N can be reduced to N=2, which is optimal. More quantization based characterization cases in dimension 1 and a discussion of the completeness of a distance defined by the quantization error function can be found at the end of this paper.Subjects / Keywords
Probability distribution characterization; Vector quantization; Vorono¨ı diagram; Wasserstein convergenceRelated items
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