Free Access
Issue
ESAIM: PS
Volume 13, January 2009
Page(s) 218 - 246
DOI https://doi.org/10.1051/ps:2008008
Published online 12 June 2009
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  2. J.C. Fort and G. Pagès, Asymptotics of optimal quantizers for some scalar distributions. J. Comput. Appl. Math. 146 (2002) 253–275. [CrossRef] [MathSciNet]
  3. J.H. Friedman, J.L. Bentley and R.A. Finkel, An Algorithm for Finding Best Matches in Logarithmic Expected Time, ACM Trans. Math. Software 3 (1977) 209–226.
  4. A. Gersho and R. Gray, Vector Quantization and Signal Compression, 6th edition. Kluwer, Boston (1992).
  5. S. Graf and H. Luschgy, Foundations of Quantization for Probability Distributions, Lect. Notes Math. 1730. Springer, Berlin (2000).
  6. S. Graf, H. Luschgy and G. Pagès, Distorsion mismatch in the quantization of probability measures, ESAIM: PS 12 (2008) 127–153.
  7. J. McNames, A Fast Nearest-Neighbor algorithm based on a principal axis search tree, IEEE Trans. Pattern Anal. Machine Intelligence 23 (2001) 964–976.
  8. G. Pagès, Space vector quantization method for numerical integration, J. Comput. Appl. Math. 89 (1998) 1–38.
  9. G. Pagès, H. Pham and J. Printems, An Optimal markovian quantization algorithm for multidimensional stochastic control problems, Stochastics and Dynamics 4 (2004) 501–545.
  10. G. Pagès, H. Pham and J. Printems, Optimal quantization methods and applications to numerical problems in finance, Handbook on Numerical Methods in Finance (S. Rachev, ed.), Birkhauser, Boston (2004) 253–298.

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