Consistency of Probability Measure Quantization by Means of Power Repulsion–Attraction Potentials

• Published in: The Journal of fourier analysis and applications 2016-06, Vol.22 (3), p.694-749
• Main Authors: Fornasier, Massimo, Hütter, Jan-Christian
• Format: Article
• Language: English
• Subjects: Abstract Harmonic Analysis; Approximations and Expansions; Fourier Analysis; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Partial Differential Equations; Signal,Image and Speech Processing
• ISSN: 1069-5869; 1531-5851
• DOI: 10.1007/s00041-015-9432-z

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The proof of consistency is based on the construction of a target energy functional whose unique minimizer is actually the given probability measure ω to be quantized. Then we show that the discrete functionals, defining the discrete quantizers as their minimizers, actually Γ -converge to the target energy with respect to the narrow topology on the space of probability measures. A key ingredient is the reformulation of the target functional by means of a Fourier representation, which extends the characterization of conditionally positive semi-definite functions from points in generic position to probability measures. As a byproduct of the Fourier representation, we also obtain compactness of sublevels of the target energy in terms of uniform moment bounds, which already found applications in the asymptotic analysis of corresponding gradient flows. To model situations where the given probability is affected by noise, we further consider a modified energy, with the addition of a regularizing total variation term and we investigate again its point mass approximations in terms of Γ -convergence. We show that such a discrete measure representation of the total variation can be interpreted as an additional nonlinear potential, repulsive at a short range, attractive at a medium range, and at a long range not having effect, promoting a uniform distribution of the point masses.