The Optimal Quantization Web Site

Sylvain Corlay, Partial functional quantization and generalized bridges, , 2011. Abstract

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 Download: partial quantization.pdf (392.92 KB)

Benoît Patra, Convergence of distributed asynchronous learning vector quantization algorithms, , 2010. Abstract

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 Download: AsyncStochGradient.pdf (498.47 KB)

Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract

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 Download: functional_stratif.pdf (665.41 KB)

Sylvain Corlay, The Nyström method for functional quantization with an application to the fractional Brownian motion, , 2010. Abstract

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 Download: nystrom_quantization.pdf (457.33 KB)

Gilles Pagès, and Huyên Pham, "Optimal quantization methods for nonlinear filtering with discrete-time observations", Bernoulli, vol. 11(5), 2005. Abstract

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Gilles Pagès, Huyên Pham, and Jacques Printems, "An optimal Markovian quantization algorithm for multidimensional stochastic control problems", Stochastics and Dynamics, vol. 4(4), pp. 501-545, 2004. Abstract

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Gilles Pagès, "A space quantization method for numerical integration", J. Comput. Appl. Math., vol. 89, no. 1, Amsterdam, The Netherlands, Elsevier Science Publishers B. V., pp. 1–38, 1998. Abstract

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