Randomized quantization and optimal design with a marginal constraint

Abstract

We consider the problem of optimal randomized vector quantization under a constraint on the output's distribution. The problem is formalized by introducing a general representation of randomized quantization via probability measures over the space of joint distributions on the source and reproduction alphabets. Using this representation and results from optimal transport theory, we show the existence of an optimal (minimum distortion) randomized quantizer having a fixed output distribution under various conditions. For sources with densities and the mean square distortion measure, we show that this optimum can be attained by randomizing quantizers having convex code cells. We also consider a relaxed version of the problem where the output marginal must belong to some neighborhood (in the weak topology) of a fixed probability measure. We demonstrate that finitely randomized quantizers form an optimal class for the relaxed problem.