cs.ITJun 9, 2026

Minimum Distortion Quantization with Specified Output Distribution

Authors: Aolin Xu

Abstract

We derive the optimal quantizer of a real-valued random variable WW with distribution PWP_W such that 1) the distribution of the quantization output XX that can take kk values follows any specified distribution PXP_X over {1,,k}\{1,\ldots,k\}, and 2) the minimum mean squared error (MMSE) of estimating WW from XX is minimized. It is shown that the optimal quantizer takes the form X=σ(Fσ1(X)1(FW(W)))X=σ\big(F_{σ^{-1}(X)}^{-1}(F_W(W))\big), where σσ is the optimal permutation of {1,,k}\{1,\ldots,k\} among all permutations to minimize the MMSE, and FF is the cumulative distribution function. When PWP_W is uniform over an interval or PXP_X is uniform over {1,,k}\{1,\ldots,k\}, the quantizer takes a simple form X=FX1(FW(W))X=F_{X}^{-1}(F_W(W)). The concept of majorization plays a key role in the optimality proof. Specifying the output distribution is useful for designing quantizers with explicitly controlled output entropy, maximized mutual information between input and output, tailored output distribution to match channel input requirements for communication, and data anonymization.

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