Algorithms for optimal multi-resolution quantization

Multi-resolution quantization is a way of constructing a progressively refinable description of a discrete random variable. The underlying discrete optimization problem is to minimize an expected distortion over all refinement levels weighted by the probability or importance of the descriptions of different resolutions. This research is motivated by the application of multimedia communications via variable-rate channels. We propose an O(rN2) time and O(N2logN) space algorithm to design a minimum-distortion quantizer of r levels for a random variable drawn from an alphabet of size N. It is shown that for a very large class of distortion measures the objective function of optimal multi-resolution quantization satisfies the convex Monge property. The efficiency of the proposed algorithm hinges on the convex Monge property. But our algorithm is simpler (even though of the same asymptotic complexity) than the well-known SMAWK fast matrix search technique, which is the best existing solution to the quantization problem. For exponential random variables our approach leads to a solution of even lower complexity: O(rN) time and O(NlogN) space, which outperforms all the known algorithms for optimal quantization in both multi- and single-resolution cases. We also generalize the multi-resolution quantization problem to a graph problem, for which our algorithm offers an efficient solution.