Approximation error from discretizations and its applications
离散化的近似误差及其应用
Converting a continuous variable into a discrete one is a commonly used technique for solving various problems in both statistics and machine learning. It is well known that discretizations result in biases. However, this issue has not been studied systematically. In this paper, a general framework is proposed to understand and compare the approximation errors of different slicing strategies. Poincaré-type inequalities are first established for univariate discretizations and…