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Based on photonic vector modulation (PVM) techniques, several novel schemes are proposed to generate 4-ary amplitude shift keying (4-ASK), 16-ary quadrature amplitude modulation (16-QAM), and 16-ary amplitude shift keying (16-ASK) signals at microwave/millimeter-wave (mm-wave) band. First, a 4-ASK signal generation architecture based on dual-drive Mach-Zehnder modulators (MZMs) with unequal amplitudes is proposed and experimentally demonstrated. Then by combining two 4-ASK signal generation schemes in parallel, PVM architectures for 16-QAM and 16-ASK signal generation are proposed employing three MZMs, a tunable optical delay line (ODL), and an optical attenuator. The detailed theoretical analysis, experiment, and simulation certification of these structures are carried out. Compared with the conventional methods, the electronic driven circuits in the proposed schemes are simplified by employing PVM techniques.