Optimizing Quantization for Lasso Recovery

This letter is focused on quantized compressed sensing, assuming that Lasso is used for signal estimation. Leveraging recent work, we propose a constrained Lloyd-Max-like framework to optimize the quantization function in this setting, and show that when the number of observations is high, this method of quantization gives a significantly better recovery rate than standard Lloyd-Max quantization. We support our theoretical analysis with numerical simulations.