Optimal quantizer structure for binary discrete input continuous output channels under an arbitrary quantized-output constraint

Abstract: Given a channel having binary input X = (x_1, x_2) having the probability distribution p_X = (p_{x_1}, p_{x_2}) that is corrupted by a continuous noise to produce a continuous output y \in Y = R. For a given conditional distribution p(y|x_1) = \phi_1(y) and p(y|x_2) = \phi_2(y), one wants to quantize the continuous output y back to the final discrete output Z = (z_1, z_2, ..., z_N) with N \leq 2 such that the mutual information between input and quantized-output I(X; Z) is maximized while the probability of the quantized-output p_Z = (p_{z_1}, p_{z_2}, ..., p_{z_N}) has to satisfy a certain constraint. Consider a new variable r_y=p_{x_1}\phi_1(y)/ (p_{x_1}\phi_1(y)+p_{x_2}\phi_2(y)), we show that the optimal quantizer has a structure of convex cells in the new variable r_y. Based on the convex cells property of the optimal quantizers, a fast algorithm is proposed to find the global optimal quantizer in a polynomial time complexity.