Non-uniform quantization with linear average-case computation time

Abstract: A new method for binning a set of $n$ data values into a set of m bins for the case where the bins are of different sizes is proposed. The method skips binning using a binary search across the bins all the time. It is proven the method exhibits a linear average-case computation time. The experiments' results show a speedup factor of over four compared to binning by binary search alone for data values with unknown distributions. This result is consistent with the analysis of the method.