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Geometrical interpretation and improvements of the Blahut-Arimoto's algorithm

Published 12 Jan 2010 in cs.IT and math.IT | (1001.1915v1)

Abstract: The paper first recalls the Blahut Arimoto algorithm for computing the capacity of arbitrary discrete memoryless channels, as an example of an iterative algorithm working with probability density estimates. Then, a geometrical interpretation of this algorithm based on projections onto linear and exponential families of probabilities is provided. Finally, this understanding allows also to propose to write the Blahut-Arimoto algorithm, as a true proximal point algorithm. it is shown that the corresponding version has an improved convergence rate, compared to the initial algorithm, as well as in comparison with other improved versions.

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