Bregman-divergence-based Arimoto-Blahut algorithm
Masahito Hayashi

TL;DR
This paper introduces a novel Bregman-divergence-based Arimoto-Blahut algorithm that eliminates the need for convex minimization in each iteration, applicable to classical and quantum rate-distortion problems.
Contribution
It generalizes the Arimoto-Blahut algorithm using Bregman divergence, enabling minimization-free iterations for rate-distortion theory.
Findings
The new algorithm simplifies computations in rate-distortion problems.
It successfully derives optimal conditional distributions in numerical experiments.
Applicable to both classical and quantum information scenarios.
Abstract
We generalize the generalized Arimoto-Blahut algorithm to a general function defined over Bregman-divergence system. In existing methods, when linear constraints are imposed, each iteration needs to solve a convex minimization. Exploiting our obtained algorithm, we propose a minimization-free-iteration algorithm. This algorithm can be applied to classical and quantum rate-distortion theory. We numerically apply our method to the derivation of the optimal conditional distribution in the rate-distortion theory.
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Taxonomy
TopicsAdvanced Statistical Methods and Models
