Chebyshev Center Computation on Probability Simplex With alpha-Divergence Measure


CANDAN Ç.

IEEE SIGNAL PROCESSING LETTERS, cilt.27, ss.1515-1519, 2020 (SCI İndekslerine Giren Dergi) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 27
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1109/lsp.2020.3018661
  • Dergi Adı: IEEE SIGNAL PROCESSING LETTERS
  • Sayfa Sayıları: ss.1515-1519

Özet

Chebyshev center computation problem, i.e. finding the point which is at minimum distance to a set of given points, on the probability simplex with alpha-divergence distancemeasure is studied. The proposed solution generalizes the ArimotoBlahut (AB) algorithm utilizing Kullback-Leibler divergence to alpha-divergence, and reduces to the AB method as a. 1. Similar to the AB algorithm, themethod is an ascent method with a guarantee onthe objective value (alpha-mutual information or Chebyshev radius) improvement at every iteration. A practical application area for the method is the fusion of probability mass functions lacking a joint probability description. Another application area is the error exponent calculation.