Title :
A simulation based algorithm for optimal quantization of hidden Markov models
Author :
V.B. Tadic;A. Doucet
Author_Institution :
Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
fDate :
6/25/1905 12:00:00 AM
Abstract :
A general problem of multilevel scalar quantization of hidden Markov models is considered. An algorithm for the optimal selection of the quantization levels is proposed and its asymptotic behavior is analyzed theoretically and through simulations. The proposed algorithm is based on stochastic approximation and Monte Carlo gradient estimation.
Keywords :
"Hidden Markov models","Quantization","Stochastic processes","Mutual information","Monte Carlo methods","Approximation algorithms","Convergence","Algorithm design and analysis","Analytical models","Closed-form solution"
Conference_Titel :
Information Theory, 2003. Proceedings. IEEE International Symposium on
Print_ISBN :
0-7803-7728-1
DOI :
10.1109/ISIT.2003.1228499
