Title :
Optimal bounded-degree approximations of joint distributions of networks of stochastic processes
Author :
Quinn, Christopher J. ; Pinar, Ali ; Kiyavash, Negar
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Illinois, Urbana, IL, USA
Abstract :
We propose two algorithms to identify approximations for joint distributions of networks of stochastic processes. The approximations correspond to low-complexity network structures - connected, directed graphs with bounded indegree. The first algorithm identifies an optimal approximation in terms of KL divergence. The second efficiently finds a near-optimal approximation. Sufficient conditions are introduced to guarantee near-optimality.
Keywords :
directed graphs; stochastic processes; KL divergence; bounded indegree; directed graphs; low-complexity network structures; near-optimality; optimal bounded-degree approximations; stochastic processes; Approximation algorithms; Approximation methods; Complexity theory; Greedy algorithms; Information theory; Joints; Optimized production technology;
Conference_Titel :
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location :
Istanbul
DOI :
10.1109/ISIT.2013.6620629