• DocumentCode
    133657
  • Title

    The Bethe and Sinkhorn approximations of the pattern maximum likelihood estimate and their connections to the Valiant-Valiant estimate

  • Author

    Vontobel, P.O.

  • Author_Institution
    Dept. of Electr. Eng., Stanford Univ., Stanford, CA, USA
  • fYear
    2014
  • fDate
    9-14 Feb. 2014
  • Firstpage
    1
  • Lastpage
    10
  • Abstract
    For estimating a source´s distribution histogram, Orlitsky and co-workers have proposed the pattern maximum likelihood (PML) estimate, which says that one should choose the distribution histogram that has the largest likelihood of producing the pattern of the observed symbol sequence. It can be shown that finding the PML estimate is equivalent to finding the distribution histogram that maximizes the permanent of a certain non-negative matrix. However, in general this optimization problem appears to be intractable and so one has to compute suitable approximations of the PML estimate. In this paper, we discuss various efficient PML estimate approximation algorithms, along with their connections to the Valiant-Valiant estimate of the distribution histogram. These connections are established by associating an approximately doubly stochastic matrix with the Valiant-Valiant estimate and comparing this approximately doubly stochastic matrix with the doubly stochastic matrices that appear in the free energy descriptions of the PML estimate and its approximations.
  • Keywords
    approximation theory; matrix algebra; maximum likelihood estimation; optimisation; Bethe approximations; PML; PML estimate approximation algorithms; Sinkhorn approximations; nonnegative matrix; optimization problem; pattern maximum likelihood estimate; source distribution histogram; valiant-valiant estimate; Approximation algorithms; Approximation methods; Entropy; Histograms; Maximum likelihood estimation; Minimization; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory and Applications Workshop (ITA), 2014
  • Conference_Location
    San Diego, CA
  • Type

    conf

  • DOI
    10.1109/ITA.2014.6804280
  • Filename
    6804280