Geometrical interpretation and improvements of the Blahut-Arimoto's algorithm
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math.IT
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algorithmblahut-arimotogeometricalimprovedinterpretationallowsarbitraryarimoto
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The paper first recalls the Blahut Arimoto algorithm for computing the capacity of arbitrary discrete memoryless channels, as an example of an iterative algorithm working with probability density estimates. Then, a geometrical interpretation of this algorithm based on projections onto linear and exponential families of probabilities is provided. Finally, this understanding allows also to propose to write the Blahut-Arimoto algorithm, as a true proximal point algorithm. it is shown that the corresponding version has an improved convergence rate, compared to the initial algorithm, as well as in comparison with other improved versions.
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