| Paper Abstract and Keywords |
| Presentation |
2007-03-05 10:50
On the convergence of iterative estimation algorithms operating on graphical models Justin Dauwels (RIKEN) CAS2006-81 SIP2006-182 CS2006-98 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
In recent years, graphical models have become a useful tool to derive estimation and detection algorithms. Perhaps the most prominent example in digital communications is the probabilistic decoding of error correcting codes (e.g., LDPC codes, turbo-codes, etc.) by means of the sum-product algorithm (``belief propagation'') applied on a graphical model (i.e., Tanner graph or factor graph) of the error-correcting code. Graphical models have also been used in the context of channel estimation, e.g., for phase, frequency, and timing estimation.
In this paper, we investigate the convergence properties of various estimation algorithms that operate on graphical models: (generalized) expectation maximization, gradient methods, and cyclic maximization. First we will review those algorithms in the standard formulation, then we consider various extensions in the context of graphical models. We will elaborate on the fixed points, asymptotic rate of convergence (in terms of information matrices), and local stability of those algorithms. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
fixed points / convergence rate / gradient methods / Hessian matrix / graphical model / cyclic maximization / stability / expectation maximization |
| Reference Info. |
IEICE Tech. Rep., vol. 106, no. 571, CS2006-98, pp. 23-28, March 2007. |
| Paper # |
CS2006-98 |
| Date of Issue |
2007-02-26 (CAS, SIP, CS) |
| ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
| Download PDF |
CAS2006-81 SIP2006-182 CS2006-98 |
| Conference Information |
| Committee |
SIP CAS CS |
| Conference Date |
2007-03-05 - 2007-03-06 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Blancart Misasa (Tottori) |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
Signal Processing for Communications, Code Theory, etc. |
| Paper Information |
| Registration To |
CS |
| Conference Code |
2007-03-SIP-CAS-CS |
| Language |
English |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
On the convergence of iterative estimation algorithms operating on graphical models |
| Sub Title (in English) |
|
| Keyword(1) |
fixed points |
| Keyword(2) |
convergence rate |
| Keyword(3) |
gradient methods |
| Keyword(4) |
Hessian matrix |
| Keyword(5) |
graphical model |
| Keyword(6) |
cyclic maximization |
| Keyword(7) |
stability |
| Keyword(8) |
expectation maximization |
| 1st Author's Name |
Justin Dauwels |
| 1st Author's Affiliation |
Amari Research Unit, RIKEN Brain Science Institute (RIKEN) |
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| Speaker |
Author-1 |
| Date Time |
2007-03-05 10:50:00 |
| Presentation Time |
25 minutes |
| Registration for |
CS |
| Paper # |
CAS2006-81, SIP2006-182, CS2006-98 |
| Volume (vol) |
vol.106 |
| Number (no) |
no.567(CAS), no.569(SIP), no.571(CS) |
| Page |
pp.23-28 |
| #Pages |
6 |
| Date of Issue |
2007-02-26 (CAS, SIP, CS) |