M\'ethode du point proximal: principe et applications aux algorithmes it\'eratifs
Information Theory
2010-01-13 v1 math.IT
Abstract
This paper recalls the proximal point method. We study two iterative algorithms: 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 and the iterative decoding of the Bit Interleaved Coded Modulation (BICM-ID). For these iterative algorithms, we apply the proximal point method which allows new interpretations with improved convergence rate.
Keywords
Cite
@article{arxiv.1001.1912,
title = {M\'ethode du point proximal: principe et applications aux algorithmes it\'eratifs},
author = {Ziad Naja and Florence Alberge and P. Duhamel},
journal= {arXiv preprint arXiv:1001.1912},
year = {2010}
}