Title
An Algorithm for Computing Maximin of Mutual Informations
Abstract
In this paper, we are concerned with the maximin of mutual informations, which usually occurs in the context of specifying the capacity of a compound channel or the maximum rate of broadcasting common messages to multiple receivers. Firstly, the analytical properties of the minimum mutual informations such as continuity, concavity and differentiability are analyzed. The necessary and sufficient conditions for the capacity-achieving input distributions are revealed by reformulating the original problem into an equivalent differentiable form. Also presented are bounds on the capacity. Secondly, an iterative method to compute the maximin value of two mutual informations is derived, which is almost the same as the Arimoto-Blahut algorithm except that a more complicated maximization algorithm is required at the second phase. Finally, the convergence of the proposed algorithm is proved.
Year
DOI
Venue
2011
10.1109/LCOMM.2011.051011.110152
IEEE Communications Letters
Keywords
Field
DocType
Mutual information,Compounds,Iterative methods,Convergence,Optimization,Approximation algorithms,Receivers
Approximation algorithm,Mathematical optimization,Minimax,Computer science,Iterative method,Algorithm,Differentiable function,Mutual information,Karush–Kuhn–Tucker conditions,Convex optimization,Maximization
Journal
Volume
Issue
ISSN
15
7
1089-7798
Citations 
PageRank 
References 
0
0.34
3
Authors
3
Name
Order
Citations
PageRank
Lei Lin162.90
Xiao Ma248764.77
Xiujie Huang3285.53