Méthode du point proximal: principe et applications aux algorithmes itératifs

Details Méthode du point proximal: principe et applications aux algorithmes itératifs Méthode du point proximal: principe et applications aux algorithmes itératifs

2010-01-12

arxiv.org/abs/1001.1912v1

GRETSI, Dijon : France (2009)

Computer Science

Information Theory

Scientific paper

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.

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