The Bethe and Sinkhorn approximations of the pattern maximum likelihood estimate and their connections to the Valiant-Valiant estimate

P. Vontobel
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引用次数: 23

Abstract

For estimating a source's distribution histogram, Orlitsky and co-workers have proposed the pattern maximum likelihood (PML) estimate, which says that one should choose the distribution histogram that has the largest likelihood of producing the pattern of the observed symbol sequence. It can be shown that finding the PML estimate is equivalent to finding the distribution histogram that maximizes the permanent of a certain non-negative matrix. However, in general this optimization problem appears to be intractable and so one has to compute suitable approximations of the PML estimate. In this paper, we discuss various efficient PML estimate approximation algorithms, along with their connections to the Valiant-Valiant estimate of the distribution histogram. These connections are established by associating an approximately doubly stochastic matrix with the Valiant-Valiant estimate and comparing this approximately doubly stochastic matrix with the doubly stochastic matrices that appear in the free energy descriptions of the PML estimate and its approximations.
模式最大似然估计的Bethe和Sinkhorn近似及其与Valiant-Valiant估计的联系
为了估计一个源的分布直方图,Orlitsky和他的同事们提出了模式最大似然(PML)估计,它说人们应该选择最有可能产生观察到的符号序列模式的分布直方图。可以证明,找到PML估计等于找到使某个非负矩阵的永久值最大化的分布直方图。然而,一般来说,这个优化问题似乎很棘手,因此必须计算PML估计的合适近似值。在本文中,我们讨论了各种有效的PML估计近似算法,以及它们与分布直方图的Valiant-Valiant估计的联系。这些联系是通过将一个近似双重随机矩阵与Valiant-Valiant估计联系起来,并将这个近似双重随机矩阵与PML估计及其近似值的自由能描述中出现的双重随机矩阵进行比较来建立的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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