Much like convexity is key to variational optimization, a logconcave distribution is key to amenable statistical inference. Quantization is often disregarded when writing likelihood models: ignoring the limitations of physical detectors. This begs the questions: would including quantization preclude logconcavity, and, are the true data likelihoods logconcave? We show that the same simple assumption that leads to logconcave continuous data likelihoods also leads to logconcave quantized data likelihoods, provided that convex quantization regions are used.
翻译:与共性是变异优化的关键一样,对数计算分布是可进行统计推断的关键。在写入概率模型时往往忽略量化:忽略物理探测器的局限性。这引出了问题:是否包括量化排除了对数计算,而真实数据概率是否是对数计算?我们显示,同样简单的假设导致对数计算连续数据概率的对数计算还会导致对数量化数据概率的对数量化,只要使用对数量化区域。