We formulate em algorithm in the framework of Bregman divergence, which is a general problem setting of information geometry. That is, we address the minimization problem of the Bregman divergence between an exponential subfamily and a mixture subfamily in a Bregman divergence system. Then, we show the convergence and its speed under several conditions. We apply this algorithm to rate distortion and its variants including the quantum setting, and show the usefulness of our general algorithm.
翻译:我们在布雷格曼差异的框架内制定电子算法,这是信息几何的一般问题设置。也就是说,我们处理布雷格曼指数子家庭与混合子家庭在布雷格曼差异系统中的差异最小化问题。然后,我们在若干条件下展示了趋同及其速度。我们将这种算法应用于汇率扭曲及其变异,包括量子设定,并展示了我们一般算法的有用性。