In this paper, both non-mixing and mixing local minima of the entropy are analyzed from the viewpoint of blind source separation (BSS); they correspond respectively to acceptable and spurious solutions of the BSS problem. The contribution of this work is twofold. First, a Taylor development is used to show that the exact output entropy cost function has a non-mixing minimum when this output is proportional to any of the non-Gaussian sources, and not only when the output is proportional to the lowest entropic source. Second, in order to prove that mixing entropy minima exist when the source densities are strongly multimodal, an entropy approximator is proposed. The latter has the major advantage that an error bound can be provided. Even if this approximator (and the associated bound) is used here in the BSS context, it can be applied for estimating the entropy of any random variable with multimodal density
It has been shown that the global minimum of @math with @math is reached when the output @math is proportional to the source with the lowest entropy @cite_21 . It is proven in @cite_17 that when a fixed-variance output is proportional to one of the sources, then, under some technical conditions, the cumulant-based approximation of entropy @math used in FastICA @cite_17 reaches a non-mixing local minimum. Finally, based on the entropy power inequality @cite_1 , it is also proven in @cite_7 that, in the two-dimensional case, Shannon's entropy has a local minimum when the output is proportional to a non-Gaussian source.
@cite_21 @cite_1 @cite_7 @cite_17
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This correspondence analyzes the low-resolution performance of entropy-constrained scalar quantization. It focuses mostly on Gaussian sources, for which it is shown that for both binary quantizers and infinite-level uniform threshold quantizers, as D approaches the source variance spl sigma sup 2 , the least entropy of such quantizers with mean-squared error D or less approaches zero with slope -log sub 2 e 2 spl sigma sup 2 . As the Shannon rate-distortion function approaches zero with the same slope, this shows that in the low-resolution region, scalar quantization with entropy coding is asymptotically as good as any coding technique. It was recently shown that estimating the Shannon entropy @math of a discrete @math -symbol distribution @math requires @math samples, a number that grows near-linearly in the support size. In many applications @math can be replaced by the more general R 'enyi entropy of order @math , @math . We determine the number of samples needed to estimate @math for all @math , showing that @math requires a near-linear @math samples, but, perhaps surprisingly, integer @math requires only @math samples. Furthermore, developing on a recently established connection between polynomial approximation and estimation of additive functions of the form @math , we reduce the sample complexity for noninteger values of @math by a factor of @math compared to the empirical estimator. The estimators achieving these bounds are simple and run in time linear in the number of samples. Our lower bounds provide explicit constructions of distributions with different R 'enyi entropies that are hard to distinguish. Consider the problem of estimating the Shannon entropy of a distribution over @math elements from @math independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of @math if @math exceeds a constant factor of @math ; otherwise there exists no consistent estimator. This refines the recent result of Valiant-Valiant VV11 that the minimal sample size for consistent entropy estimation scales according to @math . The apparatus of best polynomial approximation plays a key role in both the construction of optimal estimators and, via a duality argument, the minimax lower bound. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 The marginal entropy h(Z) of a weighted sum of two variables Z = αX + βY, expressed as a function of its weights, is a usual cost function for blind source separation (BSS), and more precisely for independent component analysis (ICA). Even if some theoretical investigations were done about the relevance from the BSS point of view of the global minimum of h(Z), very little is known about possible local spurious minima.In order to analyze the global shape of this entropy as a function of the weights, its analytical expression is derived in the ideal case of independent variables. Because of the ICA assumption that distributions are unknown, simulation results are used to show how and when local spurious minima may appear. Firstly, the entropy of a whitened mixture, as a function of the weights and under the constraint of independence between the source variables, is shown to have only relevant minima for ICA if at most one of the source distributions is multimodal. Secondly, it is shown that if independent multimodal sources are involved in the mixture, spurious local minima may appear. Arguments are given to explain the existence of spurious minima of h(Z) in the case of multimodal sources. The presented justification can also explain the location of these minima knowing the source distributions. Finally, it results from numerical examples that the maximum-entropy mixture is not necessarily reached for the 'most mixed' one (i.e. equal mixture weights), but depends of the entropy of the mixed variables. For all p > 1, we demonstrate the existence of quantum channels with non-multiplicative maximal output p-norms. Equivalently, for all p > 1, the minimum output Renyi entropy of order p of a quantum channel is not additive. The violations found are large; in all cases, the minimum output Renyi entropy of order p for a product channel need not be significantly greater than the minimum output entropy of its individual factors. Since p = 1 corresponds to the von Neumann entropy, these counterexamples demonstrate that if the additivity conjecture of quantum information theory is true, it cannot be proved as a consequence of any channel-independent guarantee of maximal p-norm multiplicativity. We also show that a class of channels previously studied in the context of approximate encryption lead to counterexamples for all p > 2. We introduce a universal quantization scheme based on random coding, and we analyze its performance. This scheme consists of a source-independent random codebook (typically mismatched to the source distribution), followed by optimal entropy coding that is matched to the quantized codeword distribution. A single-letter formula is derived for the rate achieved by this scheme at a given distortion, in the limit of large codebook dimension. The rate reduction due to entropy coding is quantified, and it is shown that it can be arbitrarily large. In the special case of "almost uniform" codebooks (e.g., an independent and identically distributed (i.i.d.) Gaussian codebook with large variance) and difference distortion measures, a novel connection is drawn between the compression achieved by the present scheme and the performance of "universal" entropy-coded dithered lattice quantizers. This connection generalizes the "half-a-bit" bound on the redundancy of dithered lattice quantizers. Moreover, it demonstrates a strong notion of universality where a single "almost uniform" codebook is near optimal for any source and any difference distortion measure. The proofs are based on the fact that the limiting empirical distribution of the first matching codeword in a random codebook can be precisely identified. This is done using elaborate large deviations techniques, that allow the derivation of a new "almost sure" version of the conditional limit theorem. New results are proved on the convergence of the Shannon (1959) lower bound to the rate distortion function as the distortion decreases to zero. The key convergence result is proved using a fundamental property of informational divergence. As a corollary, it is shown that the Shannon lower bound is asymptotically tight for norm-based distortions, when the source vector has a finite differential entropy and a finite spl alpha th moment for some spl alpha >0, with respect to the given norm. Moreover, we derive a theorem of Linkov (1965) on the asymptotic tightness of the Shannon lower bound for general difference distortion measures with more relaxed conditions on the source density. We also show that the Shannon lower bound relative to a stationary source and single-letter difference distortion is asymptotically tight under very weak assumptions on the source distribution. > We prove the first nontrivial (superlinear) lower bound in the noisy broadcast model, defined by El Gamal in [Open problems presented at the @math workshop on Specific Problems in Communication and Computation sponsored by Bell Communication Research, in Open Problems in Communication and Computation, T. M. Cover and B. Gopinath, eds., Springer-Verlag, New York, 1987, pp. 60-62]. In this model there are @math processors @math , each of which is initially given a private input bit @math . The goal is for @math to learn the value of @math , for some specified function @math , using a series of noisy broadcasts. At each step a designated processor broadcasts one bit to all of the other processors, and the bit received by each processor is flipped with fixed probability (independently for each recipient). In 1988, Gallager [IEEE Trans. Inform. Theory, 34 (1988), pp. 176-180] gave a noise-resistant protocol that allows @math to learn the entire input with constant probability in @math broadcasts. We prove that Gallager's protocol is optimal, up to a constant factor. Our lower bound follows by reduction from a lower bound for generalized noisy decision trees, a new model which may be of independent interest. For this new model we show a lower bound of @math on the depth of a tree that learns the entire input. While the above lower bound is for an @math -bit function, we also show an @math lower bound for the number of broadcasts required to compute certain explicit boolean-valued functions, when the correct output must be attained with probability at least @math for a constant parameter @math (this bound applies to all threshold functions as well as any other boolean-valued function with linear sensitivity). This bound also follows by reduction from a lower bound of @math on the depth of generalized noisy decision trees that compute the same functions with the same error. We also show a (nontrivial) @math lower bound on the depth of generalized noisy decision trees that compute such functions with small constant error. Finally, we show the first protocol in the noisy broadcast model that computes the Hamming weight of the input using a linear number of broadcasts. We consider the remote computation of a function of two sources where one is receiver side information. Specifically, given side information Y , we wish to compute f(X, Y) based on information transmitted by X over a noise-less channel. The goal is to characterize the minimal rate at which X must transmit information to enable the computation of the function f. Recently, Orlitsky and Roche (2001) established that the conditional graph entropy of the characteristic graph of the function is a solution to this problem. Their achievability scheme does not separate "functional coding" from the well understood distributed source coding problem. In this paper, we seek a separation between the functional coding and the coding for correlation. In other words, we want to preprocess X (with respect to f), and then transmit the preprocessed data using a standard Slepian-Wolf coding scheme at the Orlitsky-Roche rate. We establish that a minimum (conditional) entropy coloring of the product of characteristic graphs is asymptotically equal to the conditional graph entropy. This can be seen as a generalization of a result of Korner (1973) which shows that the minimum entropy coloring of product graphs is asymptotically equal to the graph entropy. Thus, graph coloring provides a modular technique to achieve coding gains when the receiver is interested in decoding some function of the source. We give near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain suboptimal space bounds in the general model, and near-optimal bounds in the insertion-only model without sketching. Our high-level approach is simple: we give algorithms to estimate Tsallis entropy, and use them to extrapolate an estimate of Shannon entropy. The accuracy of our estimates is proven using approximation theory arguments and extremal properties of Chebyshev polynomials. Our work also yields the best-known and near-optimal additive approximations for entropy, and hence also for conditional entropy and mutual information. The goal of this note is to show that the analysis of the minimum output p-Renyi entropy of a typical quantum channel essentially amounts to applying Milman’s version of Dvoretzky’s theorem about almost Euclidean sections of high-dimensional convex bodies. This conceptually simplifies the (nonconstructive) argument by Hayden–Winter, disproving the additivity conjecture for the minimal output p-Renyi entropy (for p>1). This paper proves best known guarantees for exact reconstruction of a sparse signal f from few non-adaptive universal linear measurements. We consider Fourier measurements (random sample of frequencies of f) and random Gaussian measurements. The method for reconstruction that has recently gained momentum in the sparse approximation theory is to relax this highly non-convex problem to a convex problem, and then solve it as a linear program. What are best guarantees for the reconstruction problem to be equivalent to its convex relaxation is an open question. Recent work shows that the number of measurements k(r,n) needed to exactly reconstruct any r-sparse signal f of length n from its linear measurements with convex relaxation is usually O(r poly log (n)). However, known guarantees involve huge constants, in spite of very good performance of the algorithms in practice. In attempt to reconcile theory with practice, we prove the first guarantees for universal measurements (i.e. which work for all sparse functions) with reasonable constants. For Gaussian measurements, k(r,n) lsim 11.7 r [1.5 + log(n r)], which is optimal up to constants. For Fourier measurements, we prove the best known bound k(r, n) = O(r log(n) middot log2(r) log(r log n)), which is optimal within the log log n and log3 r factors. Our arguments are based on the technique of geometric functional analysis and probability in Banach spaces. We study the connection between the highly non-convex loss function of a simple model of the fully-connected feed-forward neural network and the Hamiltonian of the spherical spin-glass model under the assumptions of: i) variable independence, ii) redundancy in network parametrization, and iii) uniformity. These assumptions enable us to explain the complexity of the fully decoupled neural network through the prism of the results from random matrix theory. We show that for large-size decoupled networks the lowest critical values of the random loss function form a layered structure and they are located in a well-defined band lower-bounded by the global minimum. The number of local minima outside that band diminishes exponentially with the size of the network. We empirically verify that the mathematical model exhibits similar behavior as the computer simulations, despite the presence of high dependencies in real networks. We conjecture that both simulated annealing and SGD converge to the band of low critical points, and that all critical points found there are local minima of high quality measured by the test error. This emphasizes a major difference between largeand small-size networks where for the latter poor quality local minima have nonzero probability of being recovered. Finally, we prove that recovering the global minimum becomes harder as the network size increases and that it is in practice irrelevant as global minimum often leads to overfitting. Given an n × m nonnegative matrix A = (a ij ) and positive integral vectors r e ℜ n and c e Âm having a common one-norm h, the (r,c)-scaling problem is to obtain positive diagonal matrices X and Y, if they exist, such that XAY has row and column sums equal to r and c, respectively. The entropy minimization problem corresponding to A is to find an n × m matrix z = (z ij ) having the same zero pattern as A, the sum of whose entries is a given number h, its row and column sums are within given integral vectors of lower and upper bounds, and such that the entropy function consisting of the sum of the terms z ij ln (z ij a ij ) is minimized. When the lower and upper bounds coincide, matrix scaling and entropy minimization are closely related. In this paper we present several complexity bounds for the e-approximate (r,c)-scaling problem, polynomial in n,m,h, 1 e, and ln V v, where V and v are the largest and the smallest positive entries of A, respectively. These bounds, although not polynomial in ln(1 1 e), not only provide alternative complexities for the polynomial time algorithms, but could result in better overall complexities. In particular, our theoretical analysis supports the practicality of the well-known RAS algorithm. In our analysis we obtain bounds on the norm of scaling vectors which will be used in deriving not only some of the above complexities, but also a complexity for square nonnegative matrices having positive permanent. In particular, our results extend, nontrivially, many bounds for the doubly stochastic scaling of square nonnegative matrices previously given by Kalantari and Khachiyan to the case of general (r,c)-scaling. Finally, we study a more general entropy minimization problem where row and column sums are constrained to lie in prescribed intervals, and the sum of all entries is also prescribed. Balinski and Demange described an RAS type algorithm for its continuous version, but did not analyze its complexity. We show that this algorithm produces an 1 e-approximate solution within complexity polynomial in n, m, h, V v and 1 1 e. Shannon's determination of the capacity of the linear Gaussian channel has posed a magnificent challenge to succeeding generations of researchers. This paper surveys how this challenge has been met during the past half century. Orthogonal minimum-bandwidth modulation techniques and channel capacity are discussed. Binary coding techniques for low-signal-to-noise ratio (SNR) channels and nonbinary coding techniques for high-SNR channels are reviewed. Recent developments, which now allow capacity to be approached on any linear Gaussian channel, are surveyed. These new capacity-approaching techniques include turbo coding and decoding, multilevel coding, and combined coding precoding for intersymbol-interference channels. In this paper we obtain new bounds for the minimum output entropies of random quantum channels. These bounds rely on random matrix techniques arising from free probability theory. We then revisit the counterexamples developed by Hayden and Winter to get violations of the additivity equalities for minimum output Renyi entropies. We show that random channels obtained by randomly coupling the input to a qubit violate the additivity of the @math -Renyi entropy. For some sequences of random quantum channels, we compute almost surely the limit of their Schatten @math norms. In this paper, we consider the capacity C of the binary deletion channel for the limiting case where the deletion probability p goes to 0. It is known that for any p < 1 2, the capacity satisfies C ≥ 1−H(p), where H is the standard binary entropy. We show that this lower bound is essentially tight in the limit, by providing an upper bound C ≤ 1−(1−o(1))H(p), where the o(1) term is understood to be vanishing as p goes to 0. Our proof utilizes a natural counting argument that should prove helpful in analyzing related channels. Let F(x) be an absolutely continuous distribution having a density function f(x) with respect to the Lebesgue measure. The Shannon entropy is defined as H(f) = - f(x) f(x) dx . In this correspondence we propose, based on a random sample X_ 1 , , X_ n generated from F , a nonparametric estimate of H(f) given by H (f) = -(l n) i = 1 ^ n f (x) , where f (x) is the kernel estimate of f due to Rosenblatt and Parzen. Regularity conditions are obtained under which the first and second mean consistencies of H (f) are established. These conditions are mild and easily satisfied. Examples, such as Gamma, Weibull, and normal distributions, are considered. The idea that many important classes of signals can be well-represented by linear combinations of a small set of atoms selected from a given dictionary has had dramatic impact on the theory and practice of signal processing. For practical problems in which an appropriate sparsifying dictionary is not known ahead of time, a very popular and successful heuristic is to search for a dictionary that minimizes an appropriate sparsity surrogate over a given set of sample data. While this idea is appealing, the behavior of these algorithms is largely a mystery; although there is a body of empirical evidence suggesting they do learn very eective representations, there is little theory to guarantee when they will behave correctly, or when the learned dictionary can be expected to generalize. In this paper, we take a step towards such a theory. We show that under mild hypotheses, the dictionary learning problem is locally well-posed: the desired solution is indeed a local minimum of the ‘ 1 norm. Namely, if A 2 R m n is an incoherent (and possibly overcomplete) dictionary, and the coecients X 2 R n p follow a random sparse model, then with high probability (A;X) is a local minimum of the ‘ 1 norm over the manifold of factorizations (A 0 ;X 0 ) satisfying A 0 X 0 = Y , provided the number of samples p =