18,162 research outputs found
Brascamp-Lieb Inequality and Its Reverse: An Information Theoretic View
We generalize a result by Carlen and Cordero-Erausquin on the equivalence
between the Brascamp-Lieb inequality and the subadditivity of relative entropy
by allowing for random transformations (a broadcast channel). This leads to a
unified perspective on several functional inequalities that have been gaining
popularity in the context of proving impossibility results. We demonstrate that
the information theoretic dual of the Brascamp-Lieb inequality is a convenient
setting for proving properties such as data processing, tensorization,
convexity and Gaussian optimality. Consequences of the latter include an
extension of the Brascamp-Lieb inequality allowing for Gaussian random
transformations, the determination of the multivariate Wyner common information
for Gaussian sources, and a multivariate version of Nelson's hypercontractivity
theorem. Finally we present an information theoretic characterization of a
reverse Brascamp-Lieb inequality involving a random transformation (a multiple
access channel).Comment: 5 pages; to be presented at ISIT 201
Bregman Voronoi Diagrams: Properties, Algorithms and Applications
The Voronoi diagram of a finite set of objects is a fundamental geometric
structure that subdivides the embedding space into regions, each region
consisting of the points that are closer to a given object than to the others.
We may define many variants of Voronoi diagrams depending on the class of
objects, the distance functions and the embedding space. In this paper, we
investigate a framework for defining and building Voronoi diagrams for a broad
class of distance functions called Bregman divergences. Bregman divergences
include not only the traditional (squared) Euclidean distance but also various
divergence measures based on entropic functions. Accordingly, Bregman Voronoi
diagrams allow to define information-theoretic Voronoi diagrams in statistical
parametric spaces based on the relative entropy of distributions. We define
several types of Bregman diagrams, establish correspondences between those
diagrams (using the Legendre transformation), and show how to compute them
efficiently. We also introduce extensions of these diagrams, e.g. k-order and
k-bag Bregman Voronoi diagrams, and introduce Bregman triangulations of a set
of points and their connexion with Bregman Voronoi diagrams. We show that these
triangulations capture many of the properties of the celebrated Delaunay
triangulation. Finally, we give some applications of Bregman Voronoi diagrams
which are of interest in the context of computational geometry and machine
learning.Comment: Extend the proceedings abstract of SODA 2007 (46 pages, 15 figures
Indexing the Earth Mover's Distance Using Normal Distributions
Querying uncertain data sets (represented as probability distributions)
presents many challenges due to the large amount of data involved and the
difficulties comparing uncertainty between distributions. The Earth Mover's
Distance (EMD) has increasingly been employed to compare uncertain data due to
its ability to effectively capture the differences between two distributions.
Computing the EMD entails finding a solution to the transportation problem,
which is computationally intensive. In this paper, we propose a new lower bound
to the EMD and an index structure to significantly improve the performance of
EMD based K-nearest neighbor (K-NN) queries on uncertain databases. We propose
a new lower bound to the EMD that approximates the EMD on a projection vector.
Each distribution is projected onto a vector and approximated by a normal
distribution, as well as an accompanying error term. We then represent each
normal as a point in a Hough transformed space. We then use the concept of
stochastic dominance to implement an efficient index structure in the
transformed space. We show that our method significantly decreases K-NN query
time on uncertain databases. The index structure also scales well with database
cardinality. It is well suited for heterogeneous data sets, helping to keep EMD
based queries tractable as uncertain data sets become larger and more complex.Comment: VLDB201
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