The cross-entropy method for blind multiuser detection

We consider the problem of blind multiuser detection. We adopt a Bayesian approach where unknown parameters are considered random and integrated out. Computing the maximum a posteriori estimate of the input data sequence requires solving a combinatorial optimization problem. We propose here to apply the Cross-Entropy method recently introduced by Rubinstein. The performance of cross-entropy is compared to Markov chain Monte Carlo. For similar Bit Error Rate performance, we demonstrate that Cross-Entropy outperforms a generic Markov chain Monte Carlo method in terms of operation time.

Development of low entropy coding in a recurrent network.

In this paper we present an unsupervised neural network which exhibits competition between units via inhibitory feedback. The operation is such as to minimize reconstruction error, both for individual patterns, and over the entire training set. A key difference from networks which perform principal components analysis, or one of its variants, is the ability to converge to non-orthogonal weight values. We discuss the network's operation in relation to the twin goals of maximizing information transfer and minimizing code entropy, and show how the assignment of prior probabilities to network outputs can help to reduce entropy. We present results from two binary coding problems, and from experiments with image coding.

Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.