Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Extension of the Blahut-Arimoto algorithm for maximizing directed
  information   We extend the Blahut-Arimoto algorithm for maximizing Massey's directed
information. The algorithm can be used for estimating the capacity of channels
with delayed feedback, where the feedback is a deterministic function of the
output. In order to do so, we apply the ideas from the regular Blahut-Arimoto
algorithm, i.e., the alternating maximization procedure, onto our new problem.
We provide both upper and lower bound sequences that converge to the optimum
value. Our main insight in this paper is that in order to find the maximum of
the directed information over causal conditioning probability mass function
(PMF), one can use a backward index time maximization combined with the
alternating maximization procedure. We give a detailed description of the
algorithm, its complexity, the memory needed, and several numerical examples.

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The categories of this paper are: physics
27
The categories of this paper are: comp-gas
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
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The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
10
The categories of this paper are: q-bio
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The categories of this paper are: hep-th
35
The categories of this paper are: mtrl-th
23
The categories of this paper are: solv-int
18
The categories of this paper are: econ
16
The categories of this paper are: stat
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The categories of this paper are: nlin
21
The categories of this paper are: adap-org