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research article
Convex Quantization Preserves Logconcavity
January 1, 2022
A logconcave likelihood is as important to proper statistical inference as a convex cost function is important to variational optimization. Quantization is often disregarded when writing likelihood models, ignoring the limitations of the physical detectors used to collect the data. These two facts call for the question: would including quantization in likelihood models preclude logconcavity? are the true data likelihoods logconcave? We provide a general proof that the same simple assumption that leads to logconcave continuous-data likelihoods also leads to logconcave quantized-data likelihoods, provided that convex quantization regions are used.
Type
research article
Web of Science ID
WOS:000915831400004
Author(s)
Date Issued
2022-01-01
Published in
Volume
29
Start page
2697
End page
2701
Subjects
Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
February 27, 2023
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