高维分布的非高斯分布In search of Non-Gaussian Components of a High-Dimensional Distribution |
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课程网址: | http://videolectures.net/slsfs05_kawanabe_sngch/ |
主讲教师: | Motoaki Kawanabe |
开课单位: | ATR脑信息交流研究实验室组 |
开课时间: | 2007-02-25 |
课程语种: | 英语 |
中文简介: | 在高维数据分析中,寻找非高斯分量是实现高效信息处理的重要预处理步骤。本文提出了一种新的线性方法来识别一个非常通用的半参数框架内的非高斯子空间。我们提出的非高斯分量分析方法(NGCA)基本上是基于这样一个理论事实:通过一个任意的非线性函数,可以构造一个近似于低维非高斯子空间的向量。由于不同的非线性函数产生不同的方向,人们可以从一组不同的非线性函数中获得近似的子空间。然后利用PCA对非高斯子空间进行识别。数值研究表明了我们方法的有效性。 |
课程简介: | In high dimensional data analysis, finding non-Gaussian components is an important preprocessing step for efficient information processing. This article proposes a new linear method to identify the non- Gaussian subspace within a very general semi-parametric framework. Our proposed method NGCA (Non-Gaussian Component Analysis) is essentially based on the theoretical fact that, via an arbitrary nonlinear function, a vector which approximately belongs to the low dimensional non-Gaussian subspace can be constructed. Since different nonlinear functions yield different directions, one can obtain an approximate subspace from a set of different nonlinear functions. PCA is then applied to identify the non-Gaussian subspace. A numerical study demonstrates the usefulness of our method. |
关 键 词: | 计算机科学; 机器学习; 高斯过程 |
课程来源: | 视频讲座网 |
最后编审: | 2020-06-01:吴雨秋(课程编辑志愿者) |
阅读次数: | 50 |