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关于α分歧的估计On the Estimation of alpha-Divergences |
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| 课程网址: | http://videolectures.net/aistats2011_poczes_estimation/ |
| 主讲教师: | Barnabás Póczos |
| 开课单位: | 卡内基梅隆大学 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose new nonparametric, consistent Renyi-alpha and Tsallis-alpha divergence estimators for continuous distributions. Given two independent and identically distributed samples, a ``naive'' approach would be to simply estimate the underlying densities and plug the estimated densities into the corresponding formulas. Our proposed estimators, in contrast, avoid density estimation completely, estimating the divergences directly using only simple k-nearest-neighbor statistics. We are nonetheless able to prove that the estimators are consistent under certain conditions. We also describe how to apply these estimators to mutual information and demonstrate their efficiency via numerical experiments. |
| 关 键 词: | α分歧; 估计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-10-30：cwx |
| 阅读次数: | 13 |