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分布相似性的主观测度

Subjective Measure for Distribution Similarity
课程网址: http://videolectures.net/ripd07_david_smd/  
主讲教师: Shai Ben-David
开课单位: 滑铁卢大学
开课时间: 2008-02-25
课程语种: 英语
中文简介:
我们提出了一种定义概率分布之间相似性的“主观”方法。我们的度量由域的子集的集合H参数化,在集合H上定义概率分布。 直观地说,H是关于人们希望分析的分布的性质的“感兴趣的子集”的集合。 引入该措施背后的动机来自现实生活场景,其中人们只关心某些分布变化。 与更传统的分布相似性概念(例如L1 Norm)相比,我们的测量可以从两个分布中抽取的一对有限样本中可靠地估计。   我们已经在几个应用领域中证明了新测量的有用性,包括流数据中的变化检测,传感器网络数据的分析和领域适应学习。
课程简介: We propose a 'subjective' way of defining similarity between probability distributions.Our measure is parameterized by a collection H of subsets of the domain over which the probability distributions are defined. Intuitively speaking, H is the collection of 'subsets of interest' with respect to theproperties of the distributions that one wishes to analyze. The motivation behind the introduction of that measure comes from real life scenarios in which one cares only about certain distribution changes. In contrast with more traditional notions of distribution similarity (such as the L1 Norm) our measure can be reliably estimated from a pair of finite samples drawn from the two distributions. We have demonstrated the usefulness of the new measure in several areas of applications, including change detection in streaming data, the analysis of sensor network data and domain adaptation learning.
关 键 词: 定义概率分布; 分布相似性; 传感器
课程来源: 视频讲座网
最后编审: 2019-09-16:cjy
阅读次数: 43