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关于从样本中学习分布

On Learning Distributions from their Samples
课程网址: https://videolectures.net/videos/colt2015_kamath_learning_distrib...  
主讲教师: Sudeep Kamath
开课单位: 信息不详。欢迎您在右侧留言补充。
开课时间: 2025-02-04
课程语种: 英语
中文简介:
统计学习中最自然和最重要的问题之一是如何很好地从样本中近似分布。令人惊讶的是,到目前为止,这个问题只解决了几个近似度量,例如kl散度,即使这样,答案也是特别的,不太容易理解。我们用三个更重要的近似度量来解决这个问题_1 $, $ \ l形_2^2$和$\chi^2$,如果概率有界远离零,我们解决了所有平滑的$f$散度近似度量的问题,从而提供了对分布可以从其样本近似的速率的连贯理解。
课程简介: One of the most natural and important questions in statistical learning is how well a distribution can be approximated from its samples. Surprisingly, this question has so far been resolved for only a few approximation measures, for example the KL-divergence, and even then the answer is ad hoc and not well understood. We resolve the question for three more important approximation measures, $\ell_1$, $\ell_2^2$, and $\chi^2$, and if the probabilities are bounded away from zero, we resolve the question for all smooth $f$-divergence approximation measures, thereby providing a coherent understanding of the rate at which a distribution can be approximated from its samples.
关 键 词: 统计学:样本近似:近似肚度量
课程来源: 视频讲座网
数据采集: 2025-03-28:zsp
最后编审: 2025-03-28:zsp
阅读次数: 6