PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Nonparametric divergence estimators for independent subspace analysis
Barnabas Poczos, Zoltan Szabo and Jeff Schneider
In: 19th European Signal Processing Conference (EUSIPCO) -- Special Session on Dependent Component Analysis, 29 Aug - 02 Sep 2011, Barcelona, Spain.

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Abstract

In this paper we propose new nonparametric Rényi, Tsallis, and L2 divergence estimators and demonstrate their applicability to mutual information estimation and independent subspace analysis. Given two independent and identically distributed samples, a ''naïve'' divergence estimation approach would simply estimate the underlying densities, and plug these densities into the corresponding integral formulae. In contrast, our estimators avoid the need to consistently estimate these densities, and still they can lead to consistent estimations. Numerical experiments illustrate the efficiency of the algorithms.

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EPrint Type:Conference or Workshop Item (Paper)
Additional Information:http://www.eurasip.org/Proceedings/Eusipco/Eusipco2011/papers/1569422345.pdf
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:9538
Deposited By:Zoltan Szabo
Deposited On:30 May 2012

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