Empirical Inference
Conference Paper
2008
Tailoring density estimation via reproducing kernel moment matching
Moment matching is a popular means of parametric density estimation. We extend this technique to nonparametric estimation of mixture models. Our approach works by embedding distributions into a reproducing kernel Hilbert space, and performing moment matching in that space. This allows us to tailor density estimators to a function class of interest (i.e., for which we would like to compute expectations). We show our density estimation approach is useful in applications such as message compression in graphical models, and image classification and retrieval.
Author(s): | Song, L. and Zhang, X. and Smola, A. and Gretton, A. and Schölkopf, B. |
Book Title: | Proceedings of the 25th International Conference onMachine Learning |
Pages: | 992-999 |
Year: | 2008 |
Month: | July |
Day: | 0 |
Editors: | WW Cohen and A McCallum and S Roweis |
Publisher: | ACM Press |
Bibtex Type: | Conference Paper (inproceedings) |
Address: | New York, NY, USA |
DOI: | 10.1145/1390156.1390281 |
Event Name: | ICML 2008 |
Event Place: | Helsinki, Finland |
Electronic Archiving: | grant_archive |
Language: | en |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
BibTex
@inproceedings{5155, title = {Tailoring density estimation via reproducing kernel moment matching}, booktitle = {Proceedings of the 25th International Conference onMachine Learning}, abstract = {Moment matching is a popular means of parametric density estimation. We extend this technique to nonparametric estimation of mixture models. Our approach works by embedding distributions into a reproducing kernel Hilbert space, and performing moment matching in that space. This allows us to tailor density estimators to a function class of interest (i.e., for which we would like to compute expectations). We show our density estimation approach is useful in applications such as message compression in graphical models, and image classification and retrieval.}, pages = {992-999}, editors = {WW Cohen and A McCallum and S Roweis}, publisher = {ACM Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {New York, NY, USA}, month = jul, year = {2008}, slug = {5155}, author = {Song, L. and Zhang, X. and Smola, A. and Gretton, A. and Sch{\"o}lkopf, B.}, month_numeric = {7} }