Empirische Inferenz 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}
}