摘要翻译:
将混合高斯(MOG)模型推广到投影混合高斯(PMOG)模型。在PMOG模型中,我们假定q维输入数据点z_i由q维向量w投影到一维变量U_i中。假定投影变量u_i遵循一维MOG模型。在PMOG模型中,我们最大化观察u_i的可能性,以求一维MOG的模型参数和投影向量W。首先,我们推导了估计PMOG模型的EM算法。接下来,我们展示了PMOG模型如何应用于盲源分离(BSS)问题。与传统的基于微分熵近似的目标函数最小化相比,基于PMOG的BSS通过在投影的一维空间中拟合灵活的MOG模型来最小化投影源的微分熵,同时优化投影矢量W。PMOG比传统的盲源分离算法的优点是更灵活地拟合非高斯源密度,而不像传统的盲源分离算法那样假设接近高斯,并且仍然保持计算的可行性。
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英文标题:
《PMOG: The projected mixture of Gaussians model with application to blind
source separation》
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作者:
Gautam V. Pendse
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最新提交年份:
2010
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分类信息:
一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
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一级分类:Computer Science 计算机科学
二级分类:Artificial Intelligence 人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
We extend the mixtures of Gaussians (MOG) model to the projected mixture of Gaussians (PMOG) model. In the PMOG model, we assume that q dimensional input data points z_i are projected by a q dimensional vector w into 1-D variables u_i. The projected variables u_i are assumed to follow a 1-D MOG model. In the PMOG model, we maximize the likelihood of observing u_i to find both the model parameters for the 1-D MOG as well as the projection vector w. First, we derive an EM algorithm for estimating the PMOG model. Next, we show how the PMOG model can be applied to the problem of blind source separation (BSS). In contrast to conventional BSS where an objective function based on an approximation to differential entropy is minimized, PMOG based BSS simply minimizes the differential entropy of projected sources by fitting a flexible MOG model in the projected 1-D space while simultaneously optimizing the projection vector w. The advantage of PMOG over conventional BSS algorithms is the more flexible fitting of non-Gaussian source densities without assuming near-Gaussianity (as in conventional BSS) and still retaining computational feasibility.
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PDF链接:
https://arxiv.org/pdf/1008.2743


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