Entropic risk minimization for nonparametric estimation of mixing distributions

We discuss a nonparametric estimation method for the mixing distributions in mixture models. The problem is formalized as a minimization of a one-parameter objective functional, which becomes the maximum likelihood estimation or the kernel vector quantization in special cases. Generalizing the theor...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Machine learning 2015-04, Vol.99 (1), p.119-136
Hauptverfasser: Watanabe, Kazuho, Ikeda, Shiro
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page 136
container_issue 1
container_start_page 119
container_title Machine learning
container_volume 99
creator Watanabe, Kazuho
Ikeda, Shiro
description We discuss a nonparametric estimation method for the mixing distributions in mixture models. The problem is formalized as a minimization of a one-parameter objective functional, which becomes the maximum likelihood estimation or the kernel vector quantization in special cases. Generalizing the theorem for the nonparametric maximum likelihood estimation, we prove the existence and discreteness of the optimal mixing distribution and provide an algorithm to calculate it. It is demonstrated that with an appropriate choice of the parameter, the proposed method is less prone to overfitting than the maximum likelihood method. We further discuss the connection between the unifying estimation framework and the rate-distortion problem.
doi_str_mv 10.1007/s10994-014-5467-7
format Article
fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_miscellaneous_1677910505</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>3629706171</sourcerecordid><originalsourceid>FETCH-LOGICAL-c458t-2dc0b8e4e24233b321749c542d72d8ea06d5fa9d22430bdc950170cd2a7dc04f3</originalsourceid><addsrcrecordid>eNp1kEtLxDAUhYMoOI7-AHcFN26qN2ke7VIGXzAwG12HNEmHjNOkJi2ov94MdSGCqwv3fudw7kHoEsMNBhC3CUPT0BIwLRnlohRHaIGZqEpgnB2jBdQ1Kzkm7BSdpbQDAMJrvkCbez_GMDhdRJfeit5517svNbrgiy7Ewgc_qKh6O8bM2DS6fj6GLsMfzm8L41I-ttNhnc7RSaf2yV78zCV6fbh_WT2V683j8-puXWrK6rEkRkNbW2oJJVXVVgQL2mhGiRHE1FYBN6xTjSGEVtAa3TDAArQhSmQl7aolup59hxjep5xL9i5pu98rb8OUJOZCNBgYsIxe_UF3YYo-p8sUp6KiTQ6xRHimdAwpRdvJIeZf46fEIA8Vy7limSuWh4qlyBoya1Jm_dbGX87_ir4BqsF_Kw</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1664734942</pqid></control><display><type>article</type><title>Entropic risk minimization for nonparametric estimation of mixing distributions</title><source>SpringerLink Journals - AutoHoldings</source><creator>Watanabe, Kazuho ; Ikeda, Shiro</creator><creatorcontrib>Watanabe, Kazuho ; Ikeda, Shiro</creatorcontrib><description>We discuss a nonparametric estimation method for the mixing distributions in mixture models. The problem is formalized as a minimization of a one-parameter objective functional, which becomes the maximum likelihood estimation or the kernel vector quantization in special cases. Generalizing the theorem for the nonparametric maximum likelihood estimation, we prove the existence and discreteness of the optimal mixing distribution and provide an algorithm to calculate it. It is demonstrated that with an appropriate choice of the parameter, the proposed method is less prone to overfitting than the maximum likelihood method. We further discuss the connection between the unifying estimation framework and the rate-distortion problem.</description><identifier>ISSN: 0885-6125</identifier><identifier>EISSN: 1573-0565</identifier><identifier>DOI: 10.1007/s10994-014-5467-7</identifier><language>eng</language><publisher>New York: Springer US</publisher><subject>Algorithms ; Artificial Intelligence ; Computer Science ; Control ; Entropy ; Joints ; Kernels ; Machine learning ; Mathematical models ; Maximum likelihood estimation ; Mechatronics ; Minimization ; Natural Language Processing (NLP) ; Optimization ; Robotics ; Simulation and Modeling ; Statistics ; Vector quantization</subject><ispartof>Machine learning, 2015-04, Vol.99 (1), p.119-136</ispartof><rights>The Author(s) 2014</rights><rights>The Author(s) 2015</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c458t-2dc0b8e4e24233b321749c542d72d8ea06d5fa9d22430bdc950170cd2a7dc04f3</citedby><cites>FETCH-LOGICAL-c458t-2dc0b8e4e24233b321749c542d72d8ea06d5fa9d22430bdc950170cd2a7dc04f3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s10994-014-5467-7$$EPDF$$P50$$Gspringer$$Hfree_for_read</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s10994-014-5467-7$$EHTML$$P50$$Gspringer$$Hfree_for_read</linktohtml><link.rule.ids>314,780,784,27923,27924,41487,42556,51318</link.rule.ids></links><search><creatorcontrib>Watanabe, Kazuho</creatorcontrib><creatorcontrib>Ikeda, Shiro</creatorcontrib><title>Entropic risk minimization for nonparametric estimation of mixing distributions</title><title>Machine learning</title><addtitle>Mach Learn</addtitle><description>We discuss a nonparametric estimation method for the mixing distributions in mixture models. The problem is formalized as a minimization of a one-parameter objective functional, which becomes the maximum likelihood estimation or the kernel vector quantization in special cases. Generalizing the theorem for the nonparametric maximum likelihood estimation, we prove the existence and discreteness of the optimal mixing distribution and provide an algorithm to calculate it. It is demonstrated that with an appropriate choice of the parameter, the proposed method is less prone to overfitting than the maximum likelihood method. We further discuss the connection between the unifying estimation framework and the rate-distortion problem.</description><subject>Algorithms</subject><subject>Artificial Intelligence</subject><subject>Computer Science</subject><subject>Control</subject><subject>Entropy</subject><subject>Joints</subject><subject>Kernels</subject><subject>Machine learning</subject><subject>Mathematical models</subject><subject>Maximum likelihood estimation</subject><subject>Mechatronics</subject><subject>Minimization</subject><subject>Natural Language Processing (NLP)</subject><subject>Optimization</subject><subject>Robotics</subject><subject>Simulation and Modeling</subject><subject>Statistics</subject><subject>Vector quantization</subject><issn>0885-6125</issn><issn>1573-0565</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2015</creationdate><recordtype>article</recordtype><sourceid>C6C</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><recordid>eNp1kEtLxDAUhYMoOI7-AHcFN26qN2ke7VIGXzAwG12HNEmHjNOkJi2ov94MdSGCqwv3fudw7kHoEsMNBhC3CUPT0BIwLRnlohRHaIGZqEpgnB2jBdQ1Kzkm7BSdpbQDAMJrvkCbez_GMDhdRJfeit5517svNbrgiy7Ewgc_qKh6O8bM2DS6fj6GLsMfzm8L41I-ttNhnc7RSaf2yV78zCV6fbh_WT2V683j8-puXWrK6rEkRkNbW2oJJVXVVgQL2mhGiRHE1FYBN6xTjSGEVtAa3TDAArQhSmQl7aolup59hxjep5xL9i5pu98rb8OUJOZCNBgYsIxe_UF3YYo-p8sUp6KiTQ6xRHimdAwpRdvJIeZf46fEIA8Vy7limSuWh4qlyBoya1Jm_dbGX87_ir4BqsF_Kw</recordid><startdate>20150401</startdate><enddate>20150401</enddate><creator>Watanabe, Kazuho</creator><creator>Ikeda, Shiro</creator><general>Springer US</general><general>Springer Nature B.V</general><scope>C6C</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>3V.</scope><scope>7SC</scope><scope>7XB</scope><scope>88I</scope><scope>8AL</scope><scope>8AO</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>GNUQQ</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K7-</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0N</scope><scope>M2P</scope><scope>P5Z</scope><scope>P62</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>Q9U</scope><scope>7U5</scope></search><sort><creationdate>20150401</creationdate><title>Entropic risk minimization for nonparametric estimation of mixing distributions</title><author>Watanabe, Kazuho ; Ikeda, Shiro</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c458t-2dc0b8e4e24233b321749c542d72d8ea06d5fa9d22430bdc950170cd2a7dc04f3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2015</creationdate><topic>Algorithms</topic><topic>Artificial Intelligence</topic><topic>Computer Science</topic><topic>Control</topic><topic>Entropy</topic><topic>Joints</topic><topic>Kernels</topic><topic>Machine learning</topic><topic>Mathematical models</topic><topic>Maximum likelihood estimation</topic><topic>Mechatronics</topic><topic>Minimization</topic><topic>Natural Language Processing (NLP)</topic><topic>Optimization</topic><topic>Robotics</topic><topic>Simulation and Modeling</topic><topic>Statistics</topic><topic>Vector quantization</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Watanabe, Kazuho</creatorcontrib><creatorcontrib>Ikeda, Shiro</creatorcontrib><collection>Springer Nature OA Free Journals</collection><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest Pharma Collection</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies &amp; Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>ProQuest Central Student</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>Computer Science Database</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts – Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>Computing Database</collection><collection>Science Database</collection><collection>Advanced Technologies &amp; Aerospace Database</collection><collection>ProQuest Advanced Technologies &amp; Aerospace Collection</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>ProQuest Central Basic</collection><collection>Solid State and Superconductivity Abstracts</collection><jtitle>Machine learning</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Watanabe, Kazuho</au><au>Ikeda, Shiro</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Entropic risk minimization for nonparametric estimation of mixing distributions</atitle><jtitle>Machine learning</jtitle><stitle>Mach Learn</stitle><date>2015-04-01</date><risdate>2015</risdate><volume>99</volume><issue>1</issue><spage>119</spage><epage>136</epage><pages>119-136</pages><issn>0885-6125</issn><eissn>1573-0565</eissn><abstract>We discuss a nonparametric estimation method for the mixing distributions in mixture models. The problem is formalized as a minimization of a one-parameter objective functional, which becomes the maximum likelihood estimation or the kernel vector quantization in special cases. Generalizing the theorem for the nonparametric maximum likelihood estimation, we prove the existence and discreteness of the optimal mixing distribution and provide an algorithm to calculate it. It is demonstrated that with an appropriate choice of the parameter, the proposed method is less prone to overfitting than the maximum likelihood method. We further discuss the connection between the unifying estimation framework and the rate-distortion problem.</abstract><cop>New York</cop><pub>Springer US</pub><doi>10.1007/s10994-014-5467-7</doi><tpages>18</tpages><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier ISSN: 0885-6125
ispartof Machine learning, 2015-04, Vol.99 (1), p.119-136
issn 0885-6125
1573-0565
language eng
recordid cdi_proquest_miscellaneous_1677910505
source SpringerLink Journals - AutoHoldings
subjects Algorithms
Artificial Intelligence
Computer Science
Control
Entropy
Joints
Kernels
Machine learning
Mathematical models
Maximum likelihood estimation
Mechatronics
Minimization
Natural Language Processing (NLP)
Optimization
Robotics
Simulation and Modeling
Statistics
Vector quantization
title Entropic risk minimization for nonparametric estimation of mixing distributions
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-12T21%3A53%3A59IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Entropic%20risk%20minimization%20for%20nonparametric%20estimation%20of%20mixing%20distributions&rft.jtitle=Machine%20learning&rft.au=Watanabe,%20Kazuho&rft.date=2015-04-01&rft.volume=99&rft.issue=1&rft.spage=119&rft.epage=136&rft.pages=119-136&rft.issn=0885-6125&rft.eissn=1573-0565&rft_id=info:doi/10.1007/s10994-014-5467-7&rft_dat=%3Cproquest_cross%3E3629706171%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1664734942&rft_id=info:pmid/&rfr_iscdi=true