arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 2002.06410stat.MLcs.LG
收藏

潜变量的后验比估计

Posterior Ratio Estimation of Latent Variables

University of Bristol(布里斯托大学)

Song Liu, Yulong Zhang, Mingxuan Yi, Mladen Kolar

摘要:

密度比估计由于其比较两个数据集的底层分布的能力而引起了机器学习社区的关注。然而,在某些应用中,我们希望比较来自观测值的\emph{inferred}随机变量的分布。本文研究潜变量的两个后验概率密度函数之比的估计问题。特别是,我们假设后验比函数可以很好地近似的参数模型,然后估计使用观察到的信息和先验样本。证明了当先验样本数趋于无穷大时,估计量的相合性和估计参数的渐近正态性。最后,我们使用数值实验验证我们的理论,并通过一些实际应用证明了所提出的方法的实用性。

英文摘要:

Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some applications, we want to compare distributions of random variables that are \emph{inferred} from observations. In this paper, we study the problem of estimating the ratio between two posterior probability density functions of a latent variable. Particularly, we assume the posterior ratio function can be well-approximated by a parametric model, which is then estimated using observed information and prior samples. We prove the consistency of our estimator and the asymptotic normality of the estimated parameters as the number of prior samples tending to infinity. Finally, we validate our theories using numerical experiments and demonstrate the usefulness of the proposed method through some real-world applications.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑