arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2206.08051stat.MEcs.CG
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高维数据的Voronoi密度估计器:计算、紧化和收敛

Voronoi Density Estimator for High-Dimensional Data: Computation, Compactification and Convergence

Vladislav Polianskii, Giovanni Luca Marchetti, Alexander Kravberg, Anastasiia Varava, Florian T. Pokorny, Danica Kragic

AI总结:

针对Voronoi密度估计器在高维空间因计算复杂度过高而受限的问题,提出紧化Voronoi密度估计器(CVDE),提供高效数值近似算法并证明其收敛性,实验表明其在声音和图像数据上优于KDE。

摘要:

Voronoi密度估计器(VDE)是一种适应数据局部几何特征的成熟密度估计技术。然而,其适用性迄今为止仅限于二维和三维问题。这是因为Voronoi单元的复杂性随维度增长而迅速增加,使得必要的显式计算变得不可行。我们定义了VDE的一个变体,称为紧化Voronoi密度估计器(CVDE),适用于更高维度。我们提出了用于CVDE数值近似的计算高效算法,并正式证明了估计密度向原始密度的收敛性。我们通过与核密度估计器(KDE)的比较,实现并经验性地验证了CVDE。结果表明,CVDE在声音和图像数据上优于KDE。

英文摘要:

The Voronoi Density Estimator (VDE) is an established density estimation technique that adapts to the local geometry of data. However, its applicability has been so far limited to problems in two and three dimensions. This is because Voronoi cells rapidly increase in complexity as dimensions grow, making the necessary explicit computations infeasible. We define a variant of the VDE deemed Compactified Voronoi Density Estimator (CVDE), suitable for higher dimensions. We propose computationally efficient algorithms for numerical approximation of the CVDE and formally prove convergence of the estimated density to the original one. We implement and empirically validate the CVDE through a comparison with the Kernel Density Estimator (KDE). Our results indicate that the CVDE outperforms the KDE on sound and image data.

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。

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