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Tighter variational representations of f-divergences via restriction to probability measures

dc.contributor.authorRuderman, Avraham
dc.contributor.authorGarcia-Garcia, Dario
dc.contributor.authorPetterson, James
dc.contributor.authorReid, Mark
dc.coverage.spatialEdinburgh UK
dc.date.accessioned2015-12-10T23:33:10Z
dc.date.createdJune 26-July 1 2012
dc.date.issued2012
dc.date.updated2016-02-24T08:51:58Z
dc.description.abstractWe show that the variational representations for f-divergences currently used in the literature can be tightened. This has implications to a number of methods recently proposed based on this representation. As an example application we use our tighter representation to derive a general f-divergence estimator based on two i.i.d. samples and derive the dual program for this estimator that performs well empirically. We also point out a connection between our estimator and MMD.
dc.identifier.isbn9781450312851
dc.identifier.urihttp://hdl.handle.net/1885/69169
dc.publisherConference Organising Committee
dc.relation.ispartofseriesInternational Conference on Machine Learning (ICML 2012)
dc.sourceProceedings of the 29th International Conference on Machine Learning, ICML 2012
dc.subjectKeywords: Number of methods; Probability measures; Learning systems; Estimation
dc.titleTighter variational representations of f-divergences via restriction to probability measures
dc.typeConference paper
local.bibliographicCitation.lastpage678
local.bibliographicCitation.startpage671
local.contributor.affiliationRuderman, Avraham, College of Engineering and Computer Science, ANU
local.contributor.affiliationGarcia-Garcia, Dario, College of Engineering and Computer Science, ANU
local.contributor.affiliationPetterson, James, NICTA
local.contributor.affiliationReid, Mark, College of Engineering and Computer Science, ANU
local.contributor.authoruidRuderman, Avraham, u4971901
local.contributor.authoruidGarcia-Garcia, Dario, u5066131
local.contributor.authoruidReid, Mark, u4466898
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor080109 - Pattern Recognition and Data Mining
local.identifier.absseo970108 - Expanding Knowledge in the Information and Computing Sciences
local.identifier.ariespublicationf5625xPUB1941
local.identifier.scopusID2-s2.0-84867136405
local.type.statusPublished Version

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