Tighter variational representations of f-divergences via restriction to probability measures
| dc.contributor.author | Ruderman, Avraham | |
| dc.contributor.author | Garcia-Garcia, Dario | |
| dc.contributor.author | Petterson, James | |
| dc.contributor.author | Reid, Mark | |
| dc.coverage.spatial | Edinburgh UK | |
| dc.date.accessioned | 2015-12-10T23:33:10Z | |
| dc.date.created | June 26-July 1 2012 | |
| dc.date.issued | 2012 | |
| dc.date.updated | 2016-02-24T08:51:58Z | |
| dc.description.abstract | We 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.isbn | 9781450312851 | |
| dc.identifier.uri | http://hdl.handle.net/1885/69169 | |
| dc.publisher | Conference Organising Committee | |
| dc.relation.ispartofseries | International Conference on Machine Learning (ICML 2012) | |
| dc.source | Proceedings of the 29th International Conference on Machine Learning, ICML 2012 | |
| dc.subject | Keywords: Number of methods; Probability measures; Learning systems; Estimation | |
| dc.title | Tighter variational representations of f-divergences via restriction to probability measures | |
| dc.type | Conference paper | |
| local.bibliographicCitation.lastpage | 678 | |
| local.bibliographicCitation.startpage | 671 | |
| local.contributor.affiliation | Ruderman, Avraham, College of Engineering and Computer Science, ANU | |
| local.contributor.affiliation | Garcia-Garcia, Dario, College of Engineering and Computer Science, ANU | |
| local.contributor.affiliation | Petterson, James, NICTA | |
| local.contributor.affiliation | Reid, Mark, College of Engineering and Computer Science, ANU | |
| local.contributor.authoruid | Ruderman, Avraham, u4971901 | |
| local.contributor.authoruid | Garcia-Garcia, Dario, u5066131 | |
| local.contributor.authoruid | Reid, Mark, u4466898 | |
| local.description.embargo | 2037-12-31 | |
| local.description.notes | Imported from ARIES | |
| local.description.refereed | Yes | |
| local.identifier.absfor | 080109 - Pattern Recognition and Data Mining | |
| local.identifier.absseo | 970108 - Expanding Knowledge in the Information and Computing Sciences | |
| local.identifier.ariespublication | f5625xPUB1941 | |
| local.identifier.scopusID | 2-s2.0-84867136405 | |
| local.type.status | Published Version |
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