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Content Provider | IEEE Xplore Digital Library |
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Author | Lexa, M.A. |
Copyright Year | 1991 |
Abstract | Empirical divergence maximization (EDM) refers to a recently proposed strategy for estimating f-divergences and likelihood ratio functions. This paper extends the idea to empirical vector quantization where one seeks to empirically derive quantization rules that maximize the Kullback-Leibler divergence between two statistical hypotheses. We analyze the estimator's error convergence rate leveraging Tsybakov's margin condition and show that rates as fast as n-1 are possible, where n equals the number of training samples. We also show that the Flynn and Gray algorithm can be used to efficiently compute EDM estimates and show that they can be efficiently and accurately represented by recursive dyadic partitions. The EDM formulation have several advantages. First, the formulation gives access to the tools and results of empirical process theory that quantify the estimator's error convergence rate. Second, the formulation provides a previously unknown derivation for the Flynn and Gray algorithm. Third, the flexibility it affords allows one to avoid a small-cell assumption common in other approaches. Finally, we illustrate the potential use of the method through an example. |
Sponsorship | IEEE Signal Processing Society |
Starting Page | 6408 |
Ending Page | 6420 |
Page Count | 13 |
File Size | 3799384 |
File Format | |
ISSN | 1053587X |
Volume Number | 60 |
Issue Number | 12 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 2012-12-01 |
Publisher Place | U.S.A. |
Access Restriction | One Nation One Subscription (ONOS) |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Signal processing algorithms Convergence Partitioning algorithms Risk management Vector quantization Probability distribution vector quantization Empirical divergence maximization error convergence rates Kullback-Leibler divergence recursive dyadic partitions |
Content Type | Text |
Resource Type | Article |
Subject | Signal Processing Electrical and Electronic Engineering |
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