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Estimation of Renyi information divergence via pruned minimal spanning trees

机译:通过修剪的最小生成树估计仁义信息差异

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In this paper we develop robust estimators of the Renyi information divergence (I-divergence) given a reference distribution and a random sample from an unknown distribution. Estimation is performed by constructing a minimal spanning tree (MST) passing through the random sample points and applying a change of measure which flattens the reference distribution. In a mixture model where the reference distribution is contaminated by an unknown noise distribution one can use these results to reject noise samples by implementing a greedy algorithm for pruning the k-longest branches of the MST, resulting in a tree called the k-MST. We illustrate this procedure in the context of density discrimination and robust clustering for a planar mixture model.
机译:在本文中,我们在给定参考分布和未知分布的随机样本的情况下,开发了对Renyi信息散度(I-散度)的鲁棒估计。通过构造穿过随机样本点的最小生成树(MST)并应用使基准分布平坦化的量度更改来执行估算。在混合模型中,参考分布受到未知噪声分布的污染,可以通过实施用于修剪MST的k个最长分支的贪婪算法,使用这些结果来拒绝噪声样本,从而生成一棵称为k-MST的树。我们在密度歧视和鲁棒聚类的平面混合模型的背景下说明了此过程。

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