Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families

Kohei Miyamoto; Andrew R. Barron; Jun'ichi Takeuchi

doi:10.1109/ISIT.2019.8849350

Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families

Kohei Miyamoto, Andrew R. Barron, Jun'ichi Takeuchi

数理情報

研究成果: Chapter in Book/Report/Conference proceeding › Conference contribution

抄録

The MDL estimators for density estimation, which are defined by two-part codes for universal coding, are analyzed. We give a two-part code for mixture families whose regret is close to the minimax regret, where regret of a code with respect to a target family is the difference between the codelength of the code and the ideal codelength achieved by an element in . Our code is constructed using a probability density in an enlarged family of (a bundle of local exponential families of ) for data description. This result gives a tight upper bound on the risk of the MDL estimator defined by the two-part code, based on the theory introduced by Barron and Cover in 1991.

本文言語	英語
ホスト出版物のタイトル	2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings
出版社	Institute of Electrical and Electronics Engineers Inc.
ページ	1442-1446
ページ数	5
ISBN（電子版）	9781538692912
DOI	https://doi.org/10.1109/ISIT.2019.8849350
出版ステータス	出版済み - 7 2019
イベント	2019 IEEE International Symposium on Information Theory, ISIT 2019 - Paris, フランス継続期間: 7 7 2019 → 7 12 2019

出版物シリーズ

名前	IEEE International Symposium on Information Theory - Proceedings
巻	2019-July
ISSN（印刷版）	2157-8095

会議

会議	2019 IEEE International Symposium on Information Theory, ISIT 2019
Country	フランス
City	Paris
Period	7/7/19 → 7/12/19

All Science Journal Classification (ASJC) codes

Theoretical Computer Science
Information Systems
Modelling and Simulation
Applied Mathematics

文献へのアクセス

10.1109/ISIT.2019.8849350

フィンガープリント「Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル

Miyamoto, K., Barron, A. R., & Takeuchi, J. (2019). Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families. In 2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings (pp. 1442-1446). [8849350] (IEEE International Symposium on Information Theory - Proceedings; Vol. 2019-July). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIT.2019.8849350

Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families. / Miyamoto, Kohei; Barron, Andrew R.; Takeuchi, Jun'ichi.

2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. p. 1442-1446 8849350 (IEEE International Symposium on Information Theory - Proceedings; Vol. 2019-July).

研究成果: Chapter in Book/Report/Conference proceeding › Conference contribution

Miyamoto, K, Barron, AR & Takeuchi, J 2019, Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families. in 2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings., 8849350, IEEE International Symposium on Information Theory - Proceedings, vol. 2019-July, Institute of Electrical and Electronics Engineers Inc., pp. 1442-1446, 2019 IEEE International Symposium on Information Theory, ISIT 2019, Paris, フランス, 7/7/19. https://doi.org/10.1109/ISIT.2019.8849350

Miyamoto K, Barron AR, Takeuchi J. Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families. In 2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2019. p. 1442-1446. 8849350. (IEEE International Symposium on Information Theory - Proceedings). https://doi.org/10.1109/ISIT.2019.8849350

Miyamoto, Kohei ; Barron, Andrew R. ; Takeuchi, Jun'ichi. / Improved MDL Estimators Using Local Exponential Family Bundles Applied to Mixture Families. 2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 1442-1446 (IEEE International Symposium on Information Theory - Proceedings).

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