Loading in 5 sec....

Information Geometry of Self-organizing maximum likelihoodPowerPoint Presentation

Information Geometry of Self-organizing maximum likelihood

- By
**duaa** - Follow User

- 84 Views
- Uploaded on

Download Presentation
## PowerPoint Slideshow about ' Information Geometry of Self-organizing maximum likelihood' - duaa

**An Image/Link below is provided (as is) to download presentation**

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -

Presentation Transcript

Bernoulli 2000 Conference at Riken on 27 October, 2000

Information Geometry of

Self-organizing maximum likelihood

Shinto Eguchi ISM, GUAS

This talk is based on joint research with

Dr Yutaka Kano, Osaka Univ

Maximum Likelihood Estimation (MLE)

( Fisher, 1922),

Consistency, efficiency sufficiency, unbiasedness invariance, information

Take an increasing function .

-MLE

Riemann metric

Affine connection

Conjugate

affine connection

Ciszsar’s divergence

Amari’s -divergence

Another definition of Y-likelihood

Take a positive function k(x, q) and define

Y-likelihood equation is a weighted score with integrabity.

Consistency of Y-MLE

e -contamination model of

Influence function

Asymptotic efficiency

Robustness or Efficiency

Logistic regression

Discrimination

Group I = from

Group II from

Mislabel

5

Group I

Group II

35

Group I

Group II

Output

-maximum likelihood

Self-organizing procedure

Bias potential function

Y-sufficiency

Y-factoriziable

Y-exponential family

Y-EM algorithm

Y-Regression analysis

Y-Discriminant analysis

Y-PCA

Y-ICA

?

!

Download Presentation

Connecting to Server..