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Unifying Divergence Minimization and Statistical Inference via Convex Duality
Published on Feb 25, 20075483 Views
We unify divergence minimization and statistical inference by means of convex duality. In the process of doing so, we prove that the dual of approximate maximum entropy estimation is maximum a posteri
Chapter list
Kernel Methods - <br>Lecture 3: Inference and Convex Duality00:05
Course Overview00:30
Inverse Problems01:13
Example03:05
Maximum Entropy Principle04:33
Proof06:27
Proof (Part II)06:31
Approximate Moment Matching07:25
Previous Work09:36
Questions11:57
Fenchel Duality12:30
Key Theorem14:02
Application: Csiszar Divergence17:12
Application: KL-Divergence19:12
Application: Conditional Models20:18
Concentration of Empirical Means21:38
Risk Bounds23:08
Risk Bounds 0126:49
Optimization29:05
Shameless Plugs30:39