Learning Arbitrary Statistical Mixtures of Discrete Distributions
Jian Li, Yuval Rabani, Leonard J. Schulman, Chaitanya Swamy
Abstract
Jian Li, Yuval Rabani, Leonard J. Schulman, Chaitanya Swamy
Abstract
We study the problem of learning from unlabeled samples very general statistical mixture models on large finite sets. Specifically, the model to be learned, mix, is a probability distribution over probability distributions p, where each such p is a probability distribution over [n] = {1,2,...,n}. When we sample from mix, we do not observe p directly, but only indirectly and in very noisy fashion, by sampling from [n] repeatedly, independently K times from the distribution p. The problem is to infer mix to high accuracy in transportation (earthmover) distance.
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We study the problem of learning from unlabeled samples very general statistical mixture models on large finite sets. Specifically, the model to be learned, mix, is a probability distribution over probability distributions p, where each such p is a probability distribution over [n] = {1,2,...,n}. When we sample from mix, we do not observe p directly, but only indirectly and in very noisy fashion, by sampling from [n] repeatedly, independently K times from the distribution p. The problem is to infer mix to high accuracy in transportation (earthmover) distance.
Key concepts: Probability distribution, Sampling distribution, Sample (material), Distribution (mathematics), Statistical model, Sampling (signal processing), Computer science, Mathematics