Measures of Statistical Dependence

author: Arthur Gretton, Centre for Computational Statistics and Machine Learning, University College London
published: Feb. 25, 2007,   recorded: February 2006,   views: 11000
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

 Watch videos:   (click on thumbnail to launch)

Watch Part 1
Part 1 57:52
!NOW PLAYING
Watch Part 2
Part 2 04:23
!NOW PLAYING

Description

A number of important problems in signal processing depend on measures of statistical dependence. For instance, this dependence is minimised in the context of instantaneous ICA, in which linearly mixed signals are separated using their (assumed) pairwise independence from each other. A number of methods have been proposed to measure this dependence, however they generally assume a particular parametric model for the densities generating the observations. Recent work suggests that kernel methods may be used to find estimates that adapt according to the signals they compare. These methods are currently being refined, both to yeild greater accuracy, and to permit the use of the signal properties over time in improving signal separability. In addition, these methods can be applied in cases where the statistical dependence between observations must be maximised, which is true for certain classes of clustering algorithms.

See Also:

Download slides icon Download slides: mlss06au_gretton_msd.pdf (6.2 MB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: