17,809 research outputs found
Optimal interval clustering: Application to Bregman clustering and statistical mixture learning
We present a generic dynamic programming method to compute the optimal
clustering of scalar elements into pairwise disjoint intervals. This
case includes 1D Euclidean -means, -medoids, -medians, -centers,
etc. We extend the method to incorporate cluster size constraints and show how
to choose the appropriate by model selection. Finally, we illustrate and
refine the method on two case studies: Bregman clustering and statistical
mixture learning maximizing the complete likelihood.Comment: 10 pages, 3 figure
Generalized Bhattacharyya and Chernoff upper bounds on Bayes error using quasi-arithmetic means
Bayesian classification labels observations based on given prior information,
namely class-a priori and class-conditional probabilities. Bayes' risk is the
minimum expected classification cost that is achieved by the Bayes' test, the
optimal decision rule. When no cost incurs for correct classification and unit
cost is charged for misclassification, Bayes' test reduces to the maximum a
posteriori decision rule, and Bayes risk simplifies to Bayes' error, the
probability of error. Since calculating this probability of error is often
intractable, several techniques have been devised to bound it with closed-form
formula, introducing thereby measures of similarity and divergence between
distributions like the Bhattacharyya coefficient and its associated
Bhattacharyya distance. The Bhattacharyya upper bound can further be tightened
using the Chernoff information that relies on the notion of best error
exponent. In this paper, we first express Bayes' risk using the total variation
distance on scaled distributions. We then elucidate and extend the
Bhattacharyya and the Chernoff upper bound mechanisms using generalized
weighted means. We provide as a byproduct novel notions of statistical
divergences and affinity coefficients. We illustrate our technique by deriving
new upper bounds for the univariate Cauchy and the multivariate
-distributions, and show experimentally that those bounds are not too
distant to the computationally intractable Bayes' error.Comment: 22 pages, include R code. To appear in Pattern Recognition Letter
Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
The theory of Schroedinger bridges for diffusion processes is extended to
classical and quantum discrete-time Markovian evolutions. The solution of the
path space maximum entropy problems is obtained from the a priori model in both
cases via a suitable multiplicative functional transformation. In the quantum
case, nonequilibrium time reversal of quantum channels is discussed and
space-time harmonic processes are introduced.Comment: 34 page
- …