Sparse density estimation on the multinomial manifold

Hong, X. ORCID: https://orcid.org/0000-0002-6832-2298, Gao, J., Chen, S. and Zia, T. (2015) Sparse density estimation on the multinomial manifold. IEEE Transactions on Neural Networks and Learning Systems, 26 (11). pp. 2972-2977. ISSN 2162-237X doi: 10.1109/TNNLS.2015.2389273

Abstract/Summary

A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion for the finite mixture model. Since the constraint on the mixing coefficients of the finite mixture model is on the multinomial manifold, we use the well-known Riemannian trust-region (RTR) algorithm for solving this problem. The first- and second-order Riemannian geometry of the multinomial manifold are derived and utilized in the RTR algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with an accuracy competitive with those of existing kernel density estimators.

Item Type	Article
URI	https://reading-pure-test.eprints-hosting.org/id/eprint/39718
Identification Number/DOI	10.1109/TNNLS.2015.2389273
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science Central Services
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