Efficient global maximum likelihood estimation through kernel methods

  • Authors:
  • Cristiano Cervellera;Danilo Macciò;Marco Muselli

  • Affiliations:
  • Istituto di Studi sui Sistemi Intelligenti per l'Automazione, Consiglio Nazionale delle Ricerche, Via de Marini 6, 16149 Genova, Italy;Istituto di Studi sui Sistemi Intelligenti per l'Automazione, Consiglio Nazionale delle Ricerche, Via de Marini 6, 16149 Genova, Italy;Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni, Consiglio Nazionale delle Ricerche, Via de Marini 6, 16149 Genova, Italy

  • Venue:
  • Neural Networks
  • Year:
  • 2010

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Abstract

A new efficient technique for estimating probability densities from data through the application of the approximate global maximum likelihood (AGML) approach is proposed. It employs a composition of kernel functions to estimate the correct behavior of parameters involved in the expression of the unknown probability density. Convergence to the optimal solution is guaranteed by a deterministic learning framework when low discrepancy sequences are used to generate the centers of the kernels. Trials on mixture of Gaussians show that the proposed semi-local technique is able to efficiently approximate the maximum likelihood solution even in complex situations where implementations based on standard neural networks require an excessive computational cost.