An Information Theoretic Analysis of Maximum Likelihood Mixture Estimation for Exponential Families
Abstract
An important task in unsupervised learning is maximum likelihood mixture estimation (MLME) for exponential families. In this paper, we prove a mathematical equivalence between this MLME problem and the rate distortion problem for Bregman divergences. We also present new theoretical results in rate distortion theory for Bregman divergences. Further, an analysis of the problems as a trade-off between compression and preservation of information is presented that yields the information bottleneck method as an interesting special case.
Cite
Text
Banerjee et al. "An Information Theoretic Analysis of Maximum Likelihood Mixture Estimation for Exponential Families." International Conference on Machine Learning, 2004. doi:10.1145/1015330.1015431Markdown
[Banerjee et al. "An Information Theoretic Analysis of Maximum Likelihood Mixture Estimation for Exponential Families." International Conference on Machine Learning, 2004.](https://mlanthology.org/icml/2004/banerjee2004icml-information/) doi:10.1145/1015330.1015431BibTeX
@inproceedings{banerjee2004icml-information,
title = {{An Information Theoretic Analysis of Maximum Likelihood Mixture Estimation for Exponential Families}},
author = {Banerjee, Arindam and Dhillon, Inderjit S. and Ghosh, Joydeep and Merugu, Srujana},
booktitle = {International Conference on Machine Learning},
year = {2004},
doi = {10.1145/1015330.1015431},
url = {https://mlanthology.org/icml/2004/banerjee2004icml-information/}
}