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Maximum entropy and maximum likelihood criteria for feature selection from multivariate data

机译:从多元数据中选择特征的最大熵和最大似然准则

摘要

Improvements in speech recognition systems are achieved by considering projections of the high dimensional data on lower dimensional subspaces, subsequently by estimating the univariate probability densities via known univariate techniques, and then by reconstructing the density in the original higher dimensional space from the collection of univariate densities so obtained. The reconstructed density is by no means unique unless further restrictions on the estimated density are imposed. The variety of choices of candidate univariate densities as well as the choices of subspaces on which to project the data including their number further add to this non-uniqueness. Probability density functions are then considered that maximize certain optimality criterion as a solution to this problem. Specifically, those probability density function's that either maximize the entropy functional, or alternatively, the likelihood associated with the data are considered.
机译:通过考虑高维数据在低维子空间上的投影,随后通过已知的单变量技术估计单变量概率密度,然后通过从单变量密度的集合重构原始高维空间中的密度,可以实现语音识别系统的改进。如此获得。除非对估计的密度施加进一步的限制,否则重构的密度绝不是唯一的。候选单变量密度的选择以及在其上投影数据的子空间的选择(包括其数量)进一步增加了这种非唯一性。然后考虑概率密度函数,该函数最大化某些最优准则作为对此问题的解决方案。具体而言,考虑使熵函数最大化或与数据相关联的似然性的那些概率密度函数。

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