[Statlist] Special Talk: Monday, April 23, 2012 11.15am with Michael Gutmann, University of Helsinki

[Susanne Kaiser-Heinzmann]

Seminar für Statistik, ETH Zürich, Prof. Marloes Maathuis

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We are glad to announce this special talk


Monday, April 23, 2012, 11.15am, ETH Zürich Zentrum HG G 19.2

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  with Michael Gutmann, Dept. of Computer Science and Mathematics &  
Statistics, University of Helsinki


Title:
On the Estimation of Unnormalized Statistical Models

Abstract:
The talk is on the basic problem of estimating, from observed data, a  
probabilistic model which is
parameterized by a finite number of parameters.

Focus of the talk is on the particular situation where the model  
probability density function is
unnormalized. That is, the model will not integrate to one for all  
values of the parameters.
Maximum likelihood estimation can then not be used without resorting  
to numerical approximations
which are often computationally expensive.

In the talk, I will first give some background on unnormalized models.  
Then, I will introduce you to
a novel method to estimate them, explain some of its properties, and  
show how it is used in the
modeling of images.

The talk is based on the following publication:

Michael U. Gutmann and Aapo Hyvärinen,
Noise-Contrastive Estimation of Unnormalized Statistical Models, with
Applications to Natural Image Statistics,
Journal of Machine Learning Research, 13(Feb):307−361, 2012.
http://jmlr.csail.mit.edu/papers/v13/gutmann12a.html



The abstract is also to be found here:  http://stat.ethz.ch/events/research_seminar

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ETH Zürich
Seminar für Statistik
Rämistrasse 101
CH-8092 Zürich
Tel: +41 446326518 Fax: +41 446321228
sekretariat at stat.math.ethz.ch







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