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Jul, 2019
比较潜变量模型的内核斯坦检验
A Kernel Stein Test for Comparing Latent Variable Models
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Heishiro Kanagawa, Wittawat Jitkrittum, Lester Mackey, Kenji Fukumizu, Arthur Gretton
TL;DR
本文提出一种基于核的非参数拟合度检验,旨在比较两个可能具有未观测潜在变量的模型,新检验相对于分布难以处理的情况进行通用化处理,并且相对最大均值差异检验具有更高性能。
Abstract
We propose a nonparametric, kernel-based test to assess the relative
goodness of fit
of
latent variable models
with intractable unnormalized densities. Our test generalises the
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