Learning with Tree-Averaged Densities and Distributions

We utilize the ensemble of trees framework, a tractable mixture over superexponential number of tree-structured distributions [1], to develop a new model for multivariate density estimation. The model is based on a construction of treestructured copulas – multivariate distributions with uniform on [0, 1] marginals. By averaging over all possible tree structures, the new model can approximate distributions with complex variable dependencies. We propose an EM algorithm to estimate the parameters for these tree-averaged models for both the real-valued and the categorical case. Based on the tree-averaged framework, we propose a new model for joint precipitation amounts data on networks of rain stations.

• Type: Conference
• Year: 2007
• Where: NIPS
• Authors: Sergey Kirshner
• Keywords: Information Technology, Multivariate Density Estimation, Multivariate Distributions, NIPS 2007, Tree-structured Distributions