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- W2161105493 abstract "Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dictionary learning model, which expresses the conditional response density as a convex combination of dictionary densities, with the densities used and their weights dependent on the path through a tree decomposition of the feature space. A fast graph partitioning algorithm is applied to obtain the tree decomposition, with Bayesian methods then used to adaptively prune and average over different sub-trees in a soft probabilistic manner. The algorithm scales efficiently to approximately one million features. State of the art predictive performance is demonstrated for toy examples and two neuroscience applications including up to a million features." @default.
- W2161105493 created "2016-06-24" @default.
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- W2161105493 date "2013-12-05" @default.
- W2161105493 modified "2023-09-24" @default.
- W2161105493 title "Multiscale Dictionary Learning for Estimating Conditional Distributions" @default.
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- W2161105493 doi "https://doi.org/10.6084/m9.figshare.1284161.v1" @default.
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