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Title: Recovering Joint PMF from Pairwise Marginals
To overcome the curse of dimensionality in joint probability learning, recent work has proposed to recover the joint probability mass function (PMF) of an arbitrary number of random variables (RVs) from three-dimensional marginals, exploiting the uniqueness of tensor decomposition and the (unknown) dependence among the RVs. Nonetheless, accurately estimating three-dimensional marginals is still costly in terms of sample complexity. Tensor decomposition also poses a computationally intensive optimization problem. This work puts forth a new framework that learns the joint PMF using pairwise marginals that are relatively easy to acquire. The method is built upon nonnegative matrix factorization (NMF) theory, and features a Gram–Schmidt-like economical algorithm that works provably well under realistic conditions. Theoretical analysis of a recently proposed expectation maximization (EM) algorithm for joint PMF recovery is also presented. In particular, the EM algorithm is shown to provably improve upon the proposed pairwise marginal-based approach. Synthetic and real-data experiments are employed to showcase the effectiveness of the proposed approach.  more » « less
Award ID(s):
1808159
NSF-PAR ID:
10287503
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Asilomar Conference on Signals, Systems, and Computers
Page Range / eLocation ID:
356 to 360
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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