Monthly
288 pp. per issue
6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

January 1, 2005, Vol. 17, No. 1, Pages 1-6
(doi: 10.1162/0899766052530884)
© 2004 Massachusetts Institute of Technology
How to Pretend That Correlated Variables Are Independent by Using Difference Observations
Article PDF (60.82 KB)
Abstract

In many areas of data modeling, observations at different locations (e.g., time frames or pixel locations) are augmented by differences of nearby observations (e.g., δ features in speech recognition, Gabor jets in image analysis). These augmented observations are then often modeled as being independent. How can this make sense? We provide two interpretations, showing (1) that the likelihood of data generated from an autoregressive process can be computed in terms of “independent” augmented observations and (2) that the augmented observations can be given a coherent treatment in terms of the products of experts model (Hinton, 1999).