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Mixture Density Network Estimation of Continuous Variable Maximum Likelihood Using Discrete Training Samples

2021-03-24Code Available0· sign in to hype

Charles Burton, Spencer Stubbs, Peter Onyisi

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Abstract

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters given a set of observables x. In some applications, training data are available only for discrete values of a continuous parameter . In such situations a number of performance-limiting issues arise which can result in biased estimates. We demonstrate the usage of MDNs for parameter estimation, discuss the origins of the biases, and propose a corrective method for each issue.

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