In time series problems, where time ordering is a crucial issue, the use of Partial Likelihood Estimation (PLE) represents a specially suitable method for the estimation of parameters in the model. We propose a new general supervised neural network algorithm, Joint Network and Data Density Estimation (JNDDE), that employs PLE to approximate conditional probability density functions for multi-class classification problems. The logistic regression analysis is generalized to multiple class problems with softmax regression neural network used to model the a-posteriori probabilities such that they are approximated by the network outputs. Constraints to the network architecture, as well as to the model of data, are imposed, resulting in both a flexible network architecture and distribution modeling. We consider application of JNDDE to channel equalization and present simulation results.

}, keywords = {Approximation theory, Computer simulation, Constraint theory, Data structures, Joint network-data density estimation (JNDDE), Mathematical models, Multi-class a posteriori probabilities, Neural networks, Partial likelihood estimation (PLE), Probability density function, Regression analysis}, url = {http://www.scopus.com/inward/record.url?eid=2-s2.0-0033325263\&partnerID=40\&md5=8c6134020b0b2a9c5ab05b131c070b88}, author = {Juan I. Arribas and Jes{\'u}s Cid-Sueiro and T Adali and H Ni and B Wang and A R Figueiras-Vidal} } @conference {410, title = {Neural networks to estimate ML multi-class constrained conditional probability density functions}, booktitle = {Proceedings of the International Joint Conference on Neural Networks}, year = {1999}, publisher = {IEEE, United States}, organization = {IEEE, United States}, address = {Washington, DC, USA}, abstract = {In this paper, a new algorithm, the Joint Network and Data Density Estimation (JNDDE), is proposed to estimate the {\textquoteleft}a posteriori{\textquoteright} probabilities of the targets with neural networks in multiple classes problems. It is based on the estimation of conditional density functions for each class with some restrictions or constraints imposed by the classifier structure and the use Bayes rule to force the a posteriori probabilities at the output of the network, known here as a implicit set. The method is applied to train perceptrons by means of Gaussian mixture inputs, as a particular example for the Generalized Softmax Perceptron (GSP) network. The method has the advantage of providing a clear distinction between the network architecture and the model of the data constraints, giving network parameters or weights on one side and data over parameters on the other. MLE stochastic gradient based rules are obtained for JNDDE. This algorithm can be applied to hybrid labeled and unlabeled learning in a natural fashion.

}, keywords = {Generalized softmax perceptron (GSP) network, Joint network and data density estimation (JNDDE), Mathematical models, Maximum likelihood estimation, Neural networks, Probability density function, Random processes}, url = {http://www.scopus.com/inward/record.url?eid=2-s2.0-0033326060\&partnerID=40\&md5=bb38c144dac0872f3a467dc12170e6b6}, author = {Juan I. Arribas and Jes{\'u}s Cid-Sueiro and T Adali and A R Figueiras-Vidal} }