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Paper Abstract and Keywords
Presentation 2010-03-10 14:35
Information Divergences in Local Variational Approximation of Bayesian Posterior Distribution
Kazuho Watanabe (NAIST), Masato Okada (Univ. of Tokyo), Kazushi Ikeda (NAIST) NC2009-138
Abstract (in Japanese) (See Japanese page) 
(in English) Local variational method is a technique to approximate intractable posterior distributions in Bayesian learning.
In this article, we show that the objective functions in the local variational approximation are decomposed into the sum of the Kullback information and the Bregman divergence
from the approximating posterior distribution to the Bayesian posterior distribution.
This provides a generic insight into this approximation method. Based on a geometrical argument in the space of approximating posteriors, we propose an efficient method to evaluate an upper bound of the marginal likelihood.
We demonstrate its effectiveness through the application to the event rate estimation.
Keyword (in Japanese) (See Japanese page) 
(in English) Bayesian Learning / Local Variational Approximation / Kullback Information / Event Rate Estimation / / / /  
Reference Info. IEICE Tech. Rep., vol. 109, no. 461, NC2009-138, pp. 297-302, March 2010.
Paper # NC2009-138 
Date of Issue 2010-03-02 (NC) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF NC2009-138

Conference Information
Committee NC MBE  
Conference Date 2010-03-09 - 2010-03-11 
Place (in Japanese) (See Japanese page) 
Place (in English) Tamagawa University 
Topics (in Japanese) (See Japanese page) 
Topics (in English) General 
Paper Information
Registration To NC 
Conference Code 2010-03-NC-MBE 
Language English (Japanese title is available) 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Information Divergences in Local Variational Approximation of Bayesian Posterior Distribution 
Sub Title (in English)  
Keyword(1) Bayesian Learning  
Keyword(2) Local Variational Approximation  
Keyword(3) Kullback Information  
Keyword(4) Event Rate Estimation  
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1st Author's Name Kazuho Watanabe  
1st Author's Affiliation Nara Institute of Science and Technology (NAIST)
2nd Author's Name Masato Okada  
2nd Author's Affiliation The University of Tokyo (Univ. of Tokyo)
3rd Author's Name Kazushi Ikeda  
3rd Author's Affiliation Nara Institute of Science and Technology (NAIST)
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Speaker Author-1 
Date Time 2010-03-10 14:35:00 
Presentation Time 25 minutes 
Registration for NC 
Paper # NC2009-138 
Volume (vol) vol.109 
Number (no) no.461 
Page pp.297-302 
#Pages
Date of Issue 2010-03-02 (NC) 


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