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) |
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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) |
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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) |
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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 |
6 |
Date of Issue |
2010-03-02 (NC) |