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| Presentation | 2011-03-08 09:50 A Theoretical Analysis of KL-type Generalization Error on Hidden Variable Distribution Keisuke Yamazaki (Tokyo Inst. of Tech.)  NC2010-165 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In information science, hierarchical models such as mixture models, hidden Markov models and Bayesian networks are widely used. They are all described on the basis of hidden variables and estimation of their values is a critical issue in many fields. For example, a mixture model is often used for the clustering, where the hidden variables show which clusters the given data come from. In the time series analysis, a sequence of the hidden variable on hidden Markov models or state space models represents the desired unobservable system dynamics. In spite of these practical concerns, the estimation accuracy has not been clarified yet. This paper first defines a generalization error on hidden variables, and then provides its asymptotic analysis on a Bayesian learning. Results show that the theoretical convergent rate depends on the data generating distribution unlike the prediction of unseen observable data, and that the error diverges when there are redundant hidden variables. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Hidden Variable Estimation / Generalization Error / Bayes Estimation / Asymptotic Analysis / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 110, no. 461, NC2010-165, pp. 223-228, March 2011. | |
| Paper # | NC2010-165 | |
| Date of Issue | 2011-02-28 (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 | NC2010-165 |
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| Conference Information | |
| Committee | NC MBE |
| Conference Date | 2011-03-07 - 2011-03-09 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Tamagawa University |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | NC |
| Conference Code | 2011-03-NC-MBE |
| Language | English (Japanese title is available) |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Theoretical Analysis of KL-type Generalization Error on Hidden Variable Distribution |
| Sub Title (in English) | |
| Keyword(1) | Hidden Variable Estimation |
| Keyword(2) | Generalization Error |
| Keyword(3) | Bayes Estimation |
| Keyword(4) | Asymptotic Analysis |
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| 1st Author's Name | Keisuke Yamazaki |
| 1st Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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| Speaker | Author-1 |
| Date Time | 2011-03-08 09:50:00 |
| Presentation Time | 25 minutes |
| Registration for | NC |
| Paper # | NC2010-165 |
| Volume (vol) | vol.110 |
| Number (no) | no.461 |
| Page | pp.223-228 |
| #Pages | 6 |
| Date of Issue | 2011-02-28 (NC) |
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