Presentation 2002/12/3
A Generalized Posterior Probability and Its Calculation Procedures
Toshiyasu MATSUSHIMA,
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Abstract(in English) The posterior probability P(Y|X = x) given the evidence X = x is calculated by the ordinary probabilistic reasoning. In the case that an evidence is given by the distribution of random variables such as P(X = x) =p_x this type of evidence is called distribution-evidence in the previous research. The probabilistic reasoning given distribution-evidence has been formalized as generalized probabilistic reasoning. We show that the posterior distribution calculated by the generalized probabilistic reasoning is the distribution that is closest to the prior distribution with Kullback-Leibler information under the restriction of marginal distributions. Iterative Proportional Fitting Procedure (IPFP) can be applied to the procedure of the generalized probabilistic reasoning. We explain efficient propagation algorithms based on IPFP for calculating marginal generalized posterior distributions on extended junction graphs (EJG). The propagation algorithms are regarded as a generalization of HUGIN and the sum-product algorithm. The propagation algorithms can be applied to not only generalized probabilistic reasoning but also many research fields such as decoding problem.
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Keyword(in English) posterior distribution / probabilistic reasoning / propagation algorithm / iterative decoding / Kullback-Leibler information / graphical modeling
Paper # IT2002-36
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Committee IT
Conference Date 2002/12/3(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Generalized Posterior Probability and Its Calculation Procedures
Sub Title (in English)
Keyword(1) posterior distribution
Keyword(2) probabilistic reasoning
Keyword(3) propagation algorithm
Keyword(4) iterative decoding
Keyword(5) Kullback-Leibler information
Keyword(6) graphical modeling
1st Author's Name Toshiyasu MATSUSHIMA
1st Author's Affiliation School of Science and Engineering, Waseda University()
Date 2002/12/3
Paper # IT2002-36
Volume (vol) vol.102
Number (no) 494
Page pp.pp.-
#Pages 8
Date of Issue