Presentation | 2002/12/3 A Generalized Posterior Probability and Its Calculation Procedures Toshiyasu MATSUSHIMA, |
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Abstract(in Japanese) | (See Japanese page) |
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. |
Keyword(in Japanese) | (See Japanese page) |
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 |
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Conference Date | 2002/12/3(1days) |
Place (in Japanese) | (See Japanese page) |
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Topics (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Information Theory (IT) |
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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 |
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