| Presentation | 2003/1/28 Dynamics of the deterministic annealing EM algorithm extended by means of non-extensive statistical mechanics Jun-ichi INOUE, Katsumi TABUSHI, |
|---|---|
| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We extend the EM algorithm to overcome its bottleneck, that is to say, the problem of local maxima of the marginal likelihood due to its strong dependence of initial conditions. As an alternative posterior distribution appearing in the so-called Q-function, we use the distribution that maximizes the non-extensive Tsallis entropy. The distribution we introduce has a parameter q which represents the non-extensivity of the entropy. We control the parameter q so as to weaken the influence of the initial conditions. In order to investigate its performance, we apply our algorithm to Gaussian mixture estimation problems under some additive noises. In large data limit, we derive the averaged update equations w. r. t. hyper-parameters, marginal likelihood etc. analytically. Our analysis supports usefulness of our algorithm. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | EM algorithm / Maximum likelihood estimate / Non-extensive statistical mechanics / Tsallis entropy / Gaussian mixture |
| Paper # | NC2002-126 |
| Date of Issue |
| Conference Information | |
| Committee | NC |
|---|---|
| Conference Date | 2003/1/28(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Neurocomputing (NC) |
|---|---|
| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Dynamics of the deterministic annealing EM algorithm extended by means of non-extensive statistical mechanics |
| Sub Title (in English) | |
| Keyword(1) | EM algorithm |
| Keyword(2) | Maximum likelihood estimate |
| Keyword(3) | Non-extensive statistical mechanics |
| Keyword(4) | Tsallis entropy |
| Keyword(5) | Gaussian mixture |
| 1st Author's Name | Jun-ichi INOUE |
| 1st Author's Affiliation | Graduate School of Engineering, Hokkaido University() |
| 2nd Author's Name | Katsumi TABUSHI |
| 2nd Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| Date | 2003/1/28 |
| Paper # | NC2002-126 |
| Volume (vol) | vol.102 |
| Number (no) | 628 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |