| Presentation | 2004/10/12 Expectation maximum algorithm and statistical physics Jun-ichi INOUE, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | When we attempt to make statistical inference by using Markov random fields or Bayesian networks, theprobabilistic model includes hyper-parameters and some missing data which are impossible to be observed. In suchcases, we should choose the strategy that maximizes so-called marginal likelihood function and regard the solution ofthis optimization problem as the best suitable values of the hyper-parameters. To maximize the marginal likelihoodfunction systematically, EM algorithm (Expectation Maximum algorithm) is widely used. In this talk, I present severalaspects of this algorithm from a view point of statistical mechanics. I also show the relation between the EM andstatistical physics with the following key concepts in mind : marginal likelihood function and free energy, MCMCmethod and meanfield approximation, replica method etc. for several problems of information processing. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | EM algorithm / Maximum likelihood estimate / Statistical mechanics / Gaussian mixture / MRFs |
| Paper # | NC2004-76 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2004/10/12(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Expectation maximum algorithm and statistical physics |
| Sub Title (in English) | |
| Keyword(1) | EM algorithm |
| Keyword(2) | Maximum likelihood estimate |
| Keyword(3) | Statistical mechanics |
| Keyword(4) | Gaussian mixture |
| Keyword(5) | MRFs |
| 1st Author's Name | Jun-ichi INOUE |
| 1st Author's Affiliation | Graduate School of Information Science and Technology, Hokkaido University() |
| Date | 2004/10/12 |
| Paper # | NC2004-76 |
| Volume (vol) | vol.104 |
| Number (no) | 349 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |