| Presentation | 2005/3/23 Stochastic Complexities for Mixture of Exponential Family in Variational Bayes Approach Kazuho WATANABE, Sumio WATANABE, |
|---|---|
| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The Variational Bayes learning, proposed as an approximation of the Bayesian learning, has provided computational tractability and good generalization performance in many applications. However, little has been done to investigate its theoretical properties. In this paper, we discuss the Variational Bayes learning of the mixture of exponential families and derive the upper and lower bounds of the stochastic complexities or the marginal likelihoods. We show that the stochastic complexities become smaller than those of regular statistical models, which means the advantage of the Bayesian learning still remains in the Variational Bayes learning. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Mixture Model / Variational Bayes Learning / Stochastic Complexity / Singular Statistical Model |
| Paper # | NC2004-211 |
| Date of Issue |
| Conference Information | |
| Committee | NC |
|---|---|
| Conference Date | 2005/3/23(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 | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Stochastic Complexities for Mixture of Exponential Family in Variational Bayes Approach |
| Sub Title (in English) | |
| Keyword(1) | Mixture Model |
| Keyword(2) | Variational Bayes Learning |
| Keyword(3) | Stochastic Complexity |
| Keyword(4) | Singular Statistical Model |
| 1st Author's Name | Kazuho WATANABE |
| 1st Author's Affiliation | Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology() |
| 2nd Author's Name | Sumio WATANABE |
| 2nd Author's Affiliation | P&I Lab, Tokyo Institute of Technology |
| Date | 2005/3/23 |
| Paper # | NC2004-211 |
| Volume (vol) | vol.104 |
| Number (no) | 760 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |