| Presentation | 2005/3/23 On the Stochastic Complexity of Hidden Markov Models in Variational Bayesian Learning Tikara HOSINO, Kazuho WATANABE, Sumio WATANABE, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Variational Bayesian Learning is proposed for the approximation method of Bayesian learning. In spite of efficiency and experimental good performance, their mathematical property has not yet been clarified. In this paper we analyze variational Bayesian hidden Markov models which includes the true one thus the model is non-identifiable. We derive their asymptotic stochastic complexity. It is shown that in some prior condition, the stochastic complexity is much smaller than identifiable models. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Hidden Markov Models / Non-identifiability / Variational Bayesian Learning / Stochastic Complexity |
| Paper # | NC2004-225 |
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| Committee | NC |
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| Conference Date | 2005/3/23(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 | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On the Stochastic Complexity of Hidden Markov Models in Variational Bayesian Learning |
| Sub Title (in English) | |
| Keyword(1) | Hidden Markov Models |
| Keyword(2) | Non-identifiability |
| Keyword(3) | Variational Bayesian Learning |
| Keyword(4) | Stochastic Complexity |
| 1st Author's Name | Tikara HOSINO |
| 1st Author's Affiliation | Computational Intelligence and System Science, Tokyo Inistitute of Technology:Nihon Unisys, Ltd.() |
| 2nd Author's Name | Kazuho WATANABE |
| 2nd Author's Affiliation | Computational Intelligence and System Science, Tokyo Inistitute of Technology |
| 3rd Author's Name | Sumio WATANABE |
| 3rd Author's Affiliation | Precision and Intelligence Laboratory, Tokyo Institute of Technology |
| Date | 2005/3/23 |
| Paper # | NC2004-225 |
| Volume (vol) | vol.104 |
| Number (no) | 760 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |