Presentation 2005/3/23
A Proposal and Effectiveness of the Optimal Approximation for Bayesian Posterior Distribution
Kenji NAGATA, Sumio WATANABE,
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Abstract(in English) A lot of learning machines such as neural networks, normal mixtures, Bayesian networks, and hidden Markov models are singular statistical models. When the Bayesian posterior distribution is approximated by Markov Chain Monte Carlo method, it requires huge costs. In this paper, we propose a new method to approximate the Bayesian posterior distribution of the singular statistical models by a comparatively simple distribution. And the properties of the proposed method are shown by experimetal results.
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Keyword(in English) Singular Learning Machines / Bayesian Posterior distribution / Markov Chain Monte Carlo (MCMC) Method / Stochastic Complexity
Paper # NC2004-226
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Committee NC
Conference Date 2005/3/23(1days)
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Registration To Neurocomputing (NC)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Proposal and Effectiveness of the Optimal Approximation for Bayesian Posterior Distribution
Sub Title (in English)
Keyword(1) Singular Learning Machines
Keyword(2) Bayesian Posterior distribution
Keyword(3) Markov Chain Monte Carlo (MCMC) Method
Keyword(4) Stochastic Complexity
1st Author's Name Kenji NAGATA
1st Author's Affiliation Department of Computational Intelligence & 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 # NC2004-226
Volume (vol) vol.104
Number (no) 760
Page pp.pp.-
#Pages 6
Date of Issue