Asymptotic analysis of approximate Bayesian inference methods

• Project/Area Number: 20800012
• Research Category: Grant-in-Aid for Young Scientists (Start-up)
• Allocation Type: Single-year Grants
• Research Field: Intelligent informatics
• Research Institution: The University of Tokyo
• Principal Investigator: WATANABE Kazuho The University of Tokyo, 情報科学研究科, 助教 (10506744)
• Project Period (FY): 2008 – 2009
• Project Status: Completed (Fiscal Year 2009)
• Budget Amount: ¥3,042,000 (Direct Cost: ¥2,340,000、Indirect Cost: ¥702,000); Fiscal Year 2009: ¥1,456,000 (Direct Cost: ¥1,120,000、Indirect Cost: ¥336,000); Fiscal Year 2008: ¥1,586,000 (Direct Cost: ¥1,220,000、Indirect Cost: ¥366,000)
• Keywords: ベイズ推定 / 変分ベイズ法 / 局所変分近似 / 混合モデル / 変動二項過程 / 情報幾何 / 階層ベイズ法 / 指数型分布 / クラスタリング / 次元圧縮 / 発火率推定

Research Abstract

We developed an approximate inference method for the constrained exponential-family mixture models that are used for the simultaneous dimensionality reduction and clustering of high-dimensional data. It was applied to the hand-written digit recognition task and its effectiveness was demonstrated. We also derived an approximate inference method for the varying binomial process that efficiently estimates the varying probabilities of some event. Furthermore, we demonstrated the general framework and the information-theoretic view of the local variational approximation.

Research Products

• [Journal Article] 平滑化事前分布を用いた変動2値情報源の事後確率最大化法 (2010)
  • Author(s): 渡辺一帆, 久保智洋, 岡田真人
  • Journal Title: 電子情報通信学会論文誌a J93-A Pages: 326-330
  • NAID: 110007610187
  • Peer Reviewed
• [Journal Article] 平滑化事前分布を用いた変動2値情報源の事後確率最大化法 (2010)
  • Author(s): 渡辺一帆, 久保智洋, 岡田真人
  • Journal Title: 電子情報通信学会論文誌A J93-A Pages: 326-330
  • NAID: 110007610187
  • Peer Reviewed
• [Journal Article] Simultaneous Clustering and Dimensionality Reduction Using Variational Bayesian Mixture Model (2010)
  • Author(s): K.Watanabe, S.Akaho, S.Omachi, M.Okada
  • Journal Title: Studies in Classification, Data Analysis, and Knowledge Organization (Proceedings of the 11th IFCS Biennial Conference) (印刷中)
  • Peer Reviewed
• [Journal Article] Variational Bayesian Mixture Model on a Subspace of Exponential Family Distributions (2009)
  • Author(s): K. Watanabe, S. Akaho, S. Omachi, M. Okada
  • Journal Title: IEEE Transactions on Neural Networks vol.20 Pages: 1783-1796
  • Peer Reviewed
• [Journal Article] Transfer matrix method for instantaneous spike rate estimation (2009)
  • Author(s): K. Watanabe, H. Tanaka, K. Miura, M. Okada
  • Journal Title: IEICE Transactions on Information and Systems vol.E92-D Pages: 1362-1368
  • NAID: 10026810113
  • Peer Reviewed
• [Journal Article] Transfer matrix method for instantaneous spike rate estimation (2009)
  • Author(s): K.Watanabe, H.Tanaka, K.Miura, M.Okada
  • Journal Title: IEICE Transactions on Information and Systems E92-D Pages: 1362-1368
  • NAID: 10026810113
  • Peer Reviewed
• [Journal Article] Variational Bayesian Mixture Model on a Subspace of Exponential Family Distributions (2009)
  • Author(s): K.Watanabe, S.Akaho, S.Omachi, M.Okada
  • Journal Title: IEEE Transactions on Neural Networks 20 Pages: 1783-1796
  • Peer Reviewed
• [Journal Article] Firing Rate Estimation Using an Approximate Bayesian Method (2009)
  • Author(s): K.Watanabe, M.Okada
  • Journal Title: Proc.of ICONIP 2008, Part I, Lecture Notes in Computer Science 5506 Pages: 655-662
  • Peer Reviewed
• [Journal Article] 指数型分布族の空間におけるデータ解析法について
  • Author(s): 赤穂昭太郎, 渡辺一帆, 岡田真人
  • Journal Title: 統計数理 (掲載確定)
  • NAID: 120006019313
  • Peer Reviewed
• [Presentation] 局所変分法を用いた近似ベイズ学習における分布間の情報量 (2010)
  • Author(s): 渡辺一帆
  • Organizer: 第54回システム制御情報学会研究発表講演会
  • Place of Presentation: 京都リサーチパーク
  • Year and Date: 2010-05-19
• [Presentation] 事後分布の局所変分近似における分布間の情報量について (2010)
  • Author(s): 渡辺一帆
  • Organizer: 電子情報通信学会ニューロコンピューティング研究会
  • Place of Presentation: 玉川大学
  • Year and Date: 2010-03-10
• [Presentation] 階層変分ベイズ法によるNIRS-DOTの逆問題解法 (2010)
  • Author(s): 宮本敦史
  • Organizer: 電子情報通信学会ニューロコンピューティング研究会
  • Place of Presentation: 玉川大学
  • Year and Date: 2010-03-10
• [Presentation] 階層変分ベイズ法によるNIRS-DOTの逆問題解法 (2010)
  • Author(s): 宮本敦史, 渡辺一帆, 池田和司, 佐藤雅昭
  • Organizer: 電子情報通信学会ニューロコンピューティング研究会
  • Place of Presentation: 東京都,町田市
  • Year and Date: 2010-03-10
• [Presentation] Information Divergences in Local Variational Approximation of Bayesian Posterior Distribution (2010)
  • Author(s): 渡辺一帆, 岡田真人, 池田和司
  • Organizer: 電子情報通信学会ニューロコンピューティング研究会
  • Place of Presentation: 東京都,町田市
  • Year and Date: 2010-03-10
• [Presentation] 近似ベイズ推定とその応用例 (2009)
  • Author(s): 渡辺一帆
  • Organizer: 第24回信号処理シンポジウム
  • Place of Presentation: 鹿児島県, 鹿児島市
  • Year and Date: 2009-11-26
• [Presentation] 近似ベイズ推定とその応用(チュートリアル講演) (2009)
  • Author(s): 渡辺一帆
  • Organizer: 第24回信号処理シンポジウム
  • Place of Presentation: 鹿児島県,鹿児島市
  • Year and Date: 2009-11-26
• [Presentation] Simultaneous Clustering and Dimensionality Reduction Using Variational Bayesian Mixture Model (2009)
  • Author(s): K. Watanabe
  • Organizer: 11th IFCS Biennial Conference
  • Place of Presentation: Dresden, Germany
  • Year and Date: 2009-03-17
• [Presentation] Simultaneous Clustering and Dimensionality Reduction using Variational Bayesian Mixture Model (2009)
  • Author(s): Kazuho Watanabe
  • Organizer: International Federation of Classification Societies 2009 Conference
  • Place of Presentation: Dresden, Germany
  • Year and Date: 2009-03-17
• [Presentation] Firing rate estimation using an approximate Bayesian method (2008)
  • Author(s): Kazuho Watanabe
  • Organizer: International Conference on Neural Information Processing of the Asia-Pacific Neural Network Assembly (ICONIP2008)
  • Place of Presentation: Auckland, New Zeeland
  • Year and Date: 2008-11-27
• [Presentation] ガウス事前分布を用いたスパイク発火率のMAP推定アルゴリズム (2008)
  • Author(s): 久保智洋
  • Organizer: 日本神経回路学会
  • Place of Presentation: 産業技術総合研究所
  • Year and Date: 2008-09-26
• [Presentation] 近似ベイズ推論を用いた発火率推定 (2008)
  • Author(s): 渡辺-帆
  • Organizer: 日本神経回路学会
  • Place of Presentation: 産業技術総合研究所
  • Year and Date: 2008-09-26
• [Presentation] 非ガウスデータに関する次元圧縮とクラズタリングの同時最適化と工学的パターン認識への応用 (2008)
  • Author(s): 渡辺一帆
  • Organizer: 日本神経回路学会
  • Place of Presentation: 産業技術総合研究所
  • Year and Date: 2008-09-25
• [Presentation] Clustering on a subspace of exponential family using variational Bayes method (2008)
  • Author(s): Kazuho Watanabe
  • Organizer: International Conference on Information Theory and Statistical Learning (ITSL2008)
  • Place of Presentation: Las vegas, USA
  • Year and Date: 2008-07-14
• [Remarks]
  • URL: http://hawaii.naist.jp/~wkazuho/
• [Remarks]
  • URL: http://hawaii.naist.jp/~wkazuho/
• [Remarks]
  • URL: http://mns.k.u-tokyo.ac.Jp/~kazuho/list-e.html