2011 Fiscal Year Final Research Report
Acceleration of statistical iterative algorithms for graphical models
| Project/Area Number |
20500263
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Okayama University of Science |
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Principal Investigator |
KURODA Masahiro 岡山理科大学, 総合情報学部, 准教授 (90279042)
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| Co-Investigator(Kenkyū-buntansha) |
MORI Yuichi 岡山理科大学, 総合情報学部, 教授 (80230085)
SAKAKIHARA Michio 岡山理科大学, 総合情報学部, 教授 (70215614)
NAKAGAWA Shigekazu 倉敷芸術科学大学, 産業科学技術学部, 教授 (90248203)
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| Project Period (FY) |
2008 – 2011
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| Keywords | EMアルゴリズム / グラフィカルモデル / 交互最小二乗法 / マルコフ連鎖モンテカルロ法 |
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| Research Abstract |
We developed the acceleration method for the EM algorithm using the vector epsilon algorithm, and then applied it to decomposable log-linear models with missing data. We also proposed MCMC using Markov bases for decomposable log-linear models. Furthermore, we developed a new acceleration method for the Alternating Least Squares(ALS) algorithm using the vector epsilon algorithm, and demonstrated that the acceleration algorithm improves the computational efficiency of the original ALS algorithm.
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