2011 Fiscal Year Final Research Report
Acceleration of statistical iterative algorithms for graphical models
Project/Area Number |
20500263
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Statistical science
|
Research Institution | Okayama University of Science |
Principal Investigator |
KURODA Masahiro 岡山理科大学, 総合情報学部, 准教授 (90279042)
|
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)
|
Project Period (FY) |
2008 – 2011
|
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 |
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.
|
Research Products
(20 results)