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2011 | OriginalPaper | Buchkapitel

3. Probabilistic Inference Using Function Factorization and Divergence Minimization

verfasst von : Terence H. Chan, Raymond W. Yeung

Erschienen in: Towards an Information Theory of Complex Networks

Verlag: Birkhäuser Boston

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Abstract

This chapter addresses modeling issues in statistical inference problems. We will focus specifically on factorization model which is a generalization of Markov random fields and Bayesian networks. For any positive function (say an estimated probability distribution), we present a mechanical approach which approximates the function with one in a factorization model that is as simple as possible, subject to an upper bound on approximation error. We also rewrite a probabilistic inference problem into a divergence minimization (DM) problem where iterative algorithms are proposed to solve the DM problem. We prove that the well-known EM algorithm is a special case of our proposed iterative algorithm.

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Fußnoten
1
Generally speaking, it is not important whether θ(P) is nonpositive. We impose such a condition merely to ensure that the fitness/distance measure Δ(P) is always nonnegative.
 
2
Here, we say that q and Q are closed if | D(q | | P) − D(Q | | P) | is small.
 
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Metadaten
Titel
Probabilistic Inference Using Function Factorization and Divergence Minimization
verfasst von
Terence H. Chan
Raymond W. Yeung
Copyright-Jahr
2011
Verlag
Birkhäuser Boston
DOI
https://doi.org/10.1007/978-0-8176-4904-3_3