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arXiv 1408.0337stat.ML
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分析具有潜在类的非高斯数据生成过程的贝叶斯估计方法

A Bayesian estimation approach to analyze non-Gaussian data-generating processes with latent classes

Naoki Tanaka, Shohei Shimizu, Takashi Washio

摘要:

近年来,在各个领域积累了大量的观测数据,并且越来越需要估计这些数据的生成过程。基于外部影响的非高斯性,提出了一种线性非高斯非循环模型(LiNGAM)来估计变量的数据生成过程。然而,如果存在潜在类,则估计的结果可能有偏差。在本文中,我们首先回顾LiNGAM,其扩展模型,以及LiNGAM的贝叶斯框架中的估计过程。然后,我们提出了一个新的贝叶斯估计过程,解决了这个问题。

英文摘要:

A large amount of observational data has been accumulated in various fields in recent times, and there is a growing need to estimate the generating processes of these data. A linear non-Gaussian acyclic model (LiNGAM) based on the non-Gaussianity of external influences has been proposed to estimate the data-generating processes of variables. However, the results of the estimation can be biased if there are latent classes. In this paper, we first review LiNGAM, its extended model, as well as the estimation procedure for LiNGAM in a Bayesian framework. We then propose a new Bayesian estimation procedure that solves the problem.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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