arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1703.09397stat.MLcond-mat.dis-nncs.LG
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连续马尔可夫随机场非参数反问题的循环置信传播算法

Solving Non-parametric Inverse Problem in Continuous Markov Random Field using Loopy Belief Propagation

Yamagata University(山形大学);Tohoku University(东北大学)

Muneki Yasuda, Shun Kataoka

摘要:

在本文中,我们解决的逆问题,或统计机器学习问题,在马尔可夫随机场与非参数的连续变量的成对能量函数。逆问题由极大似然估计来表示。由于两个问题,极大似然估计的精确处理是棘手的:(1)它包括配分函数的评估和(2)它是以函数优化的形式制定的。我们通过使用Bethe近似来避免问题(1)。Bethe逼近是一种等价于循环置信传播的逼近技术。问题(2)可以通过使用正交函数展开来解决。正交函数展开可以将函数优化问题转化为函数优化问题。我们的方法可以提供一个解析形式的解决方案的反问题的框架内的贝特近似。

英文摘要:

In this paper, we address the inverse problem, or the statistical machine learning problem, in Markov random fields with a non-parametric pair-wise energy function with continuous variables. The inverse problem is formulated by maximum likelihood estimation. The exact treatment of maximum likelihood estimation is intractable because of two problems: (1) it includes the evaluation of the partition function and (2) it is formulated in the form of functional optimization. We avoid Problem (1) by using Bethe approximation. Bethe approximation is an approximation technique equivalent to the loopy belief propagation. Problem (2) can be solved by using orthonormal function expansion. Orthonormal function expansion can reduce a functional optimization problem to a function optimization problem. Our method can provide an analytic form of the solution of the inverse problem within the framework of Bethe approximation.

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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