Variational inference engine for probabilistic graphical models
US6556960B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Sep 1, 1999 |
| Grant date | Apr 29, 2003 |
| Priority date | — |
| Expiry date | Sep 1, 2019 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/18
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A variational inference engine for probabilistic graphical models is disclosed. In one embodiment, a method includes inputting a specification for a model that has observable variables and unobservable variables. The specification includes a functional form for the conditional distributions of the model, and a structure for a graph of model that has nodes for each of the variables. The method determines a distribution for the unobservable variables that approximates the exact posterior distribution, based on the graph's structure and the functional form for the model's conditional distributions. The engine thus allows a user to design, implement and solve models without mathematical analysis or computer coding.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.