Multivariate data mixture model estimation device, mixture model estimation method, and mixture model estimation program
US8731881B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Mar 16, 2012 |
| Grant date | May 20, 2014 |
| Priority date | — |
| Expiry date | Mar 16, 2032 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06N7/01
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
With respect to the model selection issue of a mixture model, the present invention performs high-speed model selection under an appropriate standard regarding the number of model candidates which exponentially increases as the number and the types to be mixed increase. A mixture model estimation device comprises: a data input unit to which data of a mixture model to be estimated, candidate values of the number of mixtures which are required for estimating the mixture model of the data, and types of components configuring the mixture model and parameters thereof, are input; a processing unit which sets the number of mixtures from the candidate values, calculates, with respect to the set number of mixtures, a variation probability of a hidden variable for a random variable which becomes a target for mixture model estimation of the data, and estimates the optimal mixture model by optimizing the types of the components and the parameters therefor using the calculated variation probability of the hidden variable so that the lower bound of the posterior probabilities of the model separated for each component of the mixture model can be maximized; and a model estimation result output uni…
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.