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US09043261B2 Latent variable model estimation apparatus, and method 有权
潜在变量模型估计装置及方法

Latent variable model estimation apparatus, and method
摘要:
To provide a latent variable model estimation apparatus capable of implementing the model selection at high speed even if the number of model candidates increases exponentially as the latent state number and the kind of the observation probability increase. A variational probability calculating unit 71 calculates a variational probability by maximizing a reference value that is defined as a lower bound of an approximation amount, in which Laplace approximation of a marginalized log likelihood function is performed with respect to an estimator for a complete variable. A model estimation unit 72 estimates an optimum latent variable model by estimating the kind and a parameter of the observation probability with respect to each latent state. A convergence determination unit 73 determines whether a reference value, which is used by the variational probability calculating unit 71 to calculate the variational probability, converges.
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