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New results in probabilistic modeling.

机译:概率建模的新结果。

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摘要

The class of factorization models is a class of common and useful models for positive functions P(x1,..., xn). It can be used to characterize the conditional independence relations of random variables X1,..., Xn with probability distribution P. It can also be used to characterize various graphical models of P and be used to construct an efficient method to store the function values of P. The first part of this thesis is regarding factorization of positive functions. There are several problems we will tackle in this part of the thesis. We are given a positive function/probability distribution P(x1,...,xn). First, we want to determine which factorization models P belongs to. Second, given a factorization model LogMS , we want to find a "good" approximation of P such that the approximation is in the given factorization model LogMS . Third, we want to devise an automatic factorization model selection algorithm that find the "simplest" factorization model of P.; For the first problem, we introduce a transformation {lcub} FyaP :a⊆N {rcub} of P. By identifying which component function FyaP of the transformation is equal to the all-one function, we determine which factorization models P belongs to. For the second problem, we propose a computationally efficient algorithm to find a sub-optimal approximation of P. For the third problem, we devise an automatic model selection algorithm that can return an approximation of P in the simplest factorization model without introducing an error larger than what we specify.; In the second part of the thesis, we are given a set of tables T1,...,Tk and we want to find a maximum likelihood estimate of the underlying probability distribution of random variables X1,...,X n given the k tables. There are two questions in which we are particularly interested. The first question is how to find a maximum likelihood estimate for the underlying probability distribution P. The second question, a generalization of the first question, is how to find a maximum likelihood estimate for the underlying probability distribution P such that our estimate is in a given factorization model. To solve the two questions, we present two new classes of divergence minimization problems. In the first, divergence minimization problem, given a set of linear subsets E1,...,Ek of non-negative functions, we are required to find a non-negative function Q that is "closest" to E1,..., Ek. In the second problem, we want to find an approximation Q in a given factorization model such that it is "closest" to linear subsets E1,...,Ek . We then propose the Iterative Minimization algorithm (IM algorithm) and the generalized IM algorithm to solve the two minimization problems. Finally, we propose the Divergence Minimization approach that transform a maximum likelihood estimation problem into a divergence minimization problem. Then we can use the IM algorithm and the generalized IM algorithm to solve the maximum likelihood estimate problem.
机译:分解模型的类别是用于正函数P(x1,...,xn)的常见和有用的模型。它可用于表征概率分布为P的随机变量X1,...,Xn的条件独立性关系。还可用于表征P的各种图形模型,并用于构造一种有效的函数值存储方法本文的第一部分是关于正函数的因式分解。在本文的这一部分中,我们将解决几个问题。给定正函数/概率分布P(x1,...,xn)。首先,我们要确定P属于哪些分解模型。其次,给定分解模型LogMS,我们希望找到P的“良好”近似值,使得该近似值在给定的分解模型LogMS中。第三,我们要设计一种自动分解模型选择算法,以找到P的“最简单”分解模型。对于第一个问题,我们引入P的变换{lcub} FyaP:a⊆N{rcub}。通过确定变换的哪个分量函数FyaP等于全一函数,我们确定P属于哪个分解模型。对于第二个问题,我们提出了一种计算有效的算法来找到P的次优近似值。对于第三个问题,我们设计了一种自动模型选择算法,该算法可以在最简单的分解模型中返回P的近似值,而不会引入较大的误差比我们指定的要多。在论文的第二部分中,我们给出了一组表T1,...,Tk,并且我们想要找到给定k的随机变量X1,...,X n的潜在概率分布的最大似然估计。表。我们特别关注两个问题。第一个问题是如何找到潜在概率分布P的最大似然估计。第二个问题,第一个问题的概括是如何找到潜在概率分布P的最大似然估计,使得我们的估计在给定分解模型。为了解决这两个问题,我们提出了两类新的散度最小化问题。在第一个散度最小化问题中,给定一组非负函数的线性子集E1,...,Ek,我们需要找到一个最接近E1,...,的非负函数Q k在第二个问题中,我们想在给定的分解模型中找到一个近似值Q,以使其与线性子集E1,...,Ek“最接近”。然后,我们提出了迭代最小化算法(IM算法)和广义IM算法来解决这两个最小化问题。最后,我们提出了发散最小化方法,该方法将最大似然估计问题转换为发散最小化问题。然后我们可以使用IM算法和广义IM算法来解决最大似然估计问题。

著录项

  • 作者

    Chan, Ho Leung.;

  • 作者单位

    The Chinese University of Hong Kong (People's Republic of China).;

  • 授予单位 The Chinese University of Hong Kong (People's Republic of China).;
  • 学科 Statistics.; Engineering General.
  • 学位 Ph.D.
  • 年度 2001
  • 页码 160 p.
  • 总页数 160
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 统计学;工程基础科学;
  • 关键词

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