Successfully reported this slideshow.
We use your LinkedIn profile and activity data to personalize ads and to show you more relevant ads. You can change your ad preferences anytime.

4

Share

Download to read offline

Icml2010 Particle Filtered MCMC-MLE

Download to read offline

Related Books

Free with a 30 day trial from Scribd

See all

Icml2010 Particle Filtered MCMC-MLE

  1. 1. ICML2010読む会 2010/8/18 紹介する論文 Particle Filtered MCMC-MLE with Connections to Contrastive DivergenceArthur Asuncion (UC Irvine); Qiang Liu (UC Irvine); Alex Ihler (UC Irvine); Padhraic Smyth (UC Irvine) 東京大学 中川研究室D3 日本学術振興会特別研究員(DC1) 読む人:佐藤一誠 1
  2. 2. Problem definitionData:Model:Goal: intractable 2
  3. 3. Table of Contents• Problem definition• Particle filter• MCMC-MLE• Particle filtered MCMC-MLE• Connections to Contrastive Divergence• Experiments 3
  4. 4. Particle Filter [Kitagawa,1996][Doucet+, 2001] 4
  5. 5. Particle Filter [Kitagawa,1996][Doucet+, 2001]ResamplingRejuvenateby MCMC 5
  6. 6. Table of Contents• Problem definition• Particle filter• MCMC-MLE• Particle filtered MCMC-MLE• Connections to Contrastive Divergence• Experiments 6
  7. 7. MCMC-MLE [Geyer&Thompson,1992]Alternate distribution p( x |  0 ) MCMC approximation 7
  8. 8. MCMC-MLE [Geyer&Thompson,1992] MCMC approximation 8
  9. 9. Gradient of likelihoodImportance weight 9
  10. 10. Monte Carlo Importance Weights 10
  11. 11. MCMC-MLE algorithm 11
  12. 12. Particle Filtered MCMC-MLE algorithm 12
  13. 13. MCMC-MLE :Particle Filtered MCMC-MLE : 13
  14. 14. Importance weight of PF-MCMC-MLEEffective sample size(ESS) 14
  15. 15. Persistent Contrastive Divergence (PCD-n) [Tieleman,2008] 15
  16. 16. MCMC-MLE :Particle Filtered MCMC-MLE : 16
  17. 17. Contrastive Divergence (CD) [Hinton,2002]Drown from p( x | i ) via MCMCwhere CD-n initializes the chains from dataand n is often 1.PCD does not reset the Markov Chainbetween parameter updates. 17
  18. 18. Table of Contents• Problem definition• Particle filter• MCMC-MLE• Particle filtered MCMC-MLE• Connections to Contrastive Divergence• Experiments 18
  19. 19. 19
  20. 20. 20
  21. 21. 21
  22. 22. 22
  23. 23. 23
  24. 24. Thank you for listening MCMC-MLE [1992] Contrastive Divergence [Neural Computation2002] Persistent Contrastive Divergence [ICML2008,2009]Particle filtered MCMC-MLE [ICML2010] 24
  25. 25. 25
  • passfield2003

    Aug. 16, 2014
  • takmin

    Oct. 22, 2012
  • kohta

    Oct. 21, 2012
  • TakeshiWatanabe2

    Mar. 21, 2012

Views

Total views

2,209

On Slideshare

0

From embeds

0

Number of embeds

22

Actions

Downloads

13

Shares

0

Comments

0

Likes

4

×