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Watanabe, Kazuho
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Variational Bayesian learning theory
Nakajima S., Watanabe K., Sugiyama M., Cambridge University Press, New York, NY, 2019. 558 pp. Type: Book (978-1-107076-15-0)
In machine learning, variational Bayesian (VB) learning is one of the most popular methods, according to the back cover of the book. The VB learning framework poses and solves optimization problems. The book explains the optimization o...
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Sep 10 2020
Entropic risk minimization for nonparametric estimation of mixing distributions
Watanabe K., Ikeda S. Machine Learning 99(1): 119-136, 2015. Type: Article
The paper introduces a new method for nonparametric estimation of mixing distributions, which is a generalization of the maximum likelihood estimation (MLE) of Lindsay [1,2]. The method aims at minimizing a function, named entropic ris...
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Aug 31 2015
Stochastic complexities of general mixture models in variational Bayesian learning
Watanabe K., Watanabe S. Neural Networks 20(2): 210-219, 2007. Type: Article
In real-world problems, the probability distribution of a given data set usually has multiple modes. The probability distribution can be estimated as a mixture of single-mode distributions. A powerful method for estimating the mixture ...
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Jun 15 2007
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