Bayesian Deep ICE

التفاصيل البيبلوغرافية
العنوان: Bayesian Deep ICE
المؤلفون: Datta, Jyotishka, Polson, Nicholas G.
سنة النشر: 2024
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Statistics - Methodology, Computer Science - Machine Learning, 62F15, 62H25, 68T07
الوصف: Deep Independent Component Estimation (DICE) has many applications in modern day machine learning as a feature engineering extraction method. We provide a novel latent variable representation of independent component analysis that enables both point estimates via expectation-maximization (EM) and full posterior sampling via Markov Chain Monte Carlo (MCMC) algorithms. Our methodology also applies to flow-based methods for nonlinear feature extraction. We discuss how to implement conditional posteriors and envelope-based methods for optimization. Through this representation hierarchy, we unify a number of hitherto disjoint estimation procedures. We illustrate our methodology and algorithms on a numerical example. Finally, we conclude with directions for future research.
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/2406.17058Test
رقم الانضمام: edsarx.2406.17058
قاعدة البيانات: arXiv