Paper Abstract and Keywords |
Presentation |
2011-07-25 14:10
Belief Propagation for Slow Feature Analysis Tomoki Sekiguchi (The Univ. of Tokyo), Toshiaki Omori, Masato Okada (The Univ. of Tokyo/RIKEN) NC2011-26 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
The slow feature analysis (SFA) is a data analysis method that extracts
slowly varying features from time series data. In this study, we propose
an estimation algorithm of the probabilistic model of SFA that takes
into account an effect of observation noise. Recently, a probabilistic
model of the SFA has been proposed. However, the conventional algorithm
using the probabilistic SFA model approximately evaluates the likelihood
function by assuming observation noise to be zero. This means that
observed data is assumed not to include noise in the conventional
algorithm. Therefore it is not clear whether we can obtain a suitable
result when we apply this conventional algorithm to real noisy data. In
this study, we derived a likelihood function exactly in the
probabilistic SFA model, that takes into account an effect of
observation noise. From the graphical structure of the probabilistic SFA
model, we showed that it is possible to derive the likelihood function
exactly by using belief propagation. We applied our algorithm to
artificial data, and showed that it could accurately estimate the slow
feature from data including observation noise. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Slow Feature Analysis / state-space model / belief propagation / graphical structure / probabilistic time series analysis / / / |
Reference Info. |
IEICE Tech. Rep., vol. 111, no. 157, NC2011-26, pp. 31-36, July 2011. |
Paper # |
NC2011-26 |
Date of Issue |
2011-07-18 (NC) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
Download PDF |
NC2011-26 |
Conference Information |
Committee |
NC |
Conference Date |
2011-07-25 - 2011-07-26 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Graduate School of Engineering, Kobe University |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Intelligent systems and general |
Paper Information |
Registration To |
NC |
Conference Code |
2011-07-NC |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Belief Propagation for Slow Feature Analysis |
Sub Title (in English) |
|
Keyword(1) |
Slow Feature Analysis |
Keyword(2) |
state-space model |
Keyword(3) |
belief propagation |
Keyword(4) |
graphical structure |
Keyword(5) |
probabilistic time series analysis |
Keyword(6) |
|
Keyword(7) |
|
Keyword(8) |
|
1st Author's Name |
Tomoki Sekiguchi |
1st Author's Affiliation |
The University of Tokyo (The Univ. of Tokyo) |
2nd Author's Name |
Toshiaki Omori |
2nd Author's Affiliation |
The University of Tokyo/RIKEN (The Univ. of Tokyo/RIKEN) |
3rd Author's Name |
Masato Okada |
3rd Author's Affiliation |
The University of Tokyo/RIKEN (The Univ. of Tokyo/RIKEN) |
4th Author's Name |
|
4th Author's Affiliation |
() |
5th Author's Name |
|
5th Author's Affiliation |
() |
6th Author's Name |
|
6th Author's Affiliation |
() |
7th Author's Name |
|
7th Author's Affiliation |
() |
8th Author's Name |
|
8th Author's Affiliation |
() |
9th Author's Name |
|
9th Author's Affiliation |
() |
10th Author's Name |
|
10th Author's Affiliation |
() |
11th Author's Name |
|
11th Author's Affiliation |
() |
12th Author's Name |
|
12th Author's Affiliation |
() |
13th Author's Name |
|
13th Author's Affiliation |
() |
14th Author's Name |
|
14th Author's Affiliation |
() |
15th Author's Name |
|
15th Author's Affiliation |
() |
16th Author's Name |
|
16th Author's Affiliation |
() |
17th Author's Name |
|
17th Author's Affiliation |
() |
18th Author's Name |
|
18th Author's Affiliation |
() |
19th Author's Name |
|
19th Author's Affiliation |
() |
20th Author's Name |
|
20th Author's Affiliation |
() |
Speaker |
Author-1 |
Date Time |
2011-07-25 14:10:00 |
Presentation Time |
25 minutes |
Registration for |
NC |
Paper # |
NC2011-26 |
Volume (vol) |
vol.111 |
Number (no) |
no.157 |
Page |
pp.31-36 |
#Pages |
6 |
Date of Issue |
2011-07-18 (NC) |
|