| Paper Abstract and Keywords |
| Presentation |
2023-03-14 15:20
Estimation Performance of Sparse Bayesian Linear Regression model with t-distribution Kazuaki Murayama (UEC) IT2022-105 ISEC2022-84 WBS2022-102 RCC2022-102 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
In the sparse estimation with linear regression model, the t-distribution can be used as a prior distribution. We analyze an estimation performance of the method in the asymptotic case where the sample size and the number of regression coefficients both increase. This issue includes two aspects. One is the dependence of performance on the hyperparameters in prior distribution and the other is how the performance depends on the sample size and the number of nonzero components in regression coefficients. To perform analysis, we use methods of statistical mechanics in physics. An analog of thermodynamic potential is calculated based on some similarities between Bayes inference and statistical mechanics. A thermodynamic potential for a physical system is known to provide physical quantities. Alternatively, the analog of thermodynamic potential calculated in this paper provides the asymptotic evaluation of estimation performance. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
Linear Regression Model / Bayes Inference / Sparse Estimation / / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 122, no. 427, IT2022-105, pp. 236-241, March 2023. |
| Paper # |
IT2022-105 |
| Date of Issue |
2023-03-07 (IT, ISEC, WBS, RCC) |
| ISSN |
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 |
IT2022-105 ISEC2022-84 WBS2022-102 RCC2022-102 |
| Conference Information |
| Committee |
RCC ISEC IT WBS |
| Conference Date |
2023-03-14 - 2023-03-15 |
| Place (in Japanese) |
(See Japanese page) |
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| Topics (in Japanese) |
(See Japanese page) |
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| Paper Information |
| Registration To |
IT |
| Conference Code |
2023-03-RCC-ISEC-IT-WBS |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Estimation Performance of Sparse Bayesian Linear Regression model with t-distribution |
| Sub Title (in English) |
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| Keyword(1) |
Linear Regression Model |
| Keyword(2) |
Bayes Inference |
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Sparse Estimation |
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| 1st Author's Name |
Kazuaki Murayama |
| 1st Author's Affiliation |
The University of Electro-Communications (UEC) |
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| Speaker |
Author-1 |
| Date Time |
2023-03-14 15:20:00 |
| Presentation Time |
25 minutes |
| Registration for |
IT |
| Paper # |
IT2022-105, ISEC2022-84, WBS2022-102, RCC2022-102 |
| Volume (vol) |
vol.122 |
| Number (no) |
no.427(IT), no.428(ISEC), no.429(WBS), no.430(RCC) |
| Page |
pp.236-241 |
| #Pages |
6 |
| Date of Issue |
2023-03-07 (IT, ISEC, WBS, RCC) |