National Natural Science Foundation of China (No.61461053, No.61461053, No.61364012);Excellent Talents Support Program of North China University of Technology;Science and Technology Innovation Talent Program of Colleges and Universities of Henan Province (18HASTIT022);Science and Technology Innovative Talents Project in University of Henan Province (184100510012);Technology Research and Development Program Fund of Henan Province (182102210123);Key Project of Science and Technology Research of Education Department of Henan Province (16A520025, 18A520047)
LAI Yu-ping, GAO Ning, HE Wen-da, et al. Variational Bayesian Learning for Beta Mixture Model and Its Application[J]. Acta Electronica Sinica, 2018, 46(7): 1787-1792.
DOI:
LAI Yu-ping, GAO Ning, HE Wen-da, et al. Variational Bayesian Learning for Beta Mixture Model and Its Application[J]. Acta Electronica Sinica, 2018, 46(7): 1787-1792. DOI: 10.3969/j.issn.0372-2112.2018.07.036.
Variational Bayesian Learning for Beta Mixture Model and Its Application
Beta mixture model (BMM) is an important non-Gaussian probability model
which has been widely used in statistical analysis of the bounded data.It is hard to perform parameter estimation for BMM
due to its complex function format.An efficient variational Bayesian learning method has been proposed to deal with this problem.With the variational distribution and by iteratively maximizing the lower bound of the original variational object function
the approximating distribution which is the closest to the true Bayesian posterior distribution is obtained.Both synthetic and real data are experimented to demonstrate the effectiveness and the merits of the proposed approach.