| Paper Abstract and Keywords |
| Presentation |
2025-06-06 13:50
Estimation of Marginal Likelihood Ratios using Particle-Based Variational Inference and Wang-Landau Algorithm
Kazuki Yoda (Science Tokyo), Yoshihiko Nishikawa (Kitasato U.), Shunta Arai, Satoshi Takabe (Science Tokyo) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
In Bayesian estimation, the marginal likelihood ratio and Bayes factor are known as indicators for model selection. However, since the marginal likelihood ratio cannot be obtained analytically in general, it is usually estimated through approximation or sampling. In this study, we focus on the Wang-Landau (WL) method for estimating the ratio of marginal likelihoods between parameters for parameterized probability distributions. While a conventional WL method utilize the Markov-chain Monte-Carlo method internally, we propose the SVGD-WL method incorporating the WL method into Stein variational gradient descent (SVGD), a particle-based variational inference method. Then, we examine the proposed method for an one-dimensional Gaussian mixture model, and demonstrate an application to model selection in Bayesian LASSO for sparse signal recovery. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
particle-based variational inference / Wang-Landau algorithm / marginal likelihood / model selection / / / / |
| Reference Info. |
ITE Tech. Rep. |
| Paper # |
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| Date of Issue |
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| ISSN |
Online edition: ISSN 2424-1970 |
| Download PDF |
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| Conference Information |
| Committee |
IST ME IEICE-IE IEICE-BioX IEICE-SIP IEICE-MI |
| Conference Date |
2025-06-05 - 2025-06-06 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
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| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
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| Paper Information |
| Registration To |
IEICE-SIP |
| Conference Code |
2025-06-IST-ME-IE-BioX-SIP-MI |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Estimation of Marginal Likelihood Ratios using Particle-Based Variational Inference and Wang-Landau Algorithm |
| Sub Title (in English) |
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| Keyword(1) |
particle-based variational inference |
| Keyword(2) |
Wang-Landau algorithm |
| Keyword(3) |
marginal likelihood |
| Keyword(4) |
model selection |
| Keyword(5) |
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| Keyword(6) |
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| 1st Author's Name |
Kazuki Yoda |
| 1st Author's Affiliation |
Institute of Science Tokyo (Science Tokyo) |
| 2nd Author's Name |
Yoshihiko Nishikawa |
| 2nd Author's Affiliation |
Kitasato University (Kitasato U.) |
| 3rd Author's Name |
Shunta Arai |
| 3rd Author's Affiliation |
Institute of Science Tokyo (Science Tokyo) |
| 4th Author's Name |
Satoshi Takabe |
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Institute of Science Tokyo (Science Tokyo) |
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| Speaker |
Author-1 |
| Date Time |
2025-06-06 13:50:00 |
| Presentation Time |
25 minutes |
| Registration for |
IEICE-SIP |
| Paper # |
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| Volume (vol) |
vol.49 |
| Number (no) |
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