Title
Bayesian Estimation of Latently-grouped Parameters in Undirected Graphical Models.
Abstract
In large-scale applications of undirected graphical models, such as social networks and biological networks, similar patterns occur frequently and give rise to similar parameters. In this situation, it is beneficial to group the parameters for more efficient learning. We show that even when the grouping is unknown, we can infer these parameter groups during learning via a Bayesian approach. We impose a Dirichlet process prior on the parameters. Posterior inference usually involves calculating intractable terms, and we propose two approximation algorithms, namely a Metropolis-Hastings algorithm with auxiliary variables and a Gibbs sampling algorithm with "stripped" Beta approximation (Gibbs_SBA). Simulations show that both algorithms outperform conventional maximum likelihood estimation (MLE). Gibbs_SBA's performance is close to Gibbs sampling with exact likelihood calculation. Models learned with Gibbs_SBA also generalize better than the models learned by MLE on real-world Senate voting data.
Year
Venue
Field
2013
NIPS
Approximation algorithm,Dirichlet process,Computer science,Biological network,Inference,Artificial intelligence,Graphical model,Bayes estimator,Machine learning,Gibbs sampling,Bayesian probability
DocType
Volume
ISSN
Conference
2013
1049-5258
Citations 
PageRank 
References 
2
0.40
23
Authors
2
Name
Order
Citations
PageRank
Jie Liu1103.48
David Page253361.12