Variational inference for <span>S</span>tudent-$t$ models: Robust <span>B</span>ayesian interpolation and generalised component analysis

Michael E. Tipping; Neil D. Lawrence

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Variational inference for Student-$t$ models: Robust Bayesian interpolation and generalised component analysis

Michael E. Tipping, Neil D. Lawrence

Neurocomputing, 69:123-141, 2005.

Abstract

We demonstrate how a variational approximation scheme enables effective inference of key parameters in probabilisitic signal models which employ the Student-t distribution. Using the two scenarios of previous termrobustnext term interpolation and independent component analysis (ICA) as examples, we illustrate the key feature of the approach: that the form of the noise distribution in the interpolation case, and the source distributions in the ICA case, can be inferred from the data concurrent with all other model parameters.

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BibTeX


@Article{Tipping-variational05,
  title = 	 {Variational inference for Student-$t$ models: Robust Bayesian interpolation and generalised component analysis},
  author = 	 {Tipping, Michael E. and Lawrence, Neil D.},
  journal =      {Neurocomputing},
  pages = 	 {123--141},
  year = 	 {2005},
  volume = 	 {69},
  url = 	 {/publications/tipping-variational05.html},
  abstract = 	 {We demonstrate how a variational approximation scheme enables effective inference of key parameters in probabilisitic signal models which employ the Student-t distribution. Using the two scenarios of previous termrobustnext term interpolation and independent component analysis (ICA) as examples, we illustrate the key feature of the approach: that the form of the noise distribution in the interpolation case, and the source distributions in the ICA case, can be inferred from the data concurrent with all other model parameters.}
}

Endnote

%0 Journal Article
%T Variational inference for Student-$t$ models: Robust Bayesian interpolation and generalised component analysis
%A Michael E. Tipping
%A Neil D. Lawrence
%J Neurocomputing
%D 2005	
%F Tipping-variational05
%P 123--141
%U /publications/tipping-variational05.html
%V 69
%X We demonstrate how a variational approximation scheme enables effective inference of key parameters in probabilisitic signal models which employ the Student-t distribution. Using the two scenarios of previous termrobustnext term interpolation and independent component analysis (ICA) as examples, we illustrate the key feature of the approach: that the form of the noise distribution in the interpolation case, and the source distributions in the ICA case, can be inferred from the data concurrent with all other model parameters.

RIS


TY  - JOUR
TI  - Variational inference for Student-$t$ models: Robust Bayesian interpolation and generalised component analysis
AU  - Michael E. Tipping
AU  - Neil D. Lawrence
DA  - 2005/01/01	
ID  - Tipping-variational05
VL  - 69
SP  - 123
EP  - 141
UR  - /publications/tipping-variational05.html
AB  - We demonstrate how a variational approximation scheme enables effective inference of key parameters in probabilisitic signal models which employ the Student-t distribution. Using the two scenarios of previous termrobustnext term interpolation and independent component analysis (ICA) as examples, we illustrate the key feature of the approach: that the form of the noise distribution in the interpolation case, and the source distributions in the ICA case, can be inferred from the data concurrent with all other model parameters.
ER  -

APA


Tipping, M.E. & Lawrence, N.D.. (2005). Variational inference for Student-$t$ models: Robust Bayesian interpolation and generalised component analysis. Neurocomputing 69:123-141 Available from /publications/tipping-variational05.html.