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Theory of Distribution Estimation of Hyperparameters in Markov Random Field Models

机译:马尔可夫随机场模型中超参数分布估计的理论

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摘要

We investigated the performance of distribution estimation of hyperparameters in Markov random field models proposed by Nakanishi-Ohno et al., J. Phys. A 47, 045001 (2014) when used to evaluate the confidence of data. We analytically calculated the configurational average, with respect to data, of the negative logarithm of the posterior distribution, which is called free energy based on an analogy with statistical mechanics. This configurational average of free energy shrinks as the amount of data increases. Our results theoretically confirm the numerical results from that previous study.
机译:我们调查了由Nakanishi-Ohno等人在《物理物理学报》(J.Phys。 47,045001(2014),用于评估数据的置信度。我们基于统计力学的类比,相对于数据分析地计算了后验分布的负对数的构型平均,这称为自由能。随着数据量的增加,这种自由能的构型平均值会缩小。我们的结果从理论上证实了该先前研究的数值结果。

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