MARKOV CHAIN MONTE CARLO INFERENCE FOR PROBABILISTIC LATENT TENSOR FACTORIZATION

被引:0
|
作者
Simsekli, Umut [1 ]
Cemgil, A. Taylan [1 ]
机构
[1] Bogazici Univ, Dept Comp Engn, TR-34342 Istanbul, Turkey
关键词
Probabilistic Latent Tensor Factorization (PLTF); Markov Chain Monte Carlo (MCMC); Space Alternating Data Augmentation (SADA);
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modeling multiway data. Not only the popular tensor factorization models but also any arbitrary tensor factorization structure can be realized by the PLTF framework. This paper presents Markov Chain Monte Carlo procedures (namely the Gibbs sampler) for making inference on the PLTF framework. We provide the abstract algorithms that are derived for the general case and the overall procedure is illustrated on both synthetic and real data.
引用
收藏
页数:6
相关论文
共 50 条
  • [31] ANNEALING MARKOV-CHAIN MONTE-CARLO WITH APPLICATIONS TO ANCESTRAL INFERENCE
    GEYER, CJ
    THOMPSON, EA
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1995, 90 (431) : 909 - 920
  • [32] Parallel metropolis coupled Markov chain Monte Carlo for Bayesian phylogenetic inference
    Altekar, G
    Dwarkadas, S
    Huelsenbeck, JP
    Ronquist, F
    BIOINFORMATICS, 2004, 20 (03) : 407 - 415
  • [33] Phylogenetic inference for binary data on dendograms using Markov chain Monte Carlo
    Mau, B
    Newton, MA
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1997, 6 (01) : 122 - 131
  • [34] Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra
    Hock, Kiel
    Earle, Keith
    ENTROPY, 2016, 18 (02):
  • [35] Markov Chain Monte Carlo on Matrix Manifolds for Probabilistic Model Order Reduction
    Vizzaccaro, Alessandra
    Lykkegaard, Mikkel B.
    Dodwell, Tim
    DATA SCIENCE IN ENGINEERING, VOL. 10, IMAC 2024, 2025, : 93 - 95
  • [36] PROBABILISTIC LATENT TENSOR FACTORIZATION FRAMEWORK FOR AUDIO MODELING
    Cemgil, Ali Taylan
    Simsekli, Umut
    Subakan, Yusuf Cem
    2011 IEEE WORKSHOP ON APPLICATIONS OF SIGNAL PROCESSING TO AUDIO AND ACOUSTICS (WASPAA), 2011, : 137 - 140
  • [37] Application of the transitional Markov chain Monte Carlo algorithm to probabilistic site characterization
    Ching, Jianye
    Wang, Jiun-Shiang
    ENGINEERING GEOLOGY, 2016, 203 : 151 - 167
  • [38] AcMC2: Accelerated Markov Chain Monte Carlo for Probabilistic Models
    Banerjee, Subho S.
    Kalbarczyk, Zbigniew T.
    Iyer, Ravishankar K.
    TWENTY-FOURTH INTERNATIONAL CONFERENCE ON ARCHITECTURAL SUPPORT FOR PROGRAMMING LANGUAGES AND OPERATING SYSTEMS (ASPLOS XXIV), 2019, : 515 - 528
  • [39] Use of Rifampin Compared with Isoniazid for the Treatment of Latent Tuberculosis Infection in Japan: A Bayesian Inference with Markov Chain Monte Carlo Method
    Iwata, Kentaro
    Morishita, Naomi
    Nishiwaki, Masami
    Miyakoshi, Chisato
    INTERNAL MEDICINE, 2020, 59 (21) : 2687 - 2691
  • [40] Probabilistic estimation of variogram parameters of geotechnical properties with a trend based on Bayesian inference using Markov chain Monte Carlo simulation
    Xu, Jiabao
    Zhang, Lulu
    Li, Jinhui
    Cao, Zijun
    Yang, Haoqing
    Chen, Xiangyu
    GEORISK-ASSESSMENT AND MANAGEMENT OF RISK FOR ENGINEERED SYSTEMS AND GEOHAZARDS, 2021, 15 (02) : 83 - 97