内容简介

The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances-including the key problems of computing marginals and modes of probability distributions-are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, Graphical Models, Exponential Families and Variational Inference develops general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. It describes how a wide variety of algorithms- among them sum-product, cluster variational methods, expectation-propagation, mean field methods, and max-product-can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.

下载地址

豆瓣评论

  • Mo
    作者的符号系统,公式表达不直观。但是思想深刻。此领域最好的综述了。其实应该可以更好的01-20
  • C.R. 楞严经
    Graphical Models必读物吧06-15
  • Sean
    Jordan老爷子的经典之作08-28
  • 天池一苇
    补记。本书的核心内容实际上在于对各种问题的变分表示,图模型和指数函数族是一个具体的呈现方式,应该说本书提供了不少新的视角。配分函数的偏导数与相应的充分统计量的期望之间存在紧密的联系(如何估计配分函数,也是一个研究方向,如AIS方法),而在图模型这块,个人对于诸多message-passing的方法依旧极不感冒。在进行推断时,相比于高维情况下低效且不易判定是否已收敛的MCMC,个人更加偏爱VI(即使可能会损失一些精度),这里就引出如何构建合适的优化目标(经典的有ELBO,mean-field等),或者说如何去进行一些放松。举例而言,如果EM方法失效,即充分统计量无法精确求解,那么就可以尝试变分EM。当然,与数学物理中的变分法相比,这里的变分意味显得没那么浓了,如果再掺入神经网络,味道就更淡了。04-07
  • 胡椒
    graphical model 必读06-11

猜你喜欢

大家都喜欢