From the September 2014 issue

Bayesian Estimation of the von-Mises Fisher Mixture Model with Variational Inference

By Jalil Taghia, Zhanyu Ma, and Arne Leijon

Featured article thumbnail imageThis paper addresses the Bayesian estimation of the von-Mises Fisher (vMF) mixture model with variational inference (VI). The learning task in VI consists of optimization of the variational posterior distribution. However, the exact solution by VI does not lead to an analytically tractable solution due to the evaluation of intractable moments involving functional forms of the Bessel function in their arguments. To derive a closed-form solution, we further lower bound the evidence lower bound where the bound is tight at one point in the parameter distribution. While having the value of the bound guaranteed to increase during maximization, we derive an analytically tractable approximation to the posterior distribution which has the same functional form as the assigned prior distribution. The proposed algorithm requires no iterative numerical calculation in the re-estimation procedure, and it can potentially determine the model complexity and avoid the over-fitting problem associated with conventional approaches based on the expectation maximization. Moreover, we derive an analytically tractable approximation to the predictive density of the Bayesian mixture model of vMF distributions. The performance of the proposed approach is verified by experiments with both synthetic and real data.

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IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI) is a scholarly archival journal published monthly. This journal covers traditional areas of computer vision and image understanding, all traditional areas of pattern analysis and recognition, and selected areas of machine intelligence.
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