TY - GEN
T1 - A generalized product rule and weak independence based on Bregman divergence
AU - Yu, Fujimoto
AU - Noboru, Murata
PY - 2008/12/1
Y1 - 2008/12/1
N2 - To describe the relation between some values, arithmetic operations like multiplication and division are important and conventional tools. These arithmetic operations for probabilities are characterized by the KL divergence, and hence, they can be generalized by using the Bregman divergence instead of the KL divergence. With this idea, independence of random variables is modified by generalized product rule, and a joint probability model is proposed based on this modified weak independence. Effectiveness of weak independent models is shown by numerical experiments on toy examples, and discussed from a geometrical viewpoint.
AB - To describe the relation between some values, arithmetic operations like multiplication and division are important and conventional tools. These arithmetic operations for probabilities are characterized by the KL divergence, and hence, they can be generalized by using the Bregman divergence instead of the KL divergence. With this idea, independence of random variables is modified by generalized product rule, and a joint probability model is proposed based on this modified weak independence. Effectiveness of weak independent models is shown by numerical experiments on toy examples, and discussed from a geometrical viewpoint.
UR - http://www.scopus.com/inward/record.url?scp=84869451599&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84869451599&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84869451599
SN - 1934272353
SN - 9781934272350
T3 - WMSCI 2008 - The 12th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 14th International Conference on Information Systems Analysis and Synthesis, ISAS 2008 - Proc.
SP - 248
EP - 253
BT - WMSCI 2008 - The 12th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 14th International Conference on Information Systems Analysis and Synthesis, ISAS 2008 - Proc.
T2 - 12th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2008, Jointly with the 14th International Conference on Information Systems Analysis and Synthesis, ISAS 2008
Y2 - 29 June 2008 through 2 July 2008
ER -