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潜在结构分析的某些方面

Some aspects of Latent Structure Analysis
课程网址: http://videolectures.net/slsfs05_titterington_salsa/  
主讲教师: Mike Titterington
开课单位: 格拉斯哥大学
开课时间: 2007-02-25
课程语种: 英语
中文简介:
潜在结构模型涉及实际的,潜在可观察的变量和潜在的,不可观察的变量。根据这些变量的性质(无论是离散变量还是连续变量),框架包括各种特定类型的模型,例如因素分析,潜在类别分析,潜在特征分析,潜在概况模型,因素分析仪,状态空间模型和其他。单个离散潜变量的最简单方案包括有限混合模型,隐马尔可夫链模型和隐马尔可夫随机场模型。演讲将概述最大似然法和贝叶斯方法在这些模型中参数估计中的应用,并特别强调以下事实:在不同情况下计算复杂性差异很大。在单个离散潜变量的情况下,将在诸如混合模型中要包括的混合组分的适当数量之类的问题或出于简约的考虑,讨论评估其基数的问题。此类潜在变量的最小合理基数。演讲中将介绍诸如EM算法,马尔可夫链蒙特卡洛方法和变分近似等技术。
课程简介: Latent structure models involve real, potentially observable variables and latent, unobservable variables. Depending on the nature of these variables, whether they be discrete or continuous, the framework includes various particular types of model, such as factor analysis, latent class analysis, latent trait analysis, latent profile models, mixtures of factor analysers, state-space models and others. The simplest scenario, of a single discrete latent variable, includes finite mixture models, hidden Markov chain models and hidden Markov random field models. The talk will give an overview of the application of maximum likelihood and Bayesian approaches to the estimation of parameters within these models, emphasising especially the fact that computational complexity varies greatly among the different scenarios. In the case of a single discrete latent variable, the issue of assessing its cardinality will be discussed, in the context of questions such as the appropriate number of mixture components to be included in a mixture model, or, in the interests of parsimony, the minimum plausible cardinality of such a latent variable. Techniques such as the EM algorithm, Markov chain Monte Carlo methods and variational approximations will be featured in the talk.
关 键 词: 潜在结构模型; 因素分析; 最小合理基数
课程来源: 视频讲座网
最后编审: 2019-09-21:cwx
阅读次数: 77