
























In certain applications it is useful to fit multinomial distributions to observed data with a penalty term that encourages sparsity. For example, in probabilistic latent audio source decomposition one may wish to encode the assumption that only a few latent sources are active at any given time. The standard heuristic of applying an L1 penalty is not an option when fitting the parameters to a multinomial distribution, which are constrained to sum to 1. An alternative is to use a penalty term that encourages low-entropy solutions, which corresponds to maximum a posteriori (MAP) parameter estimation with an entropic prior. The lack of conjugacy between the entropic prior and the multinomial distribution complicates this approach. In this report I propose a simple iterative algorithm for MAP estimation of multinomial distributions with sparsity-inducing entropic priors.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。