| 摘要 |
PROBLEM TO BE SOLVED: To estimate a number of hidden states, the hidden states, and parameters at high speed without losing logical validity.SOLUTION: A model estimation system comprises: a data input unit 101; a number of states setting unit 102 for setting elements in a state candidate set which are not completely calculated as a number of states; an initialization processing unit 103 for setting initial values of latent variable variation probability, a parameter, and a component type; a latent variable variation probability calculation processing unit 111 for calculating a variation probability of such a latent variable that a lower bound of marginalization model posterior probability is maximum; a component optimization processing unit 112 for estimating an optimum component type and a parameter therefor so that the lower bound of the marginalization model posterior probability separated for each component of a hidden variable model is maximum; an optimality determination processing unit 113 for determining whether maximization of the lower bound of the marginalization model posterior probability should be continued; and a result output unit 121.SELECTED DRAWING: Figure 1 |
