Probability density function estimation device, continuous value prediction device, method, and program

摘要

PROBLEM TO BE SOLVED: To enable estimation of a correct probability density function that represents multi-dimensional continuous value data generated by an individual.SOLUTION: A topic estimation unit 24 estimates a topic to which each continuous value dataset belongs, and then estimates a hyper parameter indicative of a distribution of weight of each individual with respect to each topic, and a hyper parameter indicative of a distribution of shape parameters that characterize a multi-dimensional histogram for each topic. An individual probability density function estimation unit 26 estimates the shape parameters for each topic and weight of each individual with respect to each topic in accordance with posterior probability of the shape parameters and posterior probability of the weight, and outputs, for each individual, a probability density function for the respective multi-dimensional continuous value dataset generated by the individual, which is represented as a linear sum of the multi-dimensional histograms for the topics derived using the estimated weight of each individual for the respective topic.SELECTED DRAWING: Figure 1