混合 von Mises-Fisher 分布に対する変分法的ベイズ推定 Variational Bayes Inference of Mixtured von Mises-Fisher Distribution
High dimensional directional data is getting important in several applications such as analysis of text and gene expression data. In this report, we proposed variational Bayes algorithm of mixtured von Mises-Fisher distribution, which is the probability density function defined on unit hypersphere. We applied this algorithm to artificial data and computed free energy, and showed that free energy can be used as a criterion to determine the number of units.