We study the problem of reconstructing low-rank matrices from their noisy observations. We formulate the problem in the Bayesian framework, which allows us to exploit structural properties of matrices in addition to low-rankedness, such as sparsity. We propose an efficient approximate message passing algorithm, derived from the belief propagation algorithm, to perform the Bayesian inference for matrix reconstruction. We have also successfully applied the proposed algorithm to a clustering problem, by formulating the problem of clustering as a low-rank matrix reconstruction problem with an additional structural property. Numerical experiments show that the proposed algorithm outperforms Lloyd's K-means algorithm.

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or the expected shortfall are sometimes preferred in real applications. Here, we describe a parametric method for estimating density of the returns, which allows us to handle various criteria in a unified manner. We first extend the Bellman equation for the conditional expected return to cover a conditional probability density of the returns. Then we derive an extension of the TD-learning algorithm for estimating the return densities in an unknown environment. As test instances, several parametric density estimation algorithms are presented for the Gaussian, Laplace, and skewed Laplace distributions. We show that these algorithms lead to risk-sensitive as well as robust RL paradigms through numerical experiments.

We report a result of perturbation analysis on decoding error of the belief propagation decoder for Gallager codes. The analysis is based on information geometry, and it shows that the principal term of decoding error at equilibrium comes from the m-embedding curvature of the log-linear submanifold spanned by the estimated pseudoposteriors, one for the full marginal, and K for partial posteriors, each of which takes a single check into account, where K is the number of checks in the Gallager code. It is then shown that the principal error term vanishes when the parity-check matrix of the code is so sparse that there are no two columns with overlap greater than 1.

The mystery of belief propagation (BP) decoder, especially of the turbo decoding, is studied from information geometrical viewpoint. The loopy belief network (BN) of turbo codes makes it difficult to obtain the true "belief" by BP, and the characteristics of the algorithm and its equilibrium are not clearly understood. Our study gives an intuitive understanding of the mechanism, and a new framework for the analysis. Based on the framework, we reveal basic properties of the turbo decoding.

We report a result of perturbation analysis on decoding error of the belief propagation decoder for Gallager codes. The analysis is based on information geometry,and it shows that the principal term of decoding error at equilibrium comes from the m-embedding curvature of the log-linear submanifold spanned by the estimated pseudoposteriors, one for the full marginal, and K for partial posteriors, each of which takes a single check into account, where K is the number of checks in the Gallager code. It is then shown that the principal error term vanishes when the parity-check matrix of the code is so sparse that there are no two columns with overlap greater than 1.

The mystery of belief propagation (BP) decoder, especially of the turbo decoding, is studied from information geometrical viewpoint. The loopy belief network (BN) of turbo codes makes it difficult to obtain the true "belief" by BP, and the characteristics of the algorithm and its equilibrium arenot clearly understood. Our study gives an intuitive understanding of the mechanism, and a new framework for the analysis. Based on the framework, we reveal basic properties of the turbo decoding.

We analyze the bit error probability of multiuser demodulators for directsequence binary phase-shift-keying (DSIBPSK) CDMA channel with additive gaussian noise. The problem of multiuser demodulation is cast into the finite-temperature decoding problem, and replica analysis is applied to evaluate the performance of the resulting MPM (Marginal Posterior Mode) demodulators, which include the optimal demodulator and the MAP demodulator as special cases. An approximate implementation of demodulators is proposed using analog-valued Hopfield model as a naive mean-field approximation to the MPM demodulators, and its performance is also evaluated by the replica analysis. Results of the performance evaluation shows effectiveness of the optimal demodulator and the mean-field demodulator compared with the conventional one, especially in the cases of small information bit rate and low noise level.

We analyze the bit error probability of multiuser demodulators for directsequence binaryphase-shift-keying (DSIBPSK) CDMA channel with additive gaussian noise. The problem of multiuser demodulation is cast into the finite-temperature decoding problem, and replica analysis is applied toevaluate the performance of the resulting MPM (Marginal Posterior Mode)demodulators, which include the optimal demodulator and the MAP demodulator as special cases. An approximate implementation ofdemodulators is proposed using analog-valued Hopfield model as a naive mean-field approximation to the MPM demodulators, and its performance is also evaluated by the replica analysis. Results of the performance evaluationshows effectiveness of the optimal demodulator and the mean-field demodulator compared with the conventional one, especially inthe cases of small information bit rate and low noise level. 1 Introduction The CDMA (Code-Division-Multiple-Access) technique [1] is important as a fundamental technology of digital communications systems, such as cellular phones. The important applications includerealization of spread-spectrum multipoint-to-point communications systems, in which multiple users share the same communication channel.

I present a theory of mean field approximation based on information geometry. Thistheory includes in a consistent way the naive mean field approximation, as well as the TAP approach and the linear response theorem instatistical physics, giving clear information-theoretic interpretations to them. 1 INTRODUCTION Many problems of neural networks, such as learning and pattern recognition, can be cast into a framework of statistical estimation problem. How difficult it is to solve a particular problem depends on a statistical model one employs in solving the problem. For Boltzmann machines[ 1] for example, it is computationally very hard to evaluate expectations of state variables from the model parameters. Mean field approximation[2], which is originated in statistical physics, has been frequently used in practical situations in order to circumvent this difficulty.

I present a theory of mean field approximation based on information geometry. This theory includes in a consistent way the naive mean field approximation, as well as the TAP approach and the linear response theorem in statistical physics, giving clear information-theoretic interpretations to them. 1 INTRODUCTION Many problems of neural networks, such as learning and pattern recognition, can be cast into a framework of statistical estimation problem. How difficult it is to solve a particular problem depends on a statistical model one employs in solving the problem. For Boltzmann machines[ 1] for example, it is computationally very hard to evaluate expectations of state variables from the model parameters. Mean field approximation[2], which is originated in statistical physics, has been frequently used in practical situations in order to circumvent this difficulty.