Computational estimation of a characteristic of a posterior distribution
Abstract:
An apparatus for implementing a computing system to predict preferences includes at least one processor device operatively coupled to a memory. The at least one processor device is configured to calculate a parameter relating to a density of a prior distribution at each sample of a set of samples associated with the prior distribution. The at least one parameter including a distance from each sample to at least one neighboring sample. The at least one processor device is further configured to estimate, for the plurality of samples, at least one differential entropy of at least one posterior distribution associated with at least one observation based on the parameter relating to the density of the prior distribution at each sample and the likelihood of observation for each sample. The estimation is performed without sampling the at least one posterior distribution to reduce consumption of resources of the computing system.
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