Does the Wake-Sleep Algorithm Produce Good Density
  Estimators?
  Brendan J. Frey, Geoffrey E. Hinton 
  and Peter Dayan
  Department of Computer Science
  University of Toronto
  Abstract
  The wake-sleep algorithm (Hinton, Dayan, Frey
  and Neal 1995) is a relatively efficient method of fitting a multilayer stochastic
  generative model to high-dimensional data. In addition to the top-down connections in the
  generative model, it makes use of bottom-up connections for approximating the probability
  distribution over the hidden units given the data, and it trains these bottom-up
  connections using a simple delta rule. We use a variety of synthetic and real data sets to
  compare the performance of the wake-sleep algorithm with Monte Carlo and mean field
  methods for fitting the same generative model and also compare it with other models that
  are less powerful but easier to fit. 
  
  Download  [ps] [ps.gz]  [pdf]
  In Advances in Neural Information Processing Systems 8. MIT
  Press (1996): Cambridge, MA. 
  Presented at the Neural Information Processing Systems Conference, Denver,
  Colorado, Dec. 1995. 
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