1. A hierarchical latent variable model estimation apparatus for estimating a hierarchical latent variable model for multivariate data, the hierarchical latent variable model estimation apparatus comprising: a hierarchical latent structure setting unit for setting a hierarchical latent structure that is a structure in which latent variables are represented by a tree structure and components representing probability models are located at nodes of a lowest level of the tree structure; a variational probability computation unit for computing a variational probability of a path latent variable that is a latent variable included in a path linking a root node to a target node in the hierarchical latent structure; a component optimization unit for optimizing each of the components for the computed variational probability; and a gating function optimization unit for optimizing a gating function model that is a model for determining a branch direction according to the multivariate data in a node of the hierarchical latent structure, on the basis of the variational probability of the latent variable in the node.