The explicit form of expectation propagation for a simple statistical model

DOI10.1214/16-EJS1114zbMath1332.62097OpenAlexW2291681518MaRDI QIDQ259191

Andy S. I. Kim, Matthew P. Wand

Publication date: 11 March 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1457123506

zbMATH Keywords

quadraturevariational message passingBayesian computingfactor graphhierarchical Bayesian modelsmessage passing algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (4)

Factor graph fragmentization of expectation propagation ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Unnamed Item ⋮ On expectation propagation for generalised, linear and mixed models

Uses Software

• R
• KernSmooth
• Infer.NET
• RStan
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic models, estimation, and control. Vol. 2,3
• Learning and approximate inference in dynamic hierarchical models
• Mean field variational Bayes for elaborate distributions
• Graphical Models, Exponential Families, and Variational Inference
• Refinements of lower bounds for polygamma functions
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

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