Expectation propagation with factorizing distributions: a Gaussian approximation and performance results for simple models

DOI10.1162/NECO_A_00104MaRDI QIDQ3019869zbMATHOpenAlexWikidataFDO

Authors Fabiano L. Ribeiro, Manfred Opper

Publication date 29 July 2011

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL http://www.mitpressjournals.org/doi/abs/10.1162/NECO_a_00104

Mathematics Subject Classification ID

Bayesian inference (62F15) Central limit and other weak theorems (60F05) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

• Graphical models, exponential families, and variational inference
• Optimal generalization in perceptions
• Statistical mechanics of learning

Cited in

(11)

• Expectation propagation as a way of life: a framework for Bayesian inference on partitioned data
• Analysis of Bayesian inference algorithms by the dynamical functional approach
• Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server
• Expectation propagation
• Factor graph fragmentization of expectation propagation
• Expectation Propagation in the Large Data Limit
• On expectation propagation for generalised, linear and mixed models
• The explicit form of expectation propagation for a simple statistical model
• Expectation consistent approximate inference
• Perturbative corrections for approximate inference in Gaussian latent variable models
• Fast and accurate binary response mixed model analysis via expectation propagation

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