PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Improving on Expectation Propagation.
Manfred Opper, Ulrich Paquet and Ole Winther
Advances in Neural Information Processing Systems 21 2008.


A series of corrections is developed for the fixed points of Expectation Propagation (EP), which is one of the most popular methods for approximate probabilistic inference. These corrections can lead to improvements of the inference approximation or serve as a sanity check, indicating when EP yields unrealiable results.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
ID Code:5260
Deposited By:Manfred Opper
Deposited On:24 March 2009