Improving on Expectation Propagation
Opper, Manfred, Paquet, Ulrich, Winther, Ole
–Neural Information Processing Systems
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 orserve as a sanity check, indicating when EP yields unrealiable results.
Neural Information Processing Systems
Dec-31-2009