Expectation Propagation for Exponential Families

This is a tutorial describing the Expectation Propagation (EP) algorithm for a general exponential family. Our focus is on simplicity of exposition. Although the overhead of translating a specific model into its exponential family representation can be considerable, many apparent complications of EP can simply be sidestepped by working in this canonical representation.


Year:
2005
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 Record created 2010-12-04, last modified 2018-03-17

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