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Forventningsudbredelse (EP)

Forventningsudbredelse (EP) er en deterministisk algoritme for beskedudveksling til approksimativ posterior inferens i Bayesianske modeller, introduceret af Thomas P. Minka ved UAI 2001. Den iterativt raffinerer et sæt lokale approksimative faktorer – hver trukket fra eksponentialfamilien – så deres produkt tæt matcher den sande intrakterbare posterior, hvilket opnår højere nøjagtighed end mean-field variationsinferens på mange sandsynlighedsbaserede maskinlæringsopgaver.

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Kilder

  1. Minka, T. P. (2001). Expectation propagation for approximate Bayesian inference. In Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI-01), pp. 362–369. Morgan Kaufmann. link
  2. Minka, T. P. (2001/2013). Expectation propagation for approximate Bayesian inference. arXiv:1301.2294 [cs.AI]. link
  3. Bishop, C. M. (2006). Pattern Recognition and Machine Learning. Springer. (Chapter 10: Approximate Inference; Section 10.7 covers Expectation Propagation.) ISBN: 978-0387310732

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ScholarGate. (2026, June 3). Expectation Propagation for Approximate Bayesian Inference. ScholarGate. https://scholargate.app/da/bayesian/expectation-propagation

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ScholarGateExpectation Propagation (Expectation Propagation for Approximate Bayesian Inference). Hentet 2026-06-15 fra https://scholargate.app/da/bayesian/expectation-propagation · Datasæt: https://doi.org/10.5281/zenodo.20539026