Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Ootusepropageerimine (EP)× | Laplace'i lähendus× | |
|---|---|---|
| Valdkond | Bayesi meetodid | Bayesi meetodid |
| Perekond | Bayesian methods | Bayesian methods |
| Tekkeaasta≠ | 2001 | 1986 |
| Looja≠ | Thomas P. Minka | Pierre-Simon Laplace (1774); Bayesian formalisation: Tierney & Kadane (1986) |
| Tüüp≠ | Approximate inference algorithm | Analytical posterior approximation |
| Algallikas≠ | 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 ↗ | Tierney, L. & Kadane, J. B. (1986). Accurate approximations for posterior moments and marginal densities. Journal of the American Statistical Association, 81(393), 82–86. DOI ↗ |
| Rööpnimetused | EP, expectation propagation, EP algorithm, assumed-density filtering generalisation | Laplace's method, saddle-point approximation (Bayesian), second-order Gaussian approximation, LA |
| Seotud | 3 | 3 |
| Kokkuvõte≠ | Expectation Propagation (EP) is a deterministic message-passing algorithm for approximate posterior inference in Bayesian models, introduced by Thomas P. Minka at UAI 2001. It iteratively refines a set of local approximate factors — each drawn from the exponential family — so that their product closely matches the true intractable posterior, achieving higher accuracy than mean-field variational inference on many probabilistic machine learning tasks. | The Laplace approximation is a classical analytic technique that replaces an intractable posterior distribution with a multivariate Gaussian centred at the posterior mode, using the curvature of the log-posterior at that mode to set the covariance. Formalised for Bayesian statistics by Tierney and Kadane (1986) in their landmark Journal of the American Statistical Association paper, it provides a fast, deterministic alternative to Markov chain Monte Carlo and forms the mathematical core of Integrated Nested Laplace Approximations (INLA). |
| ScholarGateAndmestik ↗ |
|
|