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Propagiranje očekivanja (EP)×Laplaceova aproksimacija×
PodručjeBayesovska statistikaBayesovska statistika
ObiteljBayesian methodsBayesian methods
Godina nastanka20011986
TvoracThomas P. MinkaPierre-Simon Laplace (1774); Bayesian formalisation: Tierney & Kadane (1986)
VrstaApproximate inference algorithmAnalytical posterior approximation
Temeljni izvorMinka, 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 ↗
Drugi naziviEP, expectation propagation, EP algorithm, assumed-density filtering generalisationLaplace's method, saddle-point approximation (Bayesian), second-order Gaussian approximation, LA
Srodne33
SažetakExpectation 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).
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ScholarGateUsporedite metode: Expectation Propagation · Laplace Approximation. Preuzeto 2026-06-17 s https://scholargate.app/hr/compare