Usporedite metode

	Varijacijska inferencija	Bayesovska regresija	Propagiranje očekivanja (EP)	Latent Dirichlet Allocation (LDA)	Markovova lančana Monte Carlo (MCMC)
Područje	Bayesovska statistika	Bayesovska statistika	Bayesovska statistika	Strojno učenje	Bayesovska statistika
Obitelj	Bayesian methods	Bayesian methods	Bayesian methods	Latent structure	Bayesian methods
Godina nastanka	1999	—	2001	2003	—
Tvorac	Jordan, Ghahramani, Jaakkola & Saul	—	Thomas P. Minka	Blei, D. M.; Ng, A. Y.; Jordan, M. I.	—
Vrsta	Approximate Bayesian inference	Bayesian linear model	Approximate inference algorithm	Generative probabilistic topic model (three-level hierarchical Bayesian)	Posterior sampling algorithm
Temeljni izvor	Jordan, M. I., Ghahramani, Z., Jaakkola, T. S., & Saul, L. K. (1999). An introduction to variational methods for graphical models. Machine Learning, 37(2), 183–233.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955	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.	Blei, D. M., Ng, A. Y., & Jordan, M. I. (2003). Latent Dirichlet allocation. Journal of Machine Learning Research, 3, 993–1022.	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Drugi nazivi	VI, variational Bayes, VB, mean-field variational inference	bayesian linear regression, probabilistic regression, bayesian regresyon	EP, expectation propagation, EP algorithm, assumed-density filtering generalisation	LDA, topic model, Blei-Ng-Jordan model, probabilistic topic modeling	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Srodne	4	2	3	3	3
Sažetak	Variational inference (VI) is a family of techniques that turn Bayesian posterior computation into an optimisation problem. Instead of drawing samples from the exact posterior — as Markov chain Monte Carlo does — VI posits a simpler, tractable family of distributions and finds the member of that family closest to the true posterior by maximising the evidence lower bound (ELBO). Introduced in its modern graphical-model form by Jordan, Ghahramani, Jaakkola and Saul (1999) and given a comprehensive statistical treatment by Blei, Kucukelbir and McAuliffe (2017), VI is now the standard scalable inference engine in probabilistic machine learning.	Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.	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.	Latent Dirichlet Allocation (LDA) is a generative probabilistic model for collections of discrete data, introduced by Blei, Ng, and Jordan in 2003. It treats each document as a mixture of latent topics and each topic as a probability distribution over words, enabling unsupervised discovery of thematic structure across large text corpora. It is one of the most cited papers in machine learning and natural language processing.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.