방법 비교

	자동 미분 변분 추론 (ADVI)	기대 전파 (EP)
분야	베이지안	베이지안
계열	Bayesian methods	Bayesian methods
기원 연도	2017	2001
창시자	Kucukelbir, Tran, Ranganath, Gelman, Blei	Thomas P. Minka
유형	Variational inference algorithm	Approximate inference algorithm
원전	Kucukelbir, A., Tran, D., Ranganath, R., Gelman, A. & Blei, D. M. (2017). Automatic differentiation variational inference. Journal of Machine Learning Research, 18(14), 1–45.	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.
별칭	ADVI, black-box variational inference, automatic variational inference, gradient-based variational inference	EP, expectation propagation, EP algorithm, assumed-density filtering generalisation
관련	3	3
요약	Automatic Differentiation Variational Inference (ADVI) is a black-box algorithm for approximate Bayesian posterior inference, introduced by Kucukelbir, Tran, Ranganath, Gelman, and Blei (2017, JMLR). Given any probabilistic model whose log-joint density is differentiable, ADVI automatically transforms constrained latent variables to unconstrained real space, fits a Gaussian variational family by maximising the evidence lower bound (ELBO) with stochastic gradient ascent, and returns an approximate posterior without model-specific derivations. It is the default variational inference engine in Stan and is available in PyMC and NumPyro.	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.