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| 라플라스 근사× | 기대 전파 (EP)× | |
|---|---|---|
| 분야 | 베이지안 | 베이지안 |
| 계열 | Bayesian methods | Bayesian methods |
| 기원 연도≠ | 1986 | 2001 |
| 창시자≠ | Pierre-Simon Laplace (1774); Bayesian formalisation: Tierney & Kadane (1986) | Thomas P. Minka |
| 유형≠ | Analytical posterior approximation | Approximate inference algorithm |
| 원전≠ | 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 ↗ | 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 ↗ |
| 별칭 | Laplace's method, saddle-point approximation (Bayesian), second-order Gaussian approximation, LA | EP, expectation propagation, EP algorithm, assumed-density filtering generalisation |
| 관련 | 3 | 3 |
| 요약≠ | 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). | 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. |
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