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Aproksymacja Laplace'a×Propagacja oczekiwań (EP)×
DziedzinaStatystyka bayesowskaStatystyka bayesowska
RodzinaBayesian methodsBayesian methods
Rok powstania19862001
TwórcaPierre-Simon Laplace (1774); Bayesian formalisation: Tierney & Kadane (1986)Thomas P. Minka
TypAnalytical posterior approximationApproximate inference algorithm
Źródło pierwotneTierney, 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 ↗
Inne nazwyLaplace's method, saddle-point approximation (Bayesian), second-order Gaussian approximation, LAEP, expectation propagation, EP algorithm, assumed-density filtering generalisation
Pokrewne33
PodsumowanieThe 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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ScholarGatePorównaj metody: Laplace Approximation · Expectation Propagation. Pobrano 2026-06-17 z https://scholargate.app/pl/compare