Improving on Expectation Propagation

NeurIPS 2008  ·  Manfred Opper, Ulrich Paquet, Ole Winther ·

We develop as series of corrections to Expectation Propagation (EP), which is one of the most popular methods for approximate probabilistic inference. These corrections can lead to improvements of the inference approximation or serve as a sanity check, indicating when EP yields unrealiable results.

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