Expectation Propagation

Understand

Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this unifying framework.

• The lectures of Manfred Opper introduce the archetypal example of Expectation Propagation, before establishing the connection with the other approximation methods.
• Corrections by expansion about the expectation propagation are then explained.
• Finally some advanced inference topics and applications are explored in the final sections.