2015

Expectation Propagation in the large-data limit

Dehaene, Guillaume, Barthelmé, Simon

Understand

Expectation Propagation (Minka, 2001) is a widely successful algorithm for variational inference.

  • EP is an iterative algorithm used to approximate complicated distributions, typically to find a Gaussian approximation of posterior distributions.
  • In many applications of this type, EP performs extremely well.
  • Surprisingly, despite its widespread use, there are very few theoretical guarantees on Gaussian EP, and it is quite poorly understood.

Reading the bibliography…