Expectation propagation
Encyclopedia
Expectation propagation is a technique in Bayesian machine learning
, developed by Thomas Minka.
EP finds approximations to a probability distribution
. It uses an iterative approach that leverages the factorization structure of the target distribution. It differs from other Bayesian approximation approaches such as Variational Bayesian methods.
Machine learning
Machine learning, a branch of artificial intelligence, is a scientific discipline concerned with the design and development of algorithms that allow computers to evolve behaviors based on empirical data, such as from sensor data or databases...
, developed by Thomas Minka.
EP finds approximations to a probability distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....
. It uses an iterative approach that leverages the factorization structure of the target distribution. It differs from other Bayesian approximation approaches such as Variational Bayesian methods.