Expectation propagation
Encyclopedia
Expectation propagation is a technique in Bayesian machine learning
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.

Reference

Minka, T. (2001) "Expectation Propagation for Approximate Bayesian Inference"(Corrected pdf) In: Jack S. Breese, Daphne Koller (Eds.): UAI '01: Proceedings of the 17th Conference in Uncertainty in Artificial Intelligence, University of Washington, Seattle, Washington, USA, August 2-5, 2001. (pages 362–369)

External links

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