Name
Abstract | ||
|---|---|---|
Approximations of loopy belief propagation are commonly combined with expectation-maximization (EM) for probabilistic inference problems when the densities have unknown parameters. This work considers an approximate EM learning method combined with Opper and Wintheru0027s Expectation Consistent Approximate Inference method. The combined algorithm is called EM-EC and is shown to have a simple variational free energy interpretation. In addition, the algorithm can provide a computationally efficient and general approach to a number of learning problems with hidden states including empirical Bayesian forms of regression, classification, compressed sensing, and sparse Bayesian learning. Systems with linear dynamics interconnected with non-Gaussian or nonlinear components can also be easily considered. |
Year | Venue | Field |
|---|---|---|
2016 | arXiv: Information Theory | Mathematical optimization,Frequentist inference,Nonlinear system,Bayesian inference,Regression,Approximate inference,Compressed sensing,Mathematics,Bayesian probability,Belief propagation |
DocType | Volume | Citations |
Journal | abs/1602.08207 | 0 |
PageRank | References | Authors |
0.34 | 10 | 1 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Alyson K. Fletcher | 1 | 552 | 41.10 |