TAP Gibbs Free Energy, Belief Propagation and Sparsity
Lehel Csató, Manfred Opper, Ole Winther · The MIT Press eBooks · 2002
The adaptive TAP Gibbs free energy for a general densely connected probabilistic model with qaudratic interactions and arbritary single site constraints is derived. We show how a specific sequential minimization of the free energy leads to a generalization of Minka's expectation propagation. Lastly, we derive a sparse representation version of the sequential algorithm. The usefulness of the approach is demonstrated on classification and density estimation with Gaussian processes and on an independent component analysis problem. 1