Improving on Expectation Propagation
Manfred Opper, Ulrich Paquet, Ole Winther · Technical University of Denmark, DTU Orbit (Technical University of Denmark, DTU) · 2008
A series of corrections is developed for the fixed points of Expectation Propagation (EP), which is one of the most popular methods for approximate probabilistic inference.These corrections can lead to improvements of the inference approximation or serve as a sanity check, indicating when EP yields unrealiable results.