This tutorial describes the mean-field variational Bayesian approximation to inference in graphical models, using modern machine learning terminology rather than statistical physics concepts. It begins by seeking to find an approximate mean-field distribution close to the target joint in the KL-divergence sense. It then derives local node updates and reviews the recent Variational Message Passing framework.
%0 Journal Article
%1 FoxRoberts12air
%A Fox, Charles
%A Roberts, Stephen
%D 2012
%J Artificial Intelligence Review
%K v1500 springer paper ai knowledge processing pattern learn algorithm
%N 2
%P 85-95
%R 10.1007/s10462-011-9236-8
%T A Tutorial on Variational Bayesian Inference
%V 38
%X This tutorial describes the mean-field variational Bayesian approximation to inference in graphical models, using modern machine learning terminology rather than statistical physics concepts. It begins by seeking to find an approximate mean-field distribution close to the target joint in the KL-divergence sense. It then derives local node updates and reviews the recent Variational Message Passing framework.
@article{FoxRoberts12air,
abstract = {This tutorial describes the mean-field variational Bayesian approximation to inference in graphical models, using modern machine learning terminology rather than statistical physics concepts. It begins by seeking to find an approximate mean-field distribution close to the target joint in the {KL-divergence} sense. It then derives local node updates and reviews the recent Variational Message Passing framework.},
added-at = {2012-08-09T11:15:36.000+0200},
author = {Fox, Charles and Roberts, Stephen},
biburl = {https://www.bibsonomy.org/bibtex/2b4adad10fbca59ee4224652b06137c69/flint63},
doi = {10.1007/s10462-011-9236-8},
file = {SpringerLink:2012/FoxRoberts12air.pdf:PDF},
groups = {public},
interhash = {0dad87b6a87ed7dd7bbc8b566f705790},
intrahash = {b4adad10fbca59ee4224652b06137c69},
issn = {0269-2821},
journal = {Artificial Intelligence Review},
keywords = {v1500 springer paper ai knowledge processing pattern learn algorithm},
number = 2,
pages = {85-95},
timestamp = {2018-04-16T12:30:46.000+0200},
title = {A Tutorial on Variational {Bayesian} Inference},
username = {flint63},
volume = 38,
year = 2012
}