This Wednesday I'll pick up where we left off last week when we covered graphical models, exponential families, and the basic ideas behind variational inference. This week I will go over variational inference in greater depth, and then describe some approximations to the variational problem that render it tractable: sum-product and the Bethe entropy approximation; mean field methods (time permitting); and convex approximations, in particular tree-reweighted belief propagation. The material is drawn from chapters 3, 4, 5, and 7 of the same paper.
We meet on Wednesdays at 1pm, in the 10th floor conference room of the Statistics Department, 1255 Amsterdam Ave, New York, NY.
Showing posts with label exponential family. Show all posts
Showing posts with label exponential family. Show all posts
Wednesday, December 15, 2010
Monday, November 29, 2010
Carl Smith : Dec 1
"This week I plan to present topics from the first half (chapters 1-5) of Wainwright and Jordan's "Graphical Models, Exponential Families, and Variational Inference". I will emphasize the ideas of 1) conjugate duality between partition function and negative entropy, and 2) nonconvexity in mean field approaches to inference. I will present the following week on some combination of ideas from the second half of the same paper, related papers by Wainwright, and related stuff Liam and I have been working on, depending on time and what people are interested in after the first hour."
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