A tutorial on variational Bayesian inference

Published: 2012, Last Modified: 14 May 2025Artif. Intell. Rev. 2012EveryoneRevisionsBibTeXCC BY-SA 4.0
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.
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