By Manfred Opper, David Saad

ISBN-10: 0262150549

ISBN-13: 9780262150545

An immense challenge in smooth probabilistic modeling is the large computational complexity focused on general calculations with multivariate chance distributions while the variety of random variables is huge. simply because distinct computations are infeasible in such instances and Monte Carlo sampling strategies may perhaps succeed in their limits, there's a desire for ways that permit for effective approximate computations. one of many easiest approximations is predicated at the suggest box procedure, which has a protracted historical past in statistical physics. the strategy is known, fairly within the starting to be box of graphical models.Researchers from disciplines resembling statistical physics, machine technology, and mathematical records are learning how one can enhance this and similar equipment and are exploring novel software components. major methods contain the variational process, which works past factorizable distributions to accomplish systematic advancements; the faucet (Thouless-Anderson-Palmer) method, which contains correlations by means of together with powerful response phrases within the suggest box conception; and the extra basic equipment of graphical models.Bringing jointly rules and strategies from those different disciplines, this ebook covers the theoretical foundations of complex suggest box tools, explores the relation among the several methods, examines the standard of the approximation received, and demonstrates their program to varied components of probabilistic modeling.

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An immense challenge in smooth probabilistic modeling is the massive computational complexity serious about regular calculations with multivariate chance distributions while the variety of random variables is big. simply because special computations are infeasible in such situations and Monte Carlo sampling concepts may perhaps achieve their limits, there's a desire for ways that permit for effective approximate computations.

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**Extra resources for Advanced Mean Field Methods: Theory and Practice**

**Sample text**

We wish to compute the marginal probability that Xi has some specific value Si in the presence of evidence. We therefore denote X (e, s) where e denote the subset of evidence variables, and s denotes the rest of the variables. 1 - p(si, e) . p( s. e) p(e) (13) Hilbert J. Kappen and Wim J. Wiegerinck 42 Both numerator and denominator contain sums over hidden states. These sums scale exponentially with the size of the problem, and therefore the computation of marginals is intractable. We now think of the manifold of all probability distributions of the form Eq.

J. ,this book. [5]Ghahramani Z. ,this book. ,Proc. Nat. Acad. Sci. USA, 79 2554 (1982). [7]Humphreys K. ,this book. [8]H0jen-S0rensen,P. ,and Hansen,L. ,Ensemble Learning and Linear Response Theory for leA,Submitted to NIPS'2000 (2000). ,this book. J. ,this book. J. ,Efficient Learning in Boltzmann Machines Using Linear Response Theory,Neural Computation 10,1137 (1998). [12lKabashima Y. ,Belief propagation vs. TAP for decoding corrupted messages, Europhys. Lett. 44, 668 (1998) [13lKabashima Y. ,this book.

From (16) we have k (18) k at the solution q. Setting Eq. (26) to zero, combined with (18), we find the second order correction to the mean field equations (19) These equations are generalization of the mean field equations with TAP corrections for directed graphical models. Complexity and single-overlap graphs The complexity of the first order mean field equations (17) is exponential in the number of variables in the potentials cPk of p. For the approximation of a directed graphical model, this means that the mean field method is only tractable if the number of parents is reasonably small.

### Advanced Mean Field Methods: Theory and Practice by Manfred Opper, David Saad

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