如果要理解\mathbb{E} \left \{ \delta (z_a- \sum\limits_{j \neq i} h_{aj}x_j-h_{ai}x_i) \right \},可以将冲激函数内的累加视为由于中心极限定理符合高斯分布, \prod\limits_{j \neq i}^M \mu_{j \to a}^{(t)}(x_j)中的每一项\mu_{j \to a}^{(t)}(x_j)视为一个...
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions of belief propagation in the statistical physics literature len...
A Tutorial on Variational Bayesian Inference (http://staffwww.dcs.shef.ac.uk/people/c.fox/fox_vbtut.pdf) 还是很清楚的 。LDA 。其实是一样的。。建立的图模型上,比较直观。 秦淮/sun人家(76961223) 21:59:37 LDA那篇文章就是使用的mean field 一夏 吕(992463596) 21:59:38 blei用拉格朗日乘子法做...
A Tutorial on Newton Methods for Constrained Trajectory Optimization and Relations to SLAM, Gaussian Process Smoothing, Optimal Control, and Probabilistic Inference We can also clarify how inverting a banded symmetric matrix is related to dynamic programming as well as message passing in Markov chains ...
A tutorial introduction to Bayesian inference for stochastic epidemic models using Approximate Bayesian Computation. Math Biosci. 2017;287:42–53.10.1016/j.mbs.2016.07.001Search in Google Scholar PubMed [31] Drovandi CC, Pettitt AN. Estimation of parameters for macroparasite population evolution ...
PAC-Bayes mini-tutorial: A continuous union bound. arXiv 2014, arXiv:1405.1580. [Google Scholar] McAllester, D.A. A PAC-Bayesian tutorial with a dropout bound. arXiv 2013, arXiv:1307.2118. [Google Scholar] Catoni, O. Statistical Learning Theory and Stochastic Optimization: Ecole d’Eté ...