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期望传播的完全信息投影解释

A Completed Information Projection Interpretation of Expectation Propagation
课程网址: http://videolectures.net/abi07_walsh_cip/  
主讲教师: John MacLaren Walsh
开课单位: 卓克索大学
开课时间: 2007-12-31
课程语种: 英语
中文简介:

本次演讲将期望传播 (EP) 解释为来自凸分析和编程文献的两种不同迭代 Bregman 投影算法之间的混合,其收敛行为得到了很好的研究。建议通过调整相关投影算法的相关收敛证明,可以通过这种解释得出 EP 的收敛结果。通过这种联系,以及通过 EP 和 Gauss Seidel 迭代求解方法之间的联系,导出了 EP 特殊情况的示例收敛结果。

课程简介: This talk presents an interpretation of expectation propagation (EP) as a hybrid between two different iterated Bregman projections algorithms from the convex analysis and programming literature whose convergence behavior is well studied. It is suggested that convergence results for EP may be developed through this interpretation by adapting relevant convergence proofs for the related projections algorithms. Example convergence results for special cases of EP are derived through this connection, as well as through a connection between EP and the Gauss Seidel iterative solution method.
关 键 词: 期望传播; Bregman 投影算法; 收敛
课程来源: 视频讲座网
数据采集: 2021-07-17:nkq
最后编审: 2021-07-17:nkq
阅读次数: 47