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Implement an expectation propagation interpretation #90

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fritzo opened this issue Mar 21, 2019 · 1 comment
Open

Implement an expectation propagation interpretation #90

fritzo opened this issue Mar 21, 2019 · 1 comment
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enhancement New feature or request

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@fritzo
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fritzo commented Mar 21, 2019

One approach to approximate inference is expectation propagation. Can we implement EP as an interpretation?

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fritzo commented Apr 11, 2019

Kevin Murphy recommended a paper by the ForneyLab authors

In the case where discretes are children of Gaussians (eg Gaussian state space models which generate discrete observations), you have to use EP-type methods for the local message passing.

M. Cox and B. de Vries, “Robust Expectation Propagation in Factor Graphs Involving Both Continuous and Binary Variables,” in 26th European Signal Processing Conference, 2018 [Online]. Available: https://biaslab.github.io/pdf/eusipco2018/cox_robust_expectation_propagation.pdf

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