Lecture 6 - Variational inference and expectation propagation

Content: Kullback-Leibler divergence, expectation propagation, Variational inference
Lecturer: Niklas Wahlström
Slides: lecture6_handout.pdf Download lecture6_handout.pdf

Reading: Bishop: 1.6.1, 10, 10.1, 10.1.1, 10.3,10.3.1, 10.7, (10.7.1), 10.7.2, or Barber: 8.2.1, 28.1-4, 28.8. Warning: Both Bishop and Barber explain Expectation propagation for graphs in a quite complicated manner. I will give a (hopefully) more intuitive version in the lecture. I will follow Bishop more closely in notation and presentation.
Place: Zoom