The purpose of this paper is to develop parameter transformation strategies that improve the accuracy of the Variational Bayes (VB) approximation. The idea is to find a transform...
We investigate theoretically some properties of variational Bayes approximations based on estimating the mixing coefficients of known densities. We show that, with probability 1 a...
Bayesian learning, widely used in many applied data-modeling problems, is often accomplished with approximation schemes because it requires intractable computation of the posterio...
Variational Bayesian (VB) methods are typically only applied to models in the conjugate-exponential family using the variational Bayesian expectation maximisation (VB EM) algorith...
Antti Honkela, Tapani Raiko, Mikael Kuusela, Matti...
Variational Bayesian Expectation-Maximization (VBEM), an approximate inference method for probabilistic models based on factorizing over latent variables and model parameters, has ...