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Variational Bayesian (VB) methods are typically only applied to models in the conjugate-exponential family using the variational Bayesian expectation maximisation (VB EM) algorithm or one of its variants. In this paper we present an efficient algorithm for applying VB to more general models. The method is based on specifying the functional form of the(More)
— While variational Bayesian (VB) inference is typically done with the so called VB EM algorithm, there are models where it cannot be applied because either the E-step or the M-step cannot be solved analytically. In 2007, Honkela et al. introduced a recipe for a gradient-based algorithm for VB inference that does not have such a restriction. In this paper,(More)
—We study a novel type of a semi-supervised anomaly detection problem where the anomalies occur collectively among a background of normal data. Such problem arises in experimental high energy physics when one is trying to discover deviations from known Standard Model physics. We solve the problem by first fitting a mixture of Gaussians to a labeled(More)
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