TAP Gibbs Free Energy, Belief Propagation and Sparsity

  title={TAP Gibbs Free Energy, Belief Propagation and Sparsity},
  author={Lehel Csat{\'o} and Manfred Opper and Ole Winther},
The adaptive TAP Gibbs free energy for a general densely connected probabilistic model with quadratic interactions and arbritary single site constraints is derived. We show how a specific sequential minimization of the free energy leads to a generalization of Minka’s expectation propagation. Lastly, we derive a sparse representation version of the sequential algorithm. The usefulness of the approach is demonstrated on classification and density estimation with Gaussian processes and on an… CONTINUE READING
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