Variational maximum a posteriori by annealed mean field analysis

@article{Hua2005VariationalMA,
  title={Variational maximum a posteriori by annealed mean field analysis},
  author={Gang Hua and Ying Wu},
  journal={IEEE Transactions on Pattern Analysis and Machine Intelligence},
  year={2005},
  volume={27},
  pages={1747-1761}
}
This paper proposes a novel probabilistic variational method with deterministic annealing for the maximum a posteriori (MAP) estimation of complex stochastic systems. Since the MAP estimation involves global optimization, in general, it is very difficult to achieve. Therefore, most probabilistic inference algorithms are only able to achieve either the exact or the approximate posterior distributions. Our method constrains the mean field variational distribution to be multivariate Gaussian. Then… CONTINUE READING
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