On Expectation Propagation and the Probabilistic Editor in some simple mixture problems
Fuente:
arXiv
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866918350678917120 |
|---|---|
| author | Hjort, Nils Lid Titterington, Mike |
| author_facet | Hjort, Nils Lid Titterington, Mike |
| contents | As for other latent-variable problems, exact Bayesian analysis is typically not practicable for mixture problems and approximate methods have been developed. Variational Bayes tends to produce approximate posterior distributions for parameters that are too tightly concentrated in having variances that are too small. The paper identifies a few mixture problems in which Expectation Propagation and variations thereof lead to approximate posterior distributions that asymptotically exhibit `correct' variances and therefore stand to provide reliable interval estimates for the unknown parameter or parameters. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_19709 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | On Expectation Propagation and the Probabilistic Editor in some simple mixture problems Hjort, Nils Lid Titterington, Mike Statistics Theory As for other latent-variable problems, exact Bayesian analysis is typically not practicable for mixture problems and approximate methods have been developed. Variational Bayes tends to produce approximate posterior distributions for parameters that are too tightly concentrated in having variances that are too small. The paper identifies a few mixture problems in which Expectation Propagation and variations thereof lead to approximate posterior distributions that asymptotically exhibit `correct' variances and therefore stand to provide reliable interval estimates for the unknown parameter or parameters. |
| title | On Expectation Propagation and the Probabilistic Editor in some simple mixture problems |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2602.19709 |