A Completed Information Projection Interpretation of Expectation Propagation
A Completed Information Projection Interpretation of Expectation Propagation
Dec 31, 2007 4447 views 
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This talk presents an interpretation of expectation propagation (EP) as a hybrid between two different iterated Bregman projections algorithms from the convex analysis and programming literature whose convergence behavior is well studied. It is suggested that convergence results for EP may be developed through this interpretation by adapting relevant convergence proofs for the related projections algorithms. Example convergence results for special cases of EP are derived through this connection, as well as through a connection between EP and the Gauss Seidel iterative solution method.