【作者】 黎海恩； 刘建伟； 罗雄麟；

【Author】 LI Haien,LIU Jianwei,LUO Xionglin (Research Institute of Automation,China University of Petroleum,Beijing 102249,China)

【机构】 中国石油大学自动化研究所；

【摘要】 介绍变分近似推理算法的最新研究进展,根据算法的方法论把变分近似推理分4类,包括环信任传播算法、期望传播算法、结构变分算法和线性规划松弛算法。分别描述这4种算法的特点与最新研究,给出变分优化问题和不动点方程。最后指出未来研究方向和有待解决的问题。更多还原

【Abstract】 The motivations,challenges and recently developed algorithms of variational approximate inference were studied.Recent work were categorized into four classes according to their methodologies,including loopy belief propagation,expectation propagation,structured variation and linear programming relaxation.Then some representative algorithms and their variational optimal problems and fixed point equations in each category were reviewed and compared.Finally the future trend was proposed and some open problems to be solved were given.更多还原