structured mean field


The naive mean field approximation assumes a fully factorized approximating distribution, which can be inaccurate if variables are tightly coupled. Structured mean field instead assumes the distribution factorizes into a product of tractable distributions, such as trees or chains.


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Graphical models, exponential families, and variational inference (2008)
An in-depth review of exact and approximate inference methods for graphical models.
Authors: Martin J. Wainwright,Michael I. Jordan


See also

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