English
 
Help Privacy Policy Disclaimer
  Advanced SearchBrowse

Item

ITEM ACTIONSEXPORT
  Expectation Propagation on the Maximum of Correlated Normal Variables

Hennig, P.(2009). Expectation Propagation on the Maximum of Correlated Normal Variables.

Item is

Files

show Files

Locators

show
hide
Locator:
https://arxiv.org/abs/0910.0115 (Any fulltext)
Description:
-

Creators

show
hide
 Creators:
Hennig, P1, Author              
Affiliations:
1External Organizations, ou_persistent22              

Content

show
hide
Free keywords: -
 Abstract: Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian variables and the first two posterior moments of the two generating variables (corresponding to Gaussian approximations minimizing relative entropy). It is shown how this can be used to build a heuristic approximation to the maximum relationship over a finite set of Gaussian variables, allowing approximate inference by Expectation Propagation on such quantities.

Details

show
hide
Language(s):
 Dates: 2009-07
 Publication Status: Published in print
 Pages: 11
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: BibTex Citekey: Hennig2009
 Degree: -

Event

show

Legal Case

show

Project information

show

Source 1

show
hide
Title: Cavendish Laboratory: University of Cambridge
Source Genre: Series
 Creator(s):
Affiliations:
Publ. Info: Cambridge, UK : Cavendish Laboratory: University of Cambridge
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: - Identifier: -