Advanced Mean Field Methods: Theory And Practice; Editor: Opper, Manfred; Editor: Saad, David; Hardback; Book

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Advanced Mean Field Methods: Theory And Practice

Editor: Opper, Manfred; Editor: Saad, David
Neural Information Processing Series; Hardback; Book
288 pages
Published: June 2001
The MIT Press
ISBN: 0262150549

A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximatecomputations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models.Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel applThis title covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modelling.

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