Note about Bayesian Machine Learning
Published:
This is a learning note about Bayesian Machine Learning. Their bedrock is Probabilistic Graphic Model (PGMs) and Bayesian Inference.
Road Map
- Posterior is feasible
- Maximum a posteriori estimation
- Expectation Maximization (EM) approximation
- Posterior is intractable
- Sampling methods:
- Importanced sampling
- Reject sampling
- Monte-Carlo Markov Chain (MCMC) sampling
- Approximation inference:
- Variational inference
- Mean-field
- Expectation propagation
- Variational inference
- Sampling methods: