Dear whom it may concern,

I'd like to ask a short question on expectation propagation (EP) engine in Infer.Net.

When Infer.Net conducts approximate inference using EP engine, does it assume 'some approximation' on the non-analytic integrals arising during the moment-matching process or else rather provide exact solutions to such integrals?

If approximation is required, would it be possible to share what method of approximation is used?

If no approximation is required, would you be able to share how you would cope with multi-dimensional non-analytic integrals (for example, for a simple linear regression model with p number of predictors, you might need to handle p-dimensional integrals with
no closed-form solutions.)

If this is not the right place to ask this type of question, please excuse me and disregard this question!

Best Regards

Andy