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Perturbation analysis for EP RRS feed

  • Question

  • Hi,

    Consider the clutter problem of Tom Minka where the goal is to get posterior of the mean of one Gaussian component. The likelihood is a mixture of two Gaussians, one of which is just noise. The other component is the true data generator. Say I use EP to approximate this likelihood term with one Gaussian by moment matching.

    - What happens to the inferred mean if I perturb the mean/variance of this approximate Gaussian ?
    - Which one affects the inferred mean more between having an inaccurate mean (in approximate factors) or an inaccurate variance ?
    - In general, is there some work that analyzes how EP behaves as we vary approximate factors ?

    Thanks,
    Wittawat
    Friday, November 21, 2014 12:57 PM

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