Approximate inference methods make it possible to learn realistic models from
big data
Though used sometimes loosely partly because of a lack of formal definition, the interpretation that seems to best describe Big data is the one associated with large body of information that we could not comprehend when used only in smaller am ...
by trading off computation time for accuracy, when exact learning and
inference
Inferences are steps in reasoning, moving from premises to logical consequences; etymologically, the word '' infer'' means to "carry forward". Inference is theoretically traditionally divided into deduction and induction, a distinction that in ...
are
computationally intractable
In theoretical computer science and mathematics, computational complexity theory focuses on classifying computational problems according to their resource usage, and relating these classes to each other. A computational problem is a task solved ...
.
Major methods classes
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Laplace's approximation
In mathematics, Laplace's approximation fits an un-normalised Gaussian approximation to a (twice differentiable) un-normalised target density. In Bayesian statistical inference this is useful to simultaneously approximate the posterior and the ...
*
Variational Bayesian method
Variational Bayesian methods are a family of techniques for approximating intractable integrals arising in Bayesian inference and machine learning. They are typically used in complex statistical models consisting of observed variables (usually ...
s
*
Markov chain Monte Carlo
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Expectation propagation
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Markov random fields
*
Bayesian networks
**
Variational message passing Variational message passing (VMP) is an approximate inference technique for continuous- or discrete-valued Bayesian networks, with conjugate-exponential parents, developed by John Winn. VMP was developed as a means of generalizing the approximate v ...
* Loopy and generalized
belief propagation
See also
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Statistical inference
Statistical inference is the process of using data analysis to infer properties of an underlying probability distribution, distribution of probability.Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. . Inferential statistical ...
*
Fuzzy logic
Fuzzy logic is a form of many-valued logic in which the truth value of variables may be any real number between 0 and 1. It is employed to handle the concept of partial truth, where the truth value may range between completely true and completely ...
*
Data mining
References
External links
*{{cite web, url=http://videolectures.net/mlss09uk_minka_ai/, title=Machine Learning Summer School (MLSS), Cambridge 2009, Approximate Inference, author= Tom Minka, Microsoft Research, date=Nov 2, 2009, type=video lecture
Data management