activity
20152019
most citedBounding errors of Expectation-Propagation

13 citations · 24 across the 5 of their papers we have counts for

collaborators

6 papers

stat.CO2019

Variational Inference with Numerical Derivatives: variance reduction through coupling

Alexander Immer, Guillaume P. Dehaene

The Black Box Variational Inference (Ranganath et al. (2014)) algorithm provides a universal method for Variational Inference, but taking advantage of special properties of the app…

math.ST2019★ 3 cited

A deterministic and computable Bernstein-von Mises theorem

Guillaume P. Dehaene

Bernstein-von Mises results (BvM) establish that the Laplace approximation is asymptotically correct in the large-data limit. However, these results are inappropriate for computati…

stat.ML2017★ 7 cited

Computing the quality of the Laplace approximation

Guillaume P. Dehaene

Bayesian inference requires approximation methods to become computable, but for most of them it is impossible to quantify how close the approximation is to the true posterior. In t…

stat.ML2016★ 1 cited

Expectation Propagation performs a smoothed gradient descent

Guillaume P. Dehaene

Bayesian inference is a popular method to build learning algorithms but it is hampered by the fact that its key object, the posterior probability distribution, is often uncomputabl…

stat.CO2016★ 13 cited

Bounding errors of Expectation-Propagation

Guillaume P Dehaene, Simon Barthelmé

Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors ma…

stat.CO2015

Expectation Propagation in the large-data limit

Guillaume Dehaene, Simon Barthelmé

Expectation Propagation (Minka, 2001) is a widely successful algorithm for variational inference. EP is an iterative algorithm used to approximate complicated distributions, typica…