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10952
CUTN
20130604121210.0
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9780262150545
0262150549 (Trade Cloth)
USD 50.00 Retail Price (Publisher)
9780262150545
(WaSeSS)ssj0000097756
00015994
BIP US
WaSeSS
CLC
QC174.85.M43A38 2001
530.15/95
21
Opper, Manfred
Editor
edt
OPP
Advanced Mean Field Methods
Advanced Mean Field Methods
[electronic resource]:
Theory and Practice
Cambridge :
MIT Press
June 2001
Neural Information Processing Ser.
License restrictions may limit access.
Annotation
A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models.Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models.Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.
Scholarly & Professional
MIT Press
17
MIT Press
Saad, David
Editor
edt
IEEE - MIT Press eBooks LIbrary
http://www.columbia.edu/cgi-bin/cul/resolve?clio10187396
Full text available from IEEE - MIT Press eBooks LIbrary
Bowker Global Books in Print record
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BOOKS
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0
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CUTN
CUTN
500
2013-06-04
0
530.15/95
10952
2013-06-04 00:00:00
1
2013-06-04
BOOKS
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