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Abstract:
The adaptive TAP Gibbs free energy for a general densely
connected probabilistic model with quadratic interactions and
arbritary single site constraints is derived. We show how a
specific sequential minimization of the free energy leads to a
generalization of Minka's expectation propagation. Lastly, we
derive a sparse representation version of the sequential
algorithm. The usefulness of the approach is demonstrated on
classification and density estimation with Gaussian processes and
on an independent component analysis problem.
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