- An introduction to variational methods for graphical models. M. I.
Jordan, Z. Ghahramani, T. S. Jaakkola, and L. K. Saul. In M. I. Jordan
(Ed.), Learning in Graphical Models, Cambridge: MIT Press, 1999.
.. http://www.gatsby.ucl.ac.uk/~zoubin/papers/varintro.ps.gz
- M.J. Wainwright and M.I. Jordan. Graphical models, exponential
families, and variational inference. Technical Report 649, Department
of Statistics, University of California, Berkeley, 2003
.. http://www.cs.berkeley.edu/~jordan/papers/WaiJorVariational03.ps.gz
A comprehensive reference. In particular, section 3 spells out the
nature of the approximation of p(latent|params,data) with the
variational distribution q(latent|variational_params(data)) in terms
of Kullbach-Leibler divergence. Section 4 is on variational inference
for mean parameters. Section 5 is on mean field theory in general.
- D.M. Blei, A. Ng, and M.I. Jordan. Latent Dirichlet allocation.
Journal of Machine Learning Research, 3:993-1022, January 2003.
.. http://www.cs.berkeley.edu/~blei/papers/blei03a.pdf
A popular model, which makes a fully worked out example.
- M.J. Beal. Variational Algorithms for Approximate Bayesian Inference
PhD. Thesis, Gatsby Computational Neuroscience Unit, University
College London, 2003. (281 pages)
.. http://www.cse.buffalo.edu/faculty/mbeal/papers/beal03.pdf
More examples fully worked out can be found in Matthew's thesis.
Ch 1: Introduction
Ch 2: Variational Bayesian Theory
Ch 3: Variational Bayesian Hidden Markov Models
Ch 4: Variational Bayesian Mixture of Factor Analysers
Ch 5: Variational Bayesian Linear Dynamical Systems
Ch 6: Learning the structure of discrete-variable graphical models
with hidden variables
- P. Xing, M.I Jordan and S. Russell. Graph partition strategies for
generalized mean field inference. Uncertainty in Artificial
Intelligence 20 (UAI2004), (eds. Meek and Halpern) AUAI Press,
602-610, 2004
.. http://www.cs.cmu.edu/~epxing/papers/Old_papers/xing_uai2004.pdfs
Explores graph-cut methods to automatically partition a graphical
model, in order to posit a variational distribution whose factors
correspond to the partitions, to ultimately perform generalized mean
field inference.