🗓️ Week 05 - Variational Inference and Laplace Approximation

Author

Affiliation

Dr. Simone Rossi

EURECOM

In this week, we will continue our exploration of approximate inference methods. We will focus on parametric approximate inference methods, specifically variational inference and the Laplace approximation. We will discuss how we can use optimization techniques to approximate intractable posterior distributions.

📑 Lecture Slides

• Laplace Approximation
• Variational Inference

Print-friendly version

• Laplace Approximation
• Variational Inference

📚 Recommended Reading

• Murphy (2023): Chapter 7.4.3 (Laplace Approximation)
• Murphy (2023): Chapter 7.4.4, 10.1, 10.2 (Variational Inference)

📙 References

Murphy, Kevin P. 2023. Probabilistic Machine Learning: Advanced Topics. MIT Press. http://probml.github.io/book2.