🗓️ Week 05 - Variational Inference and Laplace Approximation

Author

Affiliation

Dr. Simone Rossi

EURECOM

In this week, we continue exploring approximate inference methods, focusing on parametric approaches: variational inference and the Laplace approximation. We will discuss how optimization techniques can approximate intractable posterior distributions.

🖥️ Lecture Slides

• Laplace Approximation
• Variational Inference

📑 Lecture Notes (PDF)

• 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, K. P. (2023). Probabilistic machine learning: Advanced topics. MIT Press. http://probml.github.io/book2