Expectation Propagation for t-Exponential Family Using q-Algebra

This paper is about the extension of Expectation Propagation, and applied it to Student-T process.

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Outline

• We extended the Expectation Propagation method beyond the exponential families to t-exponential families preserving the analytical update equations.
• In the paper, experiments using Gaussian processes and Student-T processes show the usefulness of the method.
• The biggest contribution of this work is introducing the novel tool called ‘Q-algebra’ developed in the statistical physics and applying it to the Bayesian inference method successfully.