Bayesian parameter estimation via variational methods
- Cite this article as:
- Jaakkola, T.S. & Jordan, M.I. Statistics and Computing (2000) 10: 25. doi:10.1023/A:1008932416310
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We consider a logistic regression model with a Gaussian prior distribution over the parameters. We show that an accurate variational transformation can be used to obtain a closed form approximation to the posterior distribution of the parameters thereby yielding an approximate posterior predictive model. This approach is readily extended to binary graphical model with complete observations. For graphical models with incomplete observations we utilize an additional variational transformation and again obtain a closed form approximation to the posterior. Finally, we show that the dual of the regression problem gives a latent variable density model, the variational formulation of which leads to exactly solvable EM updates.