Variational Approximations between Mean Field Theory and the Junction\n Tree Algorithm
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Abstract
Recently, variational approximations such as the mean field approximation\nhave received much interest. We extend the standard mean field method by using\nan approximating distribution that factorises into cluster potentials. This\nincludes undirected graphs, directed acyclic graphs and junction trees. We\nderive generalized mean field equations to optimize the cluster potentials. We\nshow that the method bridges the gap between the standard mean field\napproximation and the exact junction tree algorithm. In addition, we address\nthe problem of how to choose the graphical structure of the approximating\ndistribution. From the generalised mean field equations we derive rules to\nsimplify the structure of the approximating distribution in advance without\naffecting the quality of the approximation. We also show how the method fits\ninto some other variational approximations that are currently popular.\n
