Variational Message Passing - VMP Algorithm

VMP Algorithm

The algorithm begins by computing the expected value of the sufficient statistics for that vector. Then, until the likelihood converges to a stable value (this is usually accomplished by setting a small threshold value and running the algorithm until it increases by less than that threshold value), do the following at each node:

  1. Get all messages from parents
  2. Get all messages from children (this might require the children to get messages from the co-parents)
  3. Compute the expected value of the nodes sufficient statistics

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