I thought readers of the Uncertainty in AI List might be interested in this
book. For more information please visit
http://mitpress.mit.edu/catalog/item/default.asp?sid=5CEC3656-296C-4C48-B6E3-6BDFAC7EBADD&ttype=2&tid=3847
Advanced Mean Field Methods Theory and Practice
edited by Manfred Opper and David Saad
A major problem in modern probabilistic modeling is the huge computational
complexity involved in typical calculations with multivariate probability
distributions when the number of random variables is large. Because exact
computations are infeasible in such cases and Monte Carlo sampling
techniques may reach their limits, there is a need for methods that allow
for efficient approximate computations. One of the simplest approximations
is based on the mean field method, which has a long history in statistical
physics. The method is widely used, particularly in the growing field of
graphical models.
Researchers from disciplines such as statistical physics, computer science,
and mathematical statistics are studying ways to improve this and related
methods and are exploring novel application areas. Leading approaches
include the variational approach, which goes beyond factorizable
distributions to achieve systematic improvements; the TAP
(Thouless-Anderson-Palmer) approach, which incorporates correlations by
including effective reaction terms in the mean field theory; and the more
general methods of graphical models.
Bringing together ideas and techniques from these diverse disciplines, this
book covers the theoretical foundations of advanced mean field methods,
explores the relation between the different approaches, examines the
quality of the approximation obtained, and demonstrates their application
to various areas of probabilistic modeling.
Manfred Opper is a Reader and David Saad is Professor, the Neural Computing
Research Group, School of Engineering and Applied Science, Aston
University, UK.
7 x 10, 300 pp.
cloth ISBN 0-262-15054-9
Neural Information Processing series
Jud Wolfskill
Associate Publicist
MIT Press
5 Cambridge Center, 4th Floor
Cambridge, MA 02142
617.253.2079
617.253.1709 fax
wolfskil@mit.edu
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