On Expectation Propagation and the Probabilistic Editor in some simple mixture problems
Abstract
As for other latent-variable problems, exact Bayesian analysis is typically not practicable for mixture problems and approximate methods have been developed. Variational Bayes tends to produce approximate posterior distributions for parameters that are too tightly concentrated in having variances that are too small. The paper identifies a few mixture problems in which Expectation Propagation and variations thereof lead to approximate posterior distributions that asymptotically exhibit `correct' variances and therefore stand to provide reliable interval estimates for the unknown parameter or parameters.
Cite
@article{arxiv.2602.19709,
title = {On Expectation Propagation and the Probabilistic Editor in some simple mixture problems},
author = {Nils Lid Hjort and Mike Titterington},
journal= {arXiv preprint arXiv:2602.19709},
year = {2026}
}
Comments
22 pages, 0 figures; Mike Titterington passed away in 2023, at the age of 77; this is the October 2010 version of a paper we collaborated on then and (still) planned to extend before submitting to a journal