Approximate Inference

For all but the simplest statistical models, exact learning and inference are computationally intractable. Approximate inference methods make it possible to learn realistic models from large data sets. Generally, approximate inference methods trade off computation time for accuracy. Some of the major classes of approximate inference methods include Markov chain Monte Carlo methods, variational methods and related algorithms such as Expectation Propagation.

See also Monte Carlo Methods.

Some relevant publications: