---
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      day: 14
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    - family: Chopin
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  citation-key: BarthelmeABCEP2011
  collection-title: ICML'11
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  event-place: Madison, WI, USA
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- id: BarthelmeExpectationPropagation2012
  accessed:
    - year: 2023
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      day: 14
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    - family: Chopin
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  citation-key: BarthelmeExpectationPropagation2012
  DOI: 10.48550/arXiv.1107.5959
  issued:
    - year: 2012
      month: 7
      day: 18
  number: arXiv:1107.5959
  publisher: arXiv
  title: Expectation-Propagation for Likelihood-Free Inference
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- id: BoukouvalasGaussian2012
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    - year: 2012
      month: 6
      day: 27
  title: Gaussian Process Quantile Regression using Expectation Propagation
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- id: CakmakSelfAveraging2016
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      day: 23
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- id: ChenFactor2020
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- id: CressieSpaceTime2014
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      month: 9
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- id: CsatoSparse2002
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    - family: Opper
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  citation-key: CsatoSparse2002
  container-title: Neural Computation
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    - year: 2002
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      day: 1
  page: 641-668
  publisher: MIT Press
  title: Sparse On-Line Gaussian Processes
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- id: CsatoTAP2001
  accessed:
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      month: 8
      day: 6
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    - family: Opper
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    - family: Winther
      given: Ole
  citation-key: CsatoTAP2001
  collection-title: NIPS'01
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  issued:
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  page: 657–663
  publisher: MIT Press
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  title: TAP Gibbs Free Energy, Belief Propagation and Sparsity
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- id: deFreitasSequential1998
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      non-dropping-particle: de
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  issued:
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  publisher: Cambridge University
  title: Sequential Monte Carlo methods for optimisation of neural network models
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- id: DehaeneExpectation2015
  accessed:
    - year: 2015
      month: 10
      day: 27
  author:
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      given: Guillaume
    - family: Barthelmé
      given: Simon
  citation-key: DehaeneExpectation2015
  container-title: arXiv:1503.08060 [math, stat]
  issued:
    - year: 2015
      month: 3
      day: 27
  title: Expectation Propagation in the large-data limit
  type: article-journal
  URL: http://arxiv.org/abs/1503.08060

- id: DeisenrothExpectation2012
  accessed:
    - year: 2022
      month: 4
      day: 22
  author:
    - family: Deisenroth
      given: Marc Peter
    - family: Mohamed
      given: Shakir
  citation-key: DeisenrothExpectation2012
  collection-title: NIPS'12
  container-title: >-
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    Processing Systems - Volume 2
  event-place: Red Hook, NY, USA
  issued:
    - year: 2012
      month: 12
      day: 3
  page: 2609–2617
  publisher: Curran Associates Inc.
  publisher-place: Red Hook, NY, USA
  title: Expectation propagation in Gaussian process dynamical systems
  type: paper-conference
  URL: http://arxiv.org/abs/1207.2940
  volume: '25'

- id: GustafssonRelations2012
  author:
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      given: Fredrik
    - family: Hendeby
      given: Gustaf
  citation-key: GustafssonRelations2012
  container-title: IEEE Transactions on Signal Processing
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  ISSN: 1941-0476
  issue: '2'
  issued:
    - year: 2012
      month: 2
  page: 545-555
  publisher: IEEE Signal Processing Society
  title: Some Relations Between Extended and Unscented Kalman Filters
  type: article-journal
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- id: HasencleverDistributed2017
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      given: Leonard
    - family: Webb
      given: Stefan
    - family: Lienart
      given: Thibaut
    - family: Vollmer
      given: Sebastian
    - family: Lakshminarayanan
      given: Balaji
    - family: Blundell
      given: Charles
    - family: Teh
      given: Yee Whye
  citation-key: HasencleverDistributed2017
  container-title: The Journal of Machine Learning Research
  DOI: 10.48550/arXiv.1512.09327
  issued:
    - year: 2017
      month: 1
      day: 1
  page: 3744–3780
  title: >-
    Distributed Bayesian learning with stochastic natural gradient expectation
    propagation and the posterior server
  type: paper-conference
  URL: http://arxiv.org/abs/1512.09327
  volume: '18'

- id: HeessLearning2013
  accessed:
    - year: 2023
      month: 4
      day: 3
  author:
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      given: Nicolas
    - family: Tarlow
      given: Daniel
    - family: Winn
      given: John
  citation-key: HeessLearning2013
  container-title: Advances in Neural Information Processing Systems
  issued:
    - year: 2013
  publisher: Curran Associates, Inc.
  title: Learning to Pass Expectation Propagation Messages
  type: paper-conference
  URL: >-
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- id: HernandezLobatoScalable2016
  accessed:
    - year: 2022
      month: 2
      day: 4
  author:
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      given: Daniel
    - family: Hernandez-Lobato
      given: Jose Miguel
  citation-key: HernandezLobatoScalable2016
  container-title: >-
    Proceedings of the 19th International Conference on Artificial Intelligence
    and Statistics
  event-title: Artificial Intelligence and Statistics
  ISSN: 1938-7228
  issued:
    - year: 2016
      month: 5
      day: 2
  language: en
  page: 168-176
  publisher: PMLR
  title: Scalable Gaussian Process Classification via Expectation Propagation
  type: paper-conference
  URL: http://arxiv.org/abs/1507.04513

- id: HuangSampling2005
  accessed:
    - year: 2022
      month: 2
      day: 11
  author:
    - family: Huang
      given: Zaijing
    - family: Gelman
      given: Andrew
  citation-key: HuangSampling2005
  container-title: SSRN Electronic Journal
  container-title-short: SSRN Journal
  DOI: 10.2139/ssrn.1010107
  ISSN: 1556-5068
  issued:
    - year: 2005
  language: en
  title: Sampling for Bayesian Computation with Large Datasets
  type: article-journal
  URL: https://papers.ssrn.com/abstract=1010107

- id: KamtheIterative2022
  accessed:
    - year: 2023
      month: 4
      day: 6
  author:
    - family: Kamthe
      given: Sanket
    - family: Takao
      given: So
    - family: Mohamed
      given: Shakir
    - family: Deisenroth
      given: Marc Peter
  citation-key: KamtheIterative2022
  container-title: Transactions on Machine Learning Research
  ISSN: 2835-8856
  issued:
    - year: 2022
      month: 7
      day: 6
  language: en
  title: >-
    Iterative State Estimation in Non-linear Dynamical Systems Using Approximate
    Expectation Propagation
  type: article-journal
  URL: https://openreview.net/forum?id=xyt4wfdo4J

- id: KhashabiExpectation
  accessed:
    - year: 2023
      month: 3
      day: 28
  author:
    - family: Khashabi
      given: Daniel
  citation-key: KhashabiExpectation
  title: Expectation Propagation for Bayesian Inference
  type: report

- id: KirkleyMessage2020
  accessed:
    - year: 2020
      month: 11
      day: 19
  author:
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      given: Alec
    - family: Cantwell
      given: George T.
    - family: Newman
      given: M. E. J.
  citation-key: KirkleyMessage2020
  container-title: arXiv:2009.12246 [cond-mat]
  issued:
    - year: 2020
      month: 9
      day: 23
  title: Message passing for probabilistic models on networks with loops
  type: article-journal
  URL: http://arxiv.org/abs/2009.12246

- id: LiStochastic2015
  accessed:
    - year: 2023
      month: 3
      day: 27
  author:
    - family: Li
      given: Yingzhen
    - family: Hernandez-Lobato
      given: Jose Miguel
    - family: Turner
      given: Richard E.
  citation-key: LiStochastic2015
  container-title: Advances In Neural Information Processing Systems
  issued:
    - year: 2015
      month: 11
      day: 18
  language: en
  publisher: arXiv
  title: Stochastic Expectation Propagation
  type: paper-conference
  URL: http://arxiv.org/abs/1506.04132

- id: LiuBounding2011
  accessed:
    - year: 2023
      month: 2
      day: 14
  author:
    - family: Liu
      given: Qiang
    - family: Ihler
      given: Alexander
  citation-key: LiuBounding2011
  collection-title: ICML'11
  container-title: >-
    Proceedings of the 28th International Conference on International Conference
    on Machine Learning
  event-place: Madison, WI, USA
  ISBN: 978-1-4503-0619-5
  issued:
    - year: 2011
      month: 6
      day: 28
  page: 849–856
  publisher: Omnipress
  publisher-place: Madison, WI, USA
  title: Bounding the Partition Function using Hölder's Inequality
  type: paper-conference
  URL: https://icml.cc/2011/papers/459_icmlpaper.pdf

- id: MinkaDivergence2005
  accessed:
    - year: 2015
      month: 2
      day: 7
  author:
    - family: Minka
      given: Tom P
  citation-key: MinkaDivergence2005
  issued:
    - year: 2005
  publisher: Technical report, Microsoft Research
  title: Divergence measures and message passing
  type: report
  URL: >-
    http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.314.3445&rep=rep1&type=pdf

- id: MinkaEP2008
  accessed:
    - year: 2015
      month: 2
      day: 7
  author:
    - family: Minka
      given: Tom P
  citation-key: MinkaEP2008
  container-title: Techincal Report
  issued:
    - year: 2008
  title: 'EP: A quick reference'
  type: article-journal
  URL: >-
    http://research-srv.microsoft.com/en-us/um/people/minka/papers/ep/minka-ep-quickref.pdf

- id: MinkaEP2018
  author:
    - family: Minka
      given: Thomas P
  citation-key: MinkaEP2018
  issued:
    - year: 2018
  language: en
  title: The EP energy function and minimization schemes
  type: article
  URL: https://tminka.github.io/papers/ep/minka-ep-energy.pdf

- id: MinkaExpectation2001
  accessed:
    - year: 2015
      month: 10
      day: 27
  author:
    - family: Minka
      given: Thomas P.
  citation-key: MinkaExpectation2001
  collection-title: UAI'01
  container-title: >-
    Proceedings of the Seventeenth Conference on Uncertainty in Artificial
    Intelligence
  DOI: 10.48550/arXiv.1301.2294
  event-place: San Francisco, CA, USA
  ISBN: 1-55860-800-1
  issued:
    - year: 2001
  page: 362–369
  publisher: Morgan Kaufmann Publishers Inc.
  publisher-place: San Francisco, CA, USA
  title: Expectation Propagation for Approximate Bayesian Inference
  type: paper-conference
  URL: https://dslpitt.org/uai/papers/01/p362-minka.pdf

- id: MinkaFamily2001
  accessed:
    - year: 2023
      month: 2
      day: 14
  author:
    - family: Minka
      given: Thomas
  citation-key: MinkaFamily2001
  issued:
    - year: 2001
  title: A Family of algorithms for approximate Bayesian inference
  type: thesis
  URL: https://tminka.github.io/papers/ep/minka-thesis.pdf

- id: MurphyMachine2012
  author:
    - family: Murphy
      given: Kevin P.
  call-number: Q325.5 .M87 2012
  citation-key: MurphyMachine2012
  collection-title: Adaptive computation and machine learning series
  edition: 1 edition
  event-place: Cambridge, MA
  ISBN: 978-0-262-01802-9
  issued:
    - year: 2012
  language: English
  number-of-pages: '1067'
  publisher: MIT Press
  publisher-place: Cambridge, MA
  title: 'Machine learning: a probabilistic perspective'
  type: book

- id: NickischApproximations2008
  author:
    - family: Nickisch
      given: Hannes
    - family: Rasmussen
      given: Carl Edward
  citation-key: NickischApproximations2008
  container-title: Journal of Machine Learning Research
  issued:
    - year: 2008
  language: en
  page: '44'
  title: Approximations for Binary Gaussian Process Classiﬁcation
  type: article-journal
  volume: '9'

- id: NodelmanExpectation2012
  accessed:
    - year: 2023
      month: 2
      day: 14
  author:
    - family: Nodelman
      given: Uri
    - family: Koller
      given: Daphne
    - family: Shelton
      given: Christian R.
  citation-key: NodelmanExpectation2012
  DOI: 10.48550/arXiv.1207.1401
  issued:
    - year: 2012
      month: 7
      day: 4
  number: arXiv:1207.1401
  publisher: arXiv
  title: Expectation Propagation for Continuous Time Bayesian Networks
  type: article
  URL: http://arxiv.org/abs/1207.1401

- id: OpperExpectation2005
  accessed:
    - year: 2023
      month: 4
      day: 4
  author:
    - family: Opper
      given: Manfred
    - family: Winther
      given: Ole
  citation-key: OpperExpectation2005
  container-title: Journal of Machine Learning Research
  ISSN: 1533-7928
  issue: '73'
  issued:
    - year: 2005
  page: 2177-2204
  title: Expectation Consistent Approximate Inference
  type: article-journal
  URL: http://jmlr.org/papers/v6/opper05a.html
  volume: '6'

- id: OpperGaussian2000
  accessed:
    - year: 2023
      month: 4
      day: 4
  author:
    - family: Opper
      given: Manfred
    - family: Winther
      given: Ole
  citation-key: OpperGaussian2000
  container-title: Neural Computation
  container-title-short: Neural Computation
  DOI: 10.1162/089976600300014881
  ISSN: 0899-7667
  issue: '11'
  issued:
    - year: 2000
      month: 11
      day: 1
  page: 2655-2684
  PMID: '11110131'
  title: 'Gaussian Processes for Classification: Mean-Field Algorithms'
  type: article-journal
  volume: '12'

- id: PeltolaExpectation2014
  accessed:
    - year: 2023
      month: 2
      day: 14
  author:
    - family: Peltola
      given: Tomi
    - family: Jylänki
      given: Pasi
    - family: Vehtari
      given: Aki
  citation-key: PeltolaExpectation2014
  container-title: >-
    Proceedings of the Seventeenth International Conference on Artificial
    Intelligence and Statistics
  event-title: Artificial Intelligence and Statistics
  ISSN: 1938-7228
  issued:
    - year: 2014
      month: 4
      day: 2
  language: en
  page: 769-777
  publisher: PMLR
  title: >-
    Expectation Propagation for Likelihoods Depending on an Inner Product of Two
    Multivariate Random Variables
  type: paper-conference
  URL: https://proceedings.mlr.press/v33/peltola14.html

- id: QiExtending2004
  author:
    - family: Qi
      given: Yuan
  citation-key: QiExtending2004
  issued:
    - year: 2004
  language: en
  title: Extending Expectation Propagation for Graphical Models
  type: thesis

- id: QiSparseposterior2010
  accessed:
    - year: 2023
      month: 3
      day: 26
  author:
    - family: Qi
      given: Yuan Alan
    - family: Abdel-Gawad
      given: Ahmed H.
    - family: Minka
      given: Thomas P.
  citation-key: QiSparseposterior2010
  collection-title: UAI'10
  container-title: >-
    Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial
    Intelligence
  event-place: Arlington, Virginia, USA
  ISBN: 978-0-9749039-6-5
  issued:
    - year: 2010
      month: 7
      day: 8
  page: 450–457
  publisher: AUAI Press
  publisher-place: Arlington, Virginia, USA
  title: Sparse-posterior Gaussian processes for general likelihoods
  type: paper-conference
  URL: http://arxiv.org/abs/1203.3507

- id: RaymondExpectation2014
  accessed:
    - year: 2023
      month: 2
      day: 14
  author:
    - family: Raymond
      given: Jack
    - family: Manoel
      given: Andre
    - family: Opper
      given: Manfred
  citation-key: RaymondExpectation2014
  container-title: Statistical Physics, Optimization, Inference, and Message-Passing Algorithms
  editor:
    - literal: F. Krzakala
    - literal: F. Ricci-Tersenghi
    - literal: L. Zdeborova
    - literal: R. Zecchina
    - literal: E. W. Tramel
    - literal: L. F. Cugliandolo
  issued:
    - year: 2014
      month: 9
      day: 22
  publisher: arXiv
  title: Expectation Propagation
  type: chapter
  URL: http://arxiv.org/abs/1409.6179

- id: RochouxPredictive2014
  accessed:
    - year: 2020
      month: 9
      day: 6
  author:
    - family: Rochoux
      given: M. C.
    - family: Ricci
      given: S.
    - family: Lucor
      given: D.
    - family: Cuenot
      given: B.
    - family: Trouvé
      given: A.
  citation-key: RochouxPredictive2014
  container-title: Natural Hazards and Earth System Sciences
  DOI: 10.5194/nhess-14-2951-2014
  issue: '11'
  issued:
    - year: 2014
  language: en
  page: '2951'
  title: >-
    Towards predictive data-driven simulations of wildfire spread – Part I:
    Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate
    model for parameter estimation
  type: article-journal
  URL: https://hal.sorbonne-universite.fr/hal-01332351
  volume: '14'

- id: RochouxPredictive2015
  accessed:
    - year: 2020
      month: 9
      day: 6
  author:
    - family: Rochoux
      given: M. C.
    - family: Emery
      given: C.
    - family: Ricci
      given: S.
    - family: Cuenot
      given: B.
    - family: Trouvé
      given: A.
  citation-key: RochouxPredictive2015
  container-title: Natural Hazards and Earth System Sciences
  container-title-short: Nat. Hazards Earth Syst. Sci.
  DOI: 10.5194/nhess-15-1721-2015
  ISSN: 1684-9981
  issue: '8'
  issued:
    - year: 2015
      month: 8
      day: 4
  language: en
  page: 1721-1739
  title: >-
    Towards predictive data-driven simulations of wildfire spread – Part II:
    Ensemble Kalman Filter for the state estimation of a front-tracking
    simulator of wildfire spread
  type: article-journal
  URL: https://nhess.copernicus.org/articles/15/1721/2015/
  volume: '15'

- id: SeegerExpectation2005
  citation-key: SeegerExpectation2005
  editor:
    - family: Seeger
      given: Matthias
  issued:
    - year: 2005
  title: Expectation Propagation for Exponential Families
  type: article
  URL: https://infoscience.epfl.ch/record/161464?ln=en

- id: SeegerFast2011
  accessed:
    - year: 2022
      month: 2
      day: 4
  author:
    - family: Seeger
      given: Matthias
    - family: Nickisch
      given: Hannes
  citation-key: SeegerFast2011
  container-title: >-
    Proceedings of the Fourteenth International Conference on Artificial
    Intelligence and Statistics
  event-title: >-
    Proceedings of the Fourteenth International Conference on Artificial
    Intelligence and Statistics
  ISSN: 1938-7228
  issued:
    - year: 2011
      month: 6
      day: 14
  language: en
  page: 652-660
  publisher: JMLR Workshop and Conference Proceedings
  title: >-
    Fast Convergent Algorithms for Expectation Propagation Approximate Bayesian
    Inference
  type: paper-conference
  URL: https://proceedings.mlr.press/v15/seeger11a.html

- id: SuttonExpectation2005
  author:
    - family: Sutton
      given: Charles
  citation-key: SuttonExpectation2005
  issued:
    - year: 2005
  language: en
  title: 'Expectation Propagation in Factor Graphs: A Tutorial'
  type: article-journal
  URL: https://homepages.inf.ed.ac.uk/csutton/publications/ep-tutorial.pdf

- id: TaghvaeiOptimal2021
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...
