The variational Bayes method in signal processing

Synthesizes the Variational Bayes (VB) method of distributional approximation into eight clear steps („the VB method“). When these are followed, the reader is equipped with the means to check if their model is amenable to this approximation, and to develop the approximation in a systematic way Presents some very basic toy problems involving scalar decompositions, which give insight into the nature of the method in full applications Employs the VB method in off-line and on-line scenarios in a standard and systematic way, allowing the results in each case to be compared with ease Derives all necessary results in Bayesian methods, avoiding unnecessary elaboration and making the book self-contained