Expectation Propagation: Applications and Theory

Underdetermined linear systems of equations are ubiquitous in many fields ranging from biology, to information technology. In recent years, different techniques and approximations have been proposed. In this presentation, I will mostly concentrate on Expectation Propagation (EP) as a general tool for dealing with this problem under a most general structure of the priors. I will start by introducing the formalism with 3 concrete applications:

-sampling metabolic networks
-tomography
-inference of brain activity from eeg data

I will then outline the analytical derivation of the algorithm.

Finally I will discuss some results on metabolic sampling.