I am trying to understand the difference between:
Expectation Propagation differs from other Bayesian approximation approaches such as Variational Bayesian methods.
Why isn't EP considered a Variational Bayes method? Isn't EP Bayesian, and relies on message-passing to approximate the posterior? What makes a method Variational Bayes?
Also, what about the following methods. Can they be considered Variational Bayes?
- Mean-field methods
- Bethe-Kikuchi approximations