The EP energy function and minimization schemes

j fj(x)τj) (3) The ti(x) must be positive but they do not have to be proper densities. However p(x), which is not being approximated, does need to be a proper density. It doesn’t have to be the actual “prior” in the problem; you could choose it to be 1, for example, if x has finite domain. p(x) does not have to be in an exponential family, but it will make your life easier if it is. The EP (dual) energy function is min ν max λ (n− 1) log ∫