Related papers: Gaussian Belief Propagation: Theory and Aplication

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Generalized belief propagation (GBP) has proven to be a promising technique for approximate inference tasks in AI and machine learning. However, the choice of a good set of clusters to be used in GBP has remained more of an art then a…

In this paper, we consider the problem of solving linear algebraic equations of the form $Ax=b$ among multi agents which seek a solution by using local information in presence of random communication topologies. The equation is solved by…

Belief Propagation (BP) is one of the most popular methods for inference in probabilistic graphical models. BP is guaranteed to return the correct answer for tree structures, but can be incorrect or non-convergent for loopy graphical…

This paper presents a novel communication-efficient parallel belief propagation (CE-PBP) algorithm for training latent Dirichlet allocation (LDA). Based on the synchronous belief propagation (BP) algorithm, we first develop a parallel…

Graph neural networks (GNN) typically rely on localized message passing, requiring increasing depth to capture long range dependencies. In this work, we introduce Graph Linear Transformations, a linear transformation that realizes direct…

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…

A graphical model is a structured representation of locally dependent random variables. A traditional method to reason over these random variables is to perform inference using belief propagation. When provided with the true data generating…

The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy…

We consider a class of spreading processes on networks, which generalize commonly used epidemic models such as the SIR model or the SIS model with a bounded number of re-infections. We analyse the related problem of inference of the…

Fast convergence speed is a desired property for training latent Dirichlet allocation (LDA), especially in online and parallel topic modeling for massive data sets. This paper presents a novel residual belief propagation (RBP) algorithm to…

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions…

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

Compiling Bayesian networks (BNs) to junction trees and performing belief propagation over them is among the most prominent approaches to computing posteriors in BNs. However, belief propagation over junction tree is known to be…

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…

To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP…

We apply Guo and Wang's relaxed belief propagation (BP) method to the estimation of a random vector from linear measurements followed by a componentwise probabilistic measurement channel. Relaxed BP uses a Gaussian approximation in standard…

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…