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This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matrix and of the mean…

Machine Learning · Statistics 2018-01-01 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

According to physics predictions, the free energy of random factor graph models that satisfy a certain "static replica symmetry" condition can be calculated via the Belief Propagation message passing scheme [Krzakala et al., PNAS 2007].…

Probability · Mathematics 2016-03-29 Amin Coja-Oghlan , Will Perkins

We present a joint message passing approach that combines belief propagation and the mean field approximation. Our analysis is based on the region-based free energy approximation method proposed by Yedidia et al. We show that the message…

We describe expectation propagation for approximate inference in dynamic Bayesian networks as a natural extension of Pearl s exact belief propagation.Expectation propagation IS a greedy algorithm, converges IN many practical cases, but NOT…

Artificial Intelligence · Computer Science 2013-01-07 Tom Heskes , Onno Zoeter

Undirected graphical models are a widely used class of probabilistic models in machine learning that capture prior knowledge or putative pairwise interactions between variables. Those interactions are encoded in a graph for pairwise…

Statistics Theory · Mathematics 2025-03-21 Grégoire Sergeant-Perthuis , Toby St Clere Smithe , Léo Boitel

We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006) allows to express the exact partition function of a graphical model as a…

Artificial Intelligence · Computer Science 2009-05-25 V. Gómez , H. J. Kappen , M. Chertkov

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

This manuscript discusses computation of the Partition Function (PF) and the Minimum Weight Perfect Matching (MWPM) on arbitrary, non-bipartite graphs. We present two novel problem formulations - one for computing the PF of a Perfect…

Statistical Mechanics · Physics 2015-06-16 Michael Chertkov , Andrew Gelfand , Jinwoo Shin

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Many networks generated by nature have two generic properties: they are formed in the process of {preferential attachment} and they are scale-free. Considering these features, by interfering with mechanism of the {preferential attachment},…

Physics and Society · Physics 2020-05-05 Rafał Rak , Ewa Rak

The Bethe approximation, or loopy belief propagation algorithm is a successful method for approximating partition functions of probabilistic models associated with a graph. Chertkov and Chernyak derived an interesting formula called Loop…

Discrete Mathematics · Computer Science 2009-11-14 Yusuke Watanabe , Kenji Fukumizu

We study asymptotic properties of expectation propagation (EP) -- a method for approximate inference originally developed in the field of machine learning. Applied to generalized linear models, EP iteratively computes a multivariate…

Information Theory · Computer Science 2018-05-11 Burak Çakmak , Manfred Opper

We propose a new approach to the analysis of Loopy Belief Propagation (LBP) by establishing a formula that connects the Hessian of the Bethe free energy with the edge zeta function. The formula has a number of theoretical implications on…

Artificial Intelligence · Computer Science 2010-02-18 Yusuke Watanabe , Kenji Fukumizu

We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…

Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…

Numerical Analysis · Mathematics 2024-09-04 Ahmad Deeb , Denys Dutykh

A statistical system is classically defined on a set of microstates $E$ by a global energy function $H : E \to \mathbb{R}$, yielding Gibbs probability measures (softmins) $\rho^\beta(H)$ for every inverse temperature $\beta = T^{-1}$. Gibbs…

Statistical Mechanics · Physics 2022-07-05 Olivier Peltre

A loop series expansion for the partition function of a general statistical model on a graph is carried out. If the auxiliary probability distributions of the expansion are chosen to be a fixed point of the belief-propagation equation, the…

Statistical Mechanics · Physics 2011-10-06 Jing-Qing Xiao , Haijun Zhou

Variational inference in probabilistic graphical models aims to approximate fundamental quantities such as marginal distributions and the partition function. Popular approaches are the Bethe approximation, tree-reweighted, and other types…

Machine Learning · Statistics 2025-02-06 Harald Leisenberger , Franz Pernkopf

Feedback particle filter (FPF) is a numerical algorithm to approximate the solution of the nonlinear filtering problem in continuous-time settings. In any numerical implementation of the FPF algorithm, the main challenge is to numerically…

Optimization and Control · Mathematics 2019-10-01 Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

Exponential random graph models (ERGMs) are flexible probabilistic frameworks to model statistical networks through a variety of network summary statistics. Conventional Bayesian estimation for ERGMs involves iteratively exchanging with an…

Methodology · Statistics 2025-04-15 Yefeng Fan , Simon White