Related papers: The Complexity of Approximating a Bethe Equilibriu…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
The introduction of loopy belief propagation (LBP) revitalized the application of graphical models in many domains. Many recent works present improvements on the basic LBP algorithm in an attempt to overcome convergence and local optima…
Belief Propagation (BP) is a simple probabilistic inference algorithm, consisting of passing messages between nodes of a graph representing a probability distribution. Its analogy with a neural network suggests that it could have…
Belief Propagation (BP) is a message-passing algorithm for approximate inference over Probabilistic Graphical Models (PGMs), finding many applications such as computer vision, error-correcting codes, and protein-folding. While general, the…
Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…
A Fixed-Parameter Tractable (\FPT) $\rho$-approximation algorithm for a minimization (resp. maximization) parameterized problem $P$ is an FPT algorithm that, given an instance $(x, k)\in P$ computes a solution of cost at most $k \cdot…
Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…
We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its Bethe approximation. We show that there exists a regime of…
The Bethe free energy approximation provides an effective way for relaxing NP-hard problems of probabilistic inference. However, its accuracy depends on the model parameters and particularly degrades if a phase transition in the model…
Several quantum many-body models in one dimension possess exact solutions via the Bethe ansatz method, which has been highly successful for understanding their behavior. Nevertheless, there remain physical properties of such models for…
In this work we study approximation algorithms for the \textit{Bounded Color Matching} problem (a.k.a. Restricted Matching problem) which is defined as follows: given a graph in which each edge $e$ has a color $c_e$ and a profit $p_e \in…
We study the complexity of computing equilibria in two classes of network games based on flows - fractional BGP (Border Gateway Protocol) games and fractional BBC (Bounded Budget Connection) games. BGP is the glue that holds the Internet…
For the minimum cardinality vertex cover and maximum cardinality matching problems, the max-product form of belief propagation (BP) is known to perform poorly on general graphs. In this paper, we present an iterative loopy annealing BP…
The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175…
A canonical feature of the constraint satisfaction problems in NP is approximation hardness, where in the worst case, finding sufficient-quality approximate solutions is exponentially hard for all known methods. Fundamentally, the lack of…
This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…
Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…