Related papers: Tutorial on Exact Belief Propagation in Bayesian N…
Belief propagation is a widely used message passing method for the solution of probabilistic models on networks such as epidemic models, spin models, and Bayesian graphical models, but it suffers from the serious shortcoming that it works…
This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief…
We present new message passing algorithms for performing inference with graphical models. Our methods are designed for the most difficult inference problems where loopy belief propagation and other heuristics fail to converge. Belief…
Message-passing algorithms based on the Belief Propagation (BP) equations constitute a well-known distributed computational scheme. It is exact on tree-like graphical models and has also proven to be effective in many problems defined on…
Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…
This paper describes a new algorithm for exact Bayesian inference that is based on a recently proposed compositional semantics of Bayesian networks in terms of channels. The paper concentrates on the ideas behind this algorithm, involving a…
In the quest for scalable Bayesian computational algorithms we need to exploit the full potential of existing methodologies. In this note we point out that message passing algorithms, which are very well developed for inference in graphical…
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…
The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…
An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute…
Message passing algorithms have proved surprisingly successful in solving hard constraint satisfaction problems on sparse random graphs. In such applications, variables are fixed sequentially to satisfy the constraints. Message passing is…
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such…
Expectation Propagation (EP) is a widely used message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions (beliefs) using intermediate functions (messages). While…
Bayesian inference offers a principled account of information processing in natural agents. However, it remains an open question how neural mechanisms perform their abstract operations. We investigate a hypothesis where a distributed form…
We study several bayesian inference problems for irreversible stochastic epidemic models on networks from a statistical physics viewpoint. We derive equations which allow to accurately compute the posterior distribution of the time…
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. Recently,…
Inference for probabilistic graphical models is still very much a practical challenge in large domains. The commonly used and effective belief propagation (BP) algorithm and its generalizations often do not converge when applied to hard,…
This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…
We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…