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We derive novel conditions that guarantee convergence of the Sum-Product algorithm (also known as Loopy Belief Propagation or simply Belief Propagation) to a unique fixed point, irrespective of the initial messages. The computational…

Information Theory · Computer Science 2007-12-18 Joris M. Mooij , Hilbert J. Kappen

Belief propagation is known to perform extremely well in many practical statistical inference and learning problems using graphical models, even in the presence of multiple loops. The iterative use of belief propagation algorithm on loopy…

Information Theory · Computer Science 2013-02-13 Xiangqiong Shi , Dan Schonfeld , Daniela Tuninetti

We address the question of convergence in the loopy belief propagation (LBP) algorithm. Specifically, we relate convergence of LBP to the existence of a weak limit for a sequence of Gibbs measures defined on the LBP s associated computation…

Artificial Intelligence · Computer Science 2013-01-07 Sekhar Tatikonda , Michael I. Jordan

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…

Machine Learning · Statistics 2012-10-23 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful…

Machine Learning · Statistics 2021-09-15 Andrii Riazanov , Yury Maximov , Michael Chertkov

In the context of inference with expectation constraints, we propose an approach based on the "loopy belief propagation" algorithm LBP, as a surrogate to an exact Markov Random Field MRF modelling. A prior information composed of…

Machine Learning · Computer Science 2015-05-13 Cyril Furtlehner , Jean-Marc Lasgouttes , Anne Auger

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…

Artificial Intelligence · Computer Science 2022-07-19 Anna Grim , Pedro Felzenszwalb

Belief propagation (BP) is a powerful tool to solve distributed inference problems, though it is limited by short cycles in the corresponding factor graph. Such cycles may lead to incorrect solutions or oscillatory behavior. Only for…

Systems and Control · Computer Science 2018-02-08 Christopher Lindberg , Julien M. Hendrickx , Henk Wymeersch

Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…

Artificial Intelligence · Computer Science 2012-07-19 Mark Paskin , Carlos E. Guestrin

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…

Artificial Intelligence · Computer Science 2012-06-26 Alexander T. Ihler

We prove a sufficient set of conditions for a sequence of finite measures on the space of cadlag measure-valued paths to converge to the canonical measure of super-Brownian motion in the sense of convergence of finite-dimensional…

Probability · Mathematics 2011-11-10 Mark Holmes , Edwin Perkins

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…

Probability · Mathematics 2022-02-08 Illia Donhauzer , Andriy Olenko

This work proves a new result on the correct convergence of Min-Sum Loopy Belief Propagation (LBP) in an interpolation problem on a square grid graph. The focus is on the notion of local solutions, a numerical quantity attached to each site…

Other Computer Science · Computer Science 2017-02-22 Yutong Wang , Matthew G. Reyes , David L. Neuhoff

The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing…

Information Theory · Computer Science 2012-12-18 Nima Noorshams , Martin J. Wainwright

In second-order uncertain Bayesian networks, the conditional probabilities are only known within distributions, i.e., probabilities over probabilities. The delta-method has been applied to extend exact first-order inference methods to…

Artificial Intelligence · Computer Science 2022-08-17 Conrad D. Hougen , Lance M. Kaplan , Magdalena Ivanovska , Federico Cerutti , Kumar Vijay Mishra , Alfred O. Hero

Gaussian belief propagation (BP) is a computationally efficient method to approximate the marginal distribution and has been widely used for inference with high dimensional data as well as distributed estimation in large-scale networks.…

Information Theory · Computer Science 2017-11-29 Jian Du , Soummya Kar , José M. F. Moura

In this paper we treat both forms of probabilistic inference, estimating marginal probabilities of the joint distribution and finding the most probable assignment, through a unified message-passing algorithm architecture. We generalize the…

Artificial Intelligence · Computer Science 2010-06-29 Tamir Hazan , Amnon Shashua

We present a novel inference algorithm for arbitrary, binary, undirected graphs. Unlike loopy belief propagation, which iterates fixed point equations, we directly descend on the Bethe free energy. The algorithm consists of two phases,…

Artificial Intelligence · Computer Science 2013-01-14 Max Welling , Yee Whye Teh

Belief propagation (BP) is an iterative method to perform approximate inference on arbitrary graphical models. Whether BP converges and if the solution is a unique fixed point depends on both the structure and the parametrization of the…

Machine Learning · Statistics 2017-05-31 Christian Knoll , Franz Pernkopf , Dhagash Mehta , Tianran Chen

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi
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