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Related papers: Approximate Inference and Constrained Optimization

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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…

Artificial Intelligence · Computer Science 2012-05-14 Ofer Meshi , Ariel Jaimovich , Amir Globerson , Nir Friedman

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

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

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Machine Learning · Computer Science 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

Inference problems in graphical models can be represented as a constrained optimization of a free energy function. It is known that when the Bethe free energy is used, the fixedpoints of the belief propagation (BP) algorithm correspond to…

Machine Learning · Computer Science 2012-06-18 Tamir Hazan , Amnon Shashua

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…

Artificial Intelligence · Computer Science 2013-01-14 Thomas P. Minka

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

This study investigated typical performance of approximation algorithms known as belief propagation, greedy algorithm, and linear-programming relaxation for maximum coverage problems on sparse biregular random graphs. After using the cavity…

Disordered Systems and Neural Networks · Physics 2018-02-27 Satoshi Takabe , Takanori Maehara , Koji Hukushima

Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper,…

Machine Learning · Statistics 2015-11-16 Muneki Yasuda , Shun Kataoka , Kazuyuki Tanaka

In this paper, we address the inverse problem, or the statistical machine learning problem, in Markov random fields with a non-parametric pair-wise energy function with continuous variables. The inverse problem is formulated by maximum…

Machine Learning · Statistics 2017-08-02 Muneki Yasuda , Shun Kataoka

Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of…

Information Theory · Computer Science 2017-01-26 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Sundeep Rangan , Philip Schniter

Recently, researchers have demonstrated that loopy belief propagation - the use of Pearls polytree algorithm IN a Bayesian network WITH loops OF error- correcting codes.The most dramatic instance OF this IS the near Shannon - limit…

Artificial Intelligence · Computer Science 2013-01-30 Kevin Murphy , Yair Weiss , Michael I. Jordan

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…

Portfolio Management · Quantitative Finance 2016-12-15 Takashi Shinzato , Muneki Yasuda

Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is…

Machine Learning · Computer Science 2019-08-26 Dong Liu , Nima N. Moghadam , Lars K. Rasmussen , Jinliang Huang , Saikat Chatterjee

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

In this paper we present a synthesis of the work performed on two inference algorithms: the Pearl's belief propagation (BP) algorithm applied to Bayesian networks without loops (i.e. polytree) and the Loopy belief propagation (LBP)…

Artificial Intelligence · Computer Science 2012-06-06 Amen Ajroud , Mohamed Nazih Omri , Habib Youssef , Salem Benferhat

Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously,…

Artificial Intelligence · Computer Science 2011-06-03 Xaq Pitkow , Yashar Ahmadian , Ken D. Miller

In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…

Artificial Intelligence · Computer Science 2012-12-12 David Ephraim Larkin

In this thesis, new generalizations of the Bethe approximation and new understanding of the replica method are proposed. The Bethe approximation is an efficient approximation for graphical models, which gives an asymptotically accurate…

Statistical Mechanics · Physics 2013-03-12 Ryuhei Mori

A comprehensive picture of three Bethe-Kikuchi variational principles including their relationship to belief propagation (BP) algorithms on hypergraphs is given. The structure of BP equations is generalized to define continuous-time…

Mathematical Physics · Physics 2023-10-05 Olivier Peltre
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