Related papers: Bethe Bounds and Approximating the Global Optimum
Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general.…
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…
In this paper we consider the problem of computing the likelihood of the profile of a discrete distribution, i.e., the probability of observing the multiset of element frequencies, and computing a profile maximum likelihood (PML)…
We describe a new variational lower-bound on the minimum energy configuration of a planar binary Markov Random Field (MRF). Our method is based on adding auxiliary nodes to every face of a planar embedding of the graph in order to capture…
In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…
This paper presents a new anytime algorithm for the marginal MAP problem in graphical models. The algorithm is described in detail, its complexity and convergence rate are studied, and relations to previous theoretical results for the…
Mean field inference in probabilistic models is generally a highly nonconvex problem. Existing optimization methods, e.g., coordinate ascent algorithms, can only generate local optima. In this work we propose provable mean filed methods for…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
Mean-field variational inference is one of the most popular approaches to inference in discrete random fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. Thus, in practice,…
The mean field approximation to the Ising model is a canonical variational tool that is used for analysis and inference in Ising models. We provide a simple and optimal bound for the KL error of the mean field approximation for Ising models…
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…
We first present an empirical study of the Belief Propagation (BP) algorithm, when run on the random field Ising model defined on random regular graphs in the zero temperature limit. We introduce the notion of maximal solutions for the BP…
In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…
In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…
Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…
In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem…
It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…
In this work we mainly develop a new numerical methodology to solve a PDE model recently proposed in the literature for pricing interest rate derivatives. More precisely, we use high order in time AMFR-W methods, which belong to a class of…
A variety of lifted inference algorithms, which exploit model symmetry to reduce computational cost, have been proposed to render inference tractable in probabilistic relational models. Most existing lifted inference algorithms operate only…
We consider the subset selection problem for function $f$ with constraint bound $B$ that changes over time. Within the area of submodular optimization, various greedy approaches are commonly used. For dynamic environments we observe that…