Related papers: Expectation Propagation for approximate Bayesian i…

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…

Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…

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)…

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…

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…

In Bayesian networks, exact belief propagation is achieved through message passing algorithms. These algorithms (ex: inward and outward) provide only a recursive definition of the corresponding messages. In contrast, when working on hidden…

Bayesian inference is a popular method to build learning algorithms but it is hampered by the fact that its key object, the posterior probability distribution, is often uncomputable. Expectation Propagation (EP) (Minka (2001)) is a popular…

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…

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…

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

We present a Bayesian method for feature selection in the presence of grouping information with sparsity on the between- and within group level. Instead of using a stochastic algorithm for parameter inference, we employ expectation…

Bayesian learning is often hampered by large computational expense. As a powerful generalization of popular belief propagation, expectation propagation (EP) efficiently approximates the exact Bayesian computation. Nevertheless, EP can be…

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…

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions…

Expectation Propagation (Minka, 2001) is a widely successful algorithm for variational inference. EP is an iterative algorithm used to approximate complicated distributions, typically to find a Gaussian approximation of posterior…

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Expectation Propagation (EP) is a widely used iterative message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions as ``beliefs'' using intermediate functions called…

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…