English
Related papers

Related papers: Expectation Propagation for approximate Bayesian i…

200 papers

We discuss a generic model of Bayesian inference with binary variables defined on edges of a planar graph. The Loop Calculus approach of [1, 2] is used to evaluate the resulting series expansion for the partition function. We show that, for…

Statistical Mechanics · Physics 2008-05-21 Michael Chertkov , Vladimir Y. Chernyak , Razvan Teodorescu

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution…

Computation · Statistics 2024-07-03 Niccolò Anceschi , Augusto Fasano , Beatrice Franzolini , Giovanni Rebaudo

We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops. Our method is built on a denotational semantics represented by probability generating…

Programming Languages · Computer Science 2024-03-06 Lutz Klinkenberg , Christian Blumenthal , Mingshuai Chen , Darion Haase , Joost-Pieter Katoen

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

We address the problem of uncertainty propagation in the discrete Fourier transform by modeling the fast Fourier transform as a factor graph. Building on this representation, we propose an efficient framework for approximate Bayesian…

Machine Learning · Computer Science 2025-06-09 Luca Schmid , Charlotte Muth , Laurent Schmalen

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

Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly computes marginal density…

Machine Learning · Statistics 2019-03-08 Zhaorong Zhang , Minyue Fu

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Bayesian belief network learning algorithms have three basic components: a measure of a network structure and a database, a search heuristic that chooses network structures to be considered, and a method of estimating the probability tables…

Artificial Intelligence · Computer Science 2013-02-28 Remco R. Bouckaert

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…

Machine Learning · Computer Science 2011-01-24 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

We consider belief propagation (BP) as an efficient and scalable tool for state estimation and optimization problems in supply networks such as power grids. BP algorithms make use of factor graph representations, whose assignment to the…

Artificial Intelligence · Computer Science 2022-06-09 Tim Ritmeester , Hildegard Meyer-Ortmanns

The belief propagation (BP) algorithm is an efficient way to solve "inference" problems in graphical models, such as Bayesian networks and Markov random fields. The system-state probability distribution of CSMA wireless networks is a Markov…

Networking and Internet Architecture · Computer Science 2011-07-15 Cai Hong Kai , Soung Chang Liew

In this paper, we propose an alternative for routing based packet forwarding, which uses network coding to increase transmission efficiency, in terms of both compression and error resilience. This non-adaptive encoding is called quantized…

Information Theory · Computer Science 2012-10-04 Mahdy Nabaee , Fabrice Labeau

This paper investigates a representation language with flexibility inspired by probabilistic logic and compactness inspired by relational Bayesian networks. The goal is to handle propositional and first-order constructs together with…

Artificial Intelligence · Computer Science 2012-07-19 Fabio Gagliardi Cozman , Cassio Polpo de Campos , Jaime Ide , Jose Carlos Ferreira da Rocha

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

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

Belief propagation (BP) can be a useful tool to approximately contract a tensor network, provided that the contributions from any closed loops in the network are sufficiently weak. In this manuscript we describe how a loop series expansion…

Quantum Physics · Physics 2026-03-09 Glen Evenbly , Nicola Pancotti , Ashley Milsted , Johnnie Gray , Garnet Kin-Lic Chan