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The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…

Information Theory · Computer Science 2023-09-06 Ioannis Kontoyiannis

Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…

Artificial Intelligence · Computer Science 2015-08-21 Siamak Ravanbakhsh

Belief propagation is a fundamental message-passing algorithm for numerous applications in machine learning. It is known that belief propagation algorithm is exact on tree graphs. However, belief propagation is run on loopy graphs in most…

Machine Learning · Computer Science 2021-12-14 Yitao Chen , Deepanshu Vasal

Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model…

Quantitative Methods · Quantitative Biology 2014-12-25 Franck Jabot , Guillaume Lagarrigues , Benoît Courbaud , Nicolas Dumoulin

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

Analysis of PDEs · Mathematics 2016-07-22 Michael Nieves

Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…

Machine Learning · Statistics 2020-06-30 Dong Liu , Minh Thành Vu , Zuxing Li , Lars K. Rasmussen

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

Statistics Theory · Mathematics 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

We study two free energy approximations (Bethe and plaquette-CVM) for the Random Field Ising Model in two dimensions. We compare results obtained by these two methods in single instances of the model on the square grid, showing the…

Disordered Systems and Neural Networks · Physics 2015-01-30 Eduardo Dominguez , Alejandro Lage-Castellanos , Roberto Mulet

Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum…

Disordered Systems and Neural Networks · Physics 2014-05-01 Jack Raymond , Federico Ricci-Tersenghi

Item neighbourhood methods for collaborative filtering learn a weighted graph over the set of items, where each item is connected to those it is most similar to. The prediction of a user's rating on an item is then given by that rating of…

Machine Learning · Computer Science 2012-06-22 Aaron Defazio , Tiberio Caetano

We study asymptotic properties of expectation propagation (EP) -- a method for approximate inference originally developed in the field of machine learning. Applied to generalized linear models, EP iteratively computes a multivariate…

Information Theory · Computer Science 2018-05-11 Burak Çakmak , Manfred Opper

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…

Statistical Mechanics · Physics 2021-04-27 Alec Kirkley , George T. Cantwell , M. E. J. Newman

Probabilistic graphical models with frustration exhibit rugged energy landscapes that trap iterative optimization dynamics. These landscapes are shaped not only by local interactions, but crucially also by the global loop structure of the…

Disordered Systems and Neural Networks · Physics 2026-02-03 Timothee Leleu , Sam Reifenstein , Atsushi Yamamura , Surya Ganguli

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

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…

Information Theory · Computer Science 2015-01-20 Sundeep Rangan , Alyson K. Fletcher , Vivek K Goyal

We study the Bethe approximation for a system of long rigid rods of fixed length k, with only excluded volume interaction. For large enough k, this system undergoes an isotropic-nematic phase transition as a function of density of the rods.…

Statistical Mechanics · Physics 2011-02-22 Deepak Dhar , R. Rajesh , Jürgen F. Stilck

The Bethe Ansatz is a method that is used in quantum integrable models in order to solve them explicitly. This method is explained here in a general framework, which applies to 1D quantum spin chains, 2D statistical lattice models (vertex…

solv-int · Physics 2007-05-23 P. Zinn-Justin

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

A loop series expansion for the partition function of a general statistical model on a graph is carried out. If the auxiliary probability distributions of the expansion are chosen to be a fixed point of the belief-propagation equation, the…

Statistical Mechanics · Physics 2011-10-06 Jing-Qing Xiao , Haijun Zhou