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We study the Maximum Weight Matching (MWM) problem for general graphs through the max-product Belief Propagation (BP) and related Linear Programming (LP). The BP approach provides distributed heuristics for finding the Maximum A Posteriori…

Data Structures and Algorithms · Computer Science 2018-01-03 Sungsoo Ahn , Michael Chertkov , Andrew E. Gelfand , Sejun Park , Jinwoo Shin

We propose a nonparametric generalization of belief propagation, Kernel Belief Propagation (KBP), for pairwise Markov random fields. Messages are represented as functions in a reproducing kernel Hilbert space (RKHS), and message updates are…

Machine Learning · Computer Science 2011-05-30 Le Song , Arthur Gretton , Danny Bickson , Yucheng Low , Carlos Guestrin

Max-product Belief Propagation (BP) is a popular message-passing algorithm for computing a Maximum-A-Posteriori (MAP) assignment over a distribution represented by a Graphical Model (GM). It has been shown that BP can solve a number of…

Data Structures and Algorithms · Computer Science 2015-09-24 Sungsoo Ahn , Sejun Park , Michael Chertkov , Jinwoo Shin

We propose a theoretical framework for non redundant reconstruction of a global loss from a collection of local ones under constraints given by a functor; we call this loss the regionalized loss in honor to Yedidia, Freeman, Weiss'…

Artificial Intelligence · Computer Science 2022-05-23 Grégoire Sergeant-Perthuis

The random assignment problem asks for the minimum-cost perfect matching in the complete $n\times n$ bipartite graph $\Knn$ with i.i.d. edge weights, say uniform on $[0,1]$. In a remarkable work by Aldous (2001), the optimal cost was shown…

Probability · Mathematics 2009-02-04 Justin Salez , Devavrat Shah

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from…

Machine Learning · Statistics 2020-05-12 Sungsoo Ahn , Michael Chertkov , Jinwoo Shin

A graphical model is a structured representation of locally dependent random variables. A traditional method to reason over these random variables is to perform inference using belief propagation. When provided with the true data generating…

Machine Learning · Computer Science 2021-03-17 Victor Garcia Satorras , Max Welling

Generalized Benders decomposition (GBD) is a globally optimal algorithm for mixed integer nonlinear programming (MINLP) problems, which are NP-hard and can be widely found in the area of wireless resource allocation. The main idea of GBD is…

Information Theory · Computer Science 2020-10-16 Mengyuan Lee , Ning Ma , Guanding Yu , Huaiyu Dai

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…

Computation · Statistics 2015-06-22 Thibaut Lienart , Yee Whye Teh , Arnaud Doucet

The paper investigates parameterized approximate message-passing schemes that are based on bounded inference and are inspired by Pearl's belief propagation algorithm (BP). We start with the bounded inference mini-clustering algorithm and…

Artificial Intelligence · Computer Science 2014-01-16 Robert Mateescu , Kalev Kask , Vibhav Gogate , Rina Dechter

A major benefit of graphical models is that most knowledge is captured in the model structure. Many models, however, produce inference problems with a lot of symmetries not reflected in the graphical structure and hence not exploitable by…

Artificial Intelligence · Computer Science 2012-05-14 Kristian Kersting , Babak Ahmadi , Sriraam Natarajan

Gaussian belief propagation (BP) is a computationally efficient method to approximate the marginal distribution and has been widely used for inference with high dimensional data as well as distributed estimation in large-scale networks.…

Information Theory · Computer Science 2017-11-29 Jian Du , Soummya Kar , José M. F. Moura

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

Variational message passing (VMP), belief propagation (BP) and expectation propagation (EP) have found their wide applications in complex statistical signal processing problems. In addition to viewing them as a class of algorithms operating…

Information Theory · Computer Science 2021-01-20 Dan Zhang , Xiaohang Song , Wenjin Wang , Gerhard Fettweis , Xiqi Gao

In a complete bipartite graph with vertex sets of cardinalities $n$ and $m$, assign random weights from exponential distribution with mean 1, independently to each edge. We show that, as $n\rightarrow\infty$, with $m = \lceil…

Probability · Mathematics 2014-05-07 Mustafa Khandwawala

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Multi-physics models governed by coupled partial differential equation (PDE) systems, are naturally suited for partitioned, or modular numerical solution strategies. Although widely used in tackling deterministic coupled models, several…

Numerical Analysis · Mathematics 2014-10-22 Akshay Mittal , Gianluca Iaccarino

Inference in continuous label Markov random fields is a challenging task. We use particle belief propagation (PBP) for solving the inference problem in continuous label space. Sampling particles from the belief distribution is typically…

Computer Vision and Pattern Recognition · Computer Science 2018-02-12 Oliver Mueller , Michael Ying Yang , Bodo Rosenhahn

In this note we study an iterative belief propagation (IBP) algorithm and demonstrate it's ability to solve sparse combinatorial optimization problems. Similar to simulated annealing (SA), our IBP algorithm attempts to sample from the…

Optimization and Control · Mathematics 2024-11-04 Sam Reifenstein , Timothée Leleu

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka