Related papers: Sigma Point Belief Propagation
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…
Exact inference in the linear regression model with spike and slab priors is often intractable. Expectation propagation (EP) can be used for approximate inference. However, the regular sequential form of EP (R-EP) may fail to converge in…
This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…
Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…
Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed system is a problem of great importance. In this work, we…
Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…
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,…
This paper proves that the Epistemic Support-Point Filter (ESPF) is the unique optimal recursive estimator within the class of epistemically admissible evidence-only filters. Where Bayesian filters minimize mean squared error and are driven…
Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typically solves LP problems in time O(n^{3.5}), where $n$ is the number…
Generalized belief propagation (GBP) has proven to be a promising technique for approximate inference tasks in AI and machine learning. However, the choice of a good set of clusters to be used in GBP has remained more of an art then a…
In this paper we treat both forms of probabilistic inference, estimating marginal probabilities of the joint distribution and finding the most probable assignment, through a unified message-passing algorithm architecture. We generalize the…
Message passing algorithms have proved surprisingly successful in solving hard constraint satisfaction problems on sparse random graphs. In such applications, variables are fixed sequentially to satisfy the constraints. Message passing is…
We introduce the lifted Generalized Belief Propagation (GBP) message passing algorithm, for the computation of sum-product queries in Probabilistic Relational Models (e.g. Markov logic network). The algorithm forms a compact region graph…
Low-density parity-check codes are attractive for high throughput applications because of their low decoding complexity per bit, but also because all the codeword bits can be decoded in parallel. However, achieving this in a circuit…
We propose a hybrid message passing method for distributed cooperative localization and tracking of mobile agents. Belief propagation and mean field message passing are employed for, respectively, the motion-related and measurement-related…
The cluster variation method has been developed into a general theoretical framework for treating short-range correlations in many-body systems after it was first proposed by Kikuchi in 1951. On the numerical side, a message-passing…
The probability hypothesis density (PHD) filter alleviates the computational expense of the optimal Bayesian multi-target filtering by approximating the intensity function of the random finite set (RFS) of targets in time. However, as a…
We present a Bayesian approach for the Contamination Source Detection problem in Water Distribution Networks. Given an observation of contaminants in one or more nodes in the network, we try to give probable explanation for it assuming that…
Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…
Text segmentation based on the semantic meaning of sentences is a fundamental task with broad utility in many downstream applications. In this paper, we propose a graphical model-based unsupervised learning approach, named BP-Seg for…