Related papers: Anytime Belief Propagation Using Sparse Domains
Approximate inference via information projection has been recently introduced as a general-purpose approach for efficient probabilistic inference given sparse variables. This manuscript goes beyond classical sparsity by proposing efficient…
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…
Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…
An increasing number of applications require real-time reasoning under uncertainty with streaming input. The temporal (dynamic) Bayes net formalism provides a powerful representational framework for such applications. However, existing…
This paper considers the noisy group testing problem where among a large population of items some are defective. The goal is to identify all defective items by testing groups of items, with the minimum possible number of tests. The focus of…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are…
As one of the simplest probabilistic topic modeling techniques, latent Dirichlet allocation (LDA) has found many important applications in text mining, computer vision and computational biology. Recent training algorithms for LDA can be…
Belief propagation (BP) is a powerful tool to solve distributed inference problems, though it is limited by short cycles in the corresponding factor graph. Such cycles may lead to incorrect solutions or oscillatory behavior. Only for…
We consider the problem of distributed inference where agents in a network observe a stream of private signals generated by an unknown state, and aim to uniquely identify this state from a finite set of hypotheses. We focus on scenarios…
We consider a broad class of interference coordination and resource allocation problems for wireless links where the goal is to maximize the sum of functions of individual link rates. Such problems arise in the context of, for example,…
In this paper we consider Basis Pursuit De-Noising (BPDN) problems in which the sparse original signal is drawn from a finite alphabet. To solve this problem we propose an iterative message passing algorithm, which capitalises not only on…
In this paper we examine the problem of inference in Bayesian Networks with discrete random variables that have very large or even unbounded domains. For example, in a domain where we are trying to identify a person, we may have variables…
How can we tell when accounts are fake or real in a social network? And how can we tell which accounts belong to liberal, conservative or centrist users? Often, we can answer such questions and label nodes in a network based on the labels…
Belief propagation (BP) is a message-passing heuristic for statistical inference in graphical models such as Bayesian networks and Markov random fields. BP is used to compute marginal distributions or maximum likelihood assignments and has…
This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…
As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…
Belief propagation is an algorithm that is known from statistical physics and computer science. It provides an efficient way of calculating marginals that involve large sums of products which are efficiently rearranged into nested products…
We introduce novel belief propagation algorithms to estimate the marginals of a high dimensional probability distribution. They involve natural (co)homological constructions relevant for a localised description of statistical systems.
Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse…