Related papers: Cycle-based Cluster Variational Method for Direct …

Graphical models for finite-dimensional spin glasses and real-world combinatorial optimization and satisfaction problems usually have an abundant number of short loops. The cluster variation method and its extension, the region graph…

A key goal in the design of probabilistic inference algorithms is identifying and exploiting properties of the distribution that make inference tractable. Lifted inference algorithms identify symmetry as a property that enables efficient…

Intrinsic random functions (IRF) provide a versatile approach when the assumption of second-order stationarity is not met. Here, we develop the IRF theory on the circle with its universal kriging application. Unlike IRF in Euclidean spaces,…

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large…

A large number of statistical models are "doubly-intractable": the likelihood normalising term, which is a function of the model parameters, is intractable, as well as the marginal likelihood (model evidence). This means that standard…

Markov random fields (MRFs) are a powerful tool for modelling statistical dependencies for a set of random variables using a graphical representation. An important computational problem related to MRFs, called maximum a posteriori (MAP)…

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper,…

Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

We present a new local approximation algorithm for computing Maximum a Posteriori (MAP) and log-partition function for arbitrary exponential family distribution represented by a finite-valued pair-wise Markov random field (MRF), say $G$.…

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

The local computation technique (Shafer et al. 1987, Shafer and Shenoy 1988, Shenoy and Shafer 1986) is used for propagating belief functions in so called a Markov Tree. In this paper, we describe an efficient implementation of belief…

In this paper we present a synthesis of the work performed on two inference algorithms: the Pearl's belief propagation (BP) algorithm applied to Bayesian networks without loops (i.e. polytree) and the Loopy belief propagation (LBP)…

I consider the problem of deriving couplings of a statistical model from measured correlations, a task which generalizes the well-known inverse Ising problem. After reminding that such problem can be mapped on the one of expressing the…

We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should…