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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 recent years important progress has been achieved towards proving the validity of the replica predictions for the (asymptotic) mutual information (or "free energy") in Bayesian inference problems. The proof techniques that have emerged…

Information Theory · Computer Science 2018-10-30 Jean Barbier , Nicolas Macris

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

Inference and optimization of real-value edge variables in sparse graphs are studied using the Bethe approximation and replica method of statistical physics. Equilibrium states of general energy functions involving a large set of real…

Disordered Systems and Neural Networks · Physics 2009-11-11 K. Y. Michael Wong , D. Saad

The Bethe approximation, or loopy belief propagation algorithm is a successful method for approximating partition functions of probabilistic models associated with a graph. Chertkov and Chernyak derived an interesting formula called Loop…

Discrete Mathematics · Computer Science 2009-11-14 Yusuke Watanabe , Kenji Fukumizu

Using a maximum entropy principle to assign a statistical weight to any graph, we introduce a model of random graphs with arbitrary degree distribution in the framework of standard statistical mechanics. We compute the free energy and the…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Bauer , D. Bernard

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We consider the problem of reconstructing sparse symmetric block models with two blocks and connection probabilities $a/n$ and $b/n$ for inter- and intra-block edge probabilities, respectively. It was recently shown that one can do better…

Probability · Mathematics 2016-09-28 Elchanan Mossel , Joe Neeman , Allan Sly

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…

Artificial Intelligence · Computer Science 2019-06-05 Andrea Montanari , Federico Ricci-Tersenghi , Guilhem Semerjian

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

The increasing complexity of the power grid, due to higher penetration of distributed resources and the growing availability of interconnected, distributed metering devices re- quires novel tools for providing a unified and consistent view…

Machine Learning · Statistics 2017-05-25 Francesco Fusco , Seshu Tirupathi , Robert Gormally

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

We introduce a model for a growing random graph based on simultaneous reproduction of the vertices. The model can be thought of as a generalisation of the reproducing graphs of Southwell and Cannings and Bonato et al to allow for a random…

Probability · Mathematics 2011-04-20 Jonathan Jordan

We consider a one-step replica symmetry breaking description of the Edwards-Anderson spin glass model in 2D. The ingredients of this description are a Kikuchi approximation to the free energy and a second-level statistical model built on…

Disordered Systems and Neural Networks · Physics 2016-08-24 Gino Del Ferraro , Chuang Wang , Hai-Jun Zhou , Erik Aurell

We here provide a distribution-free approach to the random factor analysis model. We show that it leads to the same estimating equations as for the classical ML estimates under normality, but more easily derived, and valid also in the case…

Statistics Theory · Mathematics 2013-12-31 Rolf Sundberg , Uwe Feldmann

In discrete contexts such as the degree distribution for a graph, \emph{scale-free} has traditionally been \emph{defined} to be \emph{power-law}. We propose a reasonable interpretation of \emph{scale-free}, namely, invariance under the…

Probability · Mathematics 2014-07-01 Richard Arratia , Thomas M. Liggett , Malcolm J. Williamson

We generalize the belief-propagation algorithm to sparse random networks with arbitrary distributions of motifs (triangles, loops, etc.). Each vertex in these networks belongs to a given set of motifs (generalization of the configuration…

Disordered Systems and Neural Networks · Physics 2015-05-28 S. Yoon , A. V. Goltsev , S. N. Dorogovtsev , J. F. F. Mendes

The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the…

Probability · Mathematics 2022-01-14 Orphée Collin , Benedikt Jahnel , Wolfgang König

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

In this manuscript we review new ideas and first results on application of the Graphical Models approach, originated from Statistical Physics, Information Theory, Computer Science and Machine Learning, to optimization problems of network…

Systems and Control · Computer Science 2017-02-08 Michael Chertkov , Sidhant Misra , Marc Vuffray , Dvijotham Krishnamurty , Pascal Van Hentenryck
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