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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…

Artificial Intelligence · Computer Science 2010-06-29 Tamir Hazan , Amnon Shashua

In this paper, we investigate distributed inference schemes, over binary-valued Markov random fields, which are realized by the belief propagation (BP) algorithm. We first show that a decision variable obtained by the BP algorithm in a…

Information Theory · Computer Science 2019-09-19 Younes Abdi , Tapani Ristaniemi

Methods to extract information from the tracking of mobile objects/particles have broad interest in biological and physical sciences. Techniques based on simple criteria of proximity in time-consecutive snapshots are useful to identify the…

Data Analysis, Statistics and Probability · Physics 2015-03-13 M. Chertkov , L. Kroc , F. Krzakala , M. Vergassola , L. Zdeborová

Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles.…

Machine Learning · Computer Science 2019-05-27 Frederic Koehler

We consider state and parameter estimation in multiple target tracking problems with data association uncertainties and unknown number of targets. We show how the problem can be recast into a conditionally linear Gaussian state-space model…

Methodology · Statistics 2015-10-05 Juho Kokkala , Simo Särkkä

Receiver algorithms which combine belief propagation (BP) with the mean field (MF) approximation are well-suited for inference of both continuous and discrete random variables. In wireless scenarios involving detection of multiple signals,…

Information Theory · Computer Science 2016-04-19 Daniel J. Jakubisin , R. Michael Buehrer , Claudio R. C. M. da Silva

Estimating position and orientation change of a mobile platform from two consecutive point clouds provided by a high-resolution sensor is a key problem in autonomous navigation. In particular, scan matching algorithms aim to find the…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Rico Mendrzik , Florian Meyer

When belief propagation (BP) converges, it does so to a stationary point of the Bethe free energy $F$, and is often strikingly accurate. However, it may converge only to a local optimum or may not converge at all. An algorithm was recently…

Machine Learning · Computer Science 2014-01-03 Adrian Weller , Tony Jebara

Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…

Machine Learning · Statistics 2020-06-30 Dong Liu , Minh Thành Vu , Zuxing Li , Lars K. Rasmussen

The joint probabilistic data association (JPDA) filter is a popular tracking methodology for problems involving well-spaced targets, but it is rarely applied in problems with closely-spaced targets due to its complexity in these cases, and…

Systems and Control · Computer Science 2014-12-16 Jason L. Williams

We design the weights in consensus algorithms with spatially correlated random topologies. These arise with: 1) networks with spatially correlated random link failures and 2) networks with randomized averaging protocols. We show that the…

Information Theory · Computer Science 2015-05-13 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Variational inference in probabilistic graphical models aims to approximate fundamental quantities such as marginal distributions and the partition function. Popular approaches are the Bethe approximation, tree-reweighted, and other types…

Machine Learning · Statistics 2025-02-06 Harald Leisenberger , Franz Pernkopf

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

Random finite sets (RFSs) has been a fruitful area of research in recent years, yielding new approximate filters such as the probability hypothesis density (PHD), cardinalised PHD (CPHD), and multiple target multi-Bernoulli (MeMBer). These…

Systems and Control · Computer Science 2015-03-19 Jason L. Williams

Inference for probabilistic graphical models is still very much a practical challenge in large domains. The commonly used and effective belief propagation (BP) algorithm and its generalizations often do not converge when applied to hard,…

Artificial Intelligence · Computer Science 2012-07-02 Gal Elidan , Ian McGraw , Daphne Koller

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…

Systems and Control · Computer Science 2018-02-08 Christopher Lindberg , Julien M. Hendrickx , Henk Wymeersch

Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

This paper proposes energy-efficient coordinated beamforming strategies for multi-cell multi-user multiple-input single-output system. We consider a practical power consumption model, where part of the consumed power depends on the base…

Information Theory · Computer Science 2017-10-03 Oskari Tervo , Antti Tölli , Markku Juntti , Le-Nam Tran

We consider the general problem of finding the minimum weight $\bm$-matching on arbitrary graphs. We prove that, whenever the linear programming (LP) relaxation of the problem has no fractional solutions, then the belief propagation (BP)…

Information Theory · Computer Science 2015-03-13 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Riccardo Zecchina