Related papers: Distributed Gauss-Newton Method for State Estimati…
We argue the case for Gaussian Belief Propagation (GBP) as a strong algorithmic framework for the distributed, generic and incremental probabilistic estimation we need in Spatial AI as we aim at high performance smart robots and devices…
The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…
The Propagation-Separation approach is an iterative procedure for pointwise estimation of local constant and local polynomial functions. The estimator is defined as a weighted mean of the observations with data-driven weights. Within…
For distributed computing with Byzantine machines under Privacy Protection (PP) constraints, this paper develops a robust PP distributed quasi-Newton estimation, which only requires the node machines to transmit five vectors to the central…
Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice,…
Belief Propagation (BP) is one of the most popular methods for inference in probabilistic graphical models. BP is guaranteed to return the correct answer for tree structures, but can be incorrect or non-convergent for loopy graphical…
We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…
Belief propagation (BP) is a message-passing method for solving probabilistic graphical models. It is very successful in treating disordered models (such as spin glasses) on random graphs. On the other hand, finite-dimensional lattice…
We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the…
This paper presents new methods for set-valued state estimation of nonlinear discrete-time systems with unknown-but-bounded uncertainties. A single time step involves propagating an enclosure of the system states through the nonlinear…
In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…
This paper describes an expectation propagation (EP) method for multi-class classification with Gaussian processes that scales well to very large datasets. In such a method the estimate of the log-marginal-likelihood involves a sum across…
Belief propagation is known to perform extremely well in many practical statistical inference and learning problems using graphical models, even in the presence of multiple loops. The iterative use of belief propagation algorithm on loopy…
Tracking an unknown number of low-observable objects is notoriously challenging. This letter proposes a sequential Bayesian estimation method based on the track-before-detect (TBD) approach. In TBD, raw sensor measurements are directly used…
Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
In this paper, we propose a sparse recovery algorithm called detection-directed (DD) sparse estimation using Bayesian hypothesis test (BHT) and belief propagation (BP). In this framework, we consider the use of sparse-binary sensing…
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…
Multi-physics models governed by coupled partial differential equation (PDE) systems, are naturally suited for partitioned, or modular numerical solution strategies. Although widely used in tackling deterministic coupled models, several…