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This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matrix and of the mean…

Machine Learning · Statistics 2018-01-01 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

We verify a key component of the replica symmetry breaking hypothesis put forward in the physics literature [M\'ezard and Montanari 2009] on random factor graph models. For a broad class of these models we verify that the Gibbs measure can…

Probability · Mathematics 2019-01-23 Amin Coja-Oghlan , Will Perkins

Graph partitioning is a key fundamental problem in the area of big graph computation. Previous works do not consider the practical requirements when optimizing the big data analysis in real applications. In this paper, motivated by…

Databases · Computer Science 2024-04-10 Baoling Ning , Jianzhong Li

Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful…

Machine Learning · Statistics 2021-09-15 Andrii Riazanov , Yury Maximov , Michael Chertkov

Belief propagation is a widely used message passing method for the solution of probabilistic models on networks such as epidemic models, spin models, and Bayesian graphical models, but it suffers from the serious shortcoming that it works…

Statistical Mechanics · Physics 2021-04-27 Alec Kirkley , George T. Cantwell , M. E. J. Newman

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175…

Portfolio Management · Quantitative Finance 2016-12-15 Takashi Shinzato , Muneki Yasuda

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…

Disordered Systems and Neural Networks · Physics 2013-07-29 Haijun Zhou , Chuang Wang

Message passing type algorithms such as the so-called Belief Propagation algorithm have recently gained a lot of attention in the statistics, signal processing and machine learning communities as attractive algorithms for solving a variety…

Discrete Mathematics · Computer Science 2016-03-10 David Gamarnik , Devavrat Shah , Yehua Wei

Learned neural solvers have successfully been used to solve combinatorial optimization and decision problems. More general counting variants of these problems, however, are still largely solved with hand-crafted solvers. To bridge this gap,…

Machine Learning · Computer Science 2020-07-02 Jonathan Kuck , Shuvam Chakraborty , Hao Tang , Rachel Luo , Jiaming Song , Ashish Sabharwal , Stefano Ermon

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,…

Networking and Internet Architecture · Computer Science 2010-08-03 Sundeep Rangan , Ritesh Madan

Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously,…

Artificial Intelligence · Computer Science 2011-06-03 Xaq Pitkow , Yashar Ahmadian , Ken D. Miller

Inference in general Markov random fields (MRFs) is NP-hard, though identifying the maximum a posteriori (MAP) configuration of pairwise MRFs with submodular cost functions is efficiently solvable using graph cuts. Marginal inference,…

Machine Learning · Computer Science 2013-01-03 Adrian Weller , Tony Jebara

A recent result has demonstrated that the Bethe partition function always lower bounds the true partition function of binary, log-supermodular graphical models. We demonstrate that these results can be extended to other interesting classes…

Discrete Mathematics · Computer Science 2013-09-27 Nicholas Ruozzi

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

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

The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…

Discrete Mathematics · Computer Science 2022-06-09 Stephen Eubank , Madhurima Nath , Yihui Ren , Abhijin Adiga

We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…

Quantum Physics · Physics 2019-07-12 Ryan L. Mann , Michael J. Bremner

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…

Artificial Intelligence · Computer Science 2012-06-26 Alexander T. Ihler

In this paper, we describe a scheme for propagating belief functions in certain kinds of trees using only local computations. This scheme generalizes the computational scheme proposed by Shafer and Logan1 for diagnostic trees of the type…

Artificial Intelligence · Computer Science 2013-04-12 Prakash P. Shenoy , Glenn Shafer , Khaled Mellouli