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In this paper we derive the equations for Loop Corrected Belief Propagation on a continuous variable Gaussian model. Using the exactness of the averages for belief propagation for Gaussian models, a different way of obtaining the…

Artificial Intelligence · Computer Science 2007-06-01 Bastian Wemmenhove , Bert Kappen

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

Information Theory · Computer Science 2021-06-07 Lei Liu , Shunqi Huang , Brian M. Kurkoski

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to…

Computation · Statistics 2019-03-20 Ömer Deniz Akyıldız , Joaquín Míguez

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Imputation is a popular technique for handling item nonresponse in survey sampling. Parametric imputation is based on a parametric model for imputation and is less robust against the failure of the imputation model. Nonparametric imputation…

Methodology · Statistics 2019-09-20 Danhyang Lee , Jae Kwang Kim

We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the…

Machine Learning · Statistics 2013-03-28 Jaakko Riihimäki , Pasi Jylänki , Aki Vehtari

The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

While graph neural networks (GNNs) have allowed researchers to successfully apply neural networks to non-Euclidean domains, deep GNNs often exhibit lower predictive performance than their shallow counterparts. This phenomena has been…

Machine Learning · Computer Science 2025-05-20 Keqin Wang , Yulong Yang , Ishan Saha , Christine Allen-Blanchette

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

Finding the most probable assignment (MAP) in a general graphical model is known to be NP hard but good approximations have been attained with max-product belief propagation (BP) and its variants. In particular, it is known that using BP on…

Artificial Intelligence · Computer Science 2012-06-26 Yair Weiss , Chen Yanover , Talya Meltzer

Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…

Machine Learning · Statistics 2025-12-30 Jackson Kulik , Keith A. LeGrand

We propose a novel non-parametric/un-trainable language model, named Non-Parametric Pairwise Attention Random Walk Model (NoPPA), to generate sentence embedding only with pre-trained word embedding and pre-counted word frequency. To the…

Computation and Language · Computer Science 2023-02-28 Xuansheng Wu , Zhiyi Zhao , Ninghao Liu

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…

Artificial Intelligence · Computer Science 2024-07-01 Yongchao Huang

We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…

Methodology · Statistics 2016-04-07 M. P. Wand

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

Message Passing Neural Networks (MPNNs) have emerged as the {\em de facto} standard in graph representation learning. However, when it comes to link prediction, they often struggle, surpassed by simple heuristics such as Common Neighbor…

Machine Learning · Computer Science 2024-10-15 Kaiwen Dong , Zhichun Guo , Nitesh V. Chawla

Inference for belief networks using Gibbs sampling produces a distribution for unobserved variables that differs from the correct distribution by a (usually) unknown error, since convergence to the right distribution occurs only…

Artificial Intelligence · Computer Science 2013-01-18 Michael Harvey , Radford M. Neal

Tensor network contraction is a fundamental computational challenge underlying quantum many-body physics, statistical mechanics, and machine learning. Belief propagation (BP) provides an efficient approximate solution, but introduces…

We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not…

Probability · Mathematics 2013-01-01 Adel Javanmard , Andrea Montanari