Related papers: Conditional Expectation Propagation
Backpropagation learning algorithm, the workhorse of modern artificial intelligence, is notoriously difficult to implement in physical neural networks. Equilibrium Propagation (EP) is an alternative with comparable efficiency and strong…
Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…
An approach to reasoning with default rules where the proportion of exceptions, or more generally the probability of encountering an exception, can be at least roughly assessed is presented. It is based on local uncertainty propagation…
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate…
Cell-free massive MIMO is one of the core technologies for future wireless networks. It is expected to bring enormous benefits, including ultra-high reliability, data throughput, energy efficiency, and uniform coverage. As a radically…
Equilibrium Propagation (EP) is a powerful and more bio-plausible alternative to conventional learning frameworks such as backpropagation. The effectiveness of EP stems from the fact that it relies only on local computations and requires…
Power-expected-posterior (PEP) methodology, which borrows ideas from the literature on power priors, expected-posterior priors and unit information priors, provides a systematic way to construct objective priors. The basic idea is to use…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…
This paper investigates sparse signal recovery based on expectation propagation (EP) from unitarily invariant measurements. A rigorous analysis is presented for the state evolution (SE) of an EP-based message-passing algorithm in the large…
Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…
It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As a factor graph tool, EM may be used to break cycles in a…
The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…
We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent…
We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…
Belief Propagation (BP) is a message-passing algorithm for approximate inference over Probabilistic Graphical Models (PGMs), finding many applications such as computer vision, error-correcting codes, and protein-folding. While general, the…
We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions…
This two-part paper develops a non-iterative coordinated optimal dispatch framework, i.e., free of iterative information exchange, via the innovation of the equivalent projection (EP) theory. The EP eliminates internal variables from…
ABC algorithms are notoriously expensive in computing time, as they require simulating many complete artificial datasets from the model. We advocate in this paper a "divide and conquer" approach to ABC, where we split the likelihood into n…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
In this paper we explore low-complexity probabilistic algorithms for soft symbol detection in high-dimensional multiple-input multiple-output (MIMO) systems. We present a novel algorithm based on the Expectation Consistency (EC) framework,…