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The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy…

Artificial Intelligence · Computer Science 2023-07-19 Florian Meyer , Ondrej Hlinka , Franz Hlawatsch

An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute…

Machine Learning · Computer Science 2011-01-24 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

Generalized belief propagation (GBP) has proven to be a promising technique for approximate inference tasks in AI and machine learning. However, the choice of a good set of clusters to be used in GBP has remained more of an art then a…

Artificial Intelligence · Computer Science 2012-07-19 Max Welling

Belief propagation is a powerful tool in statistical physics, machine learning, and modern coding theory. As a decoding method, it is ubiquitous in classical error correction and has also been applied to stabilizer-based quantum error…

Quantum Physics · Physics 2017-07-31 Joseph M. Renes

We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006) allows to express the exact partition function of a graphical model as a…

Artificial Intelligence · Computer Science 2009-05-25 V. Gómez , H. J. Kappen , M. Chertkov

We present a novel distributed Gauss-Newton method for the non-linear state estimation (SE) model based on a probabilistic inference method called belief propagation (BP). The main novelty of our work comes from applying BP sequentially…

Information Theory · Computer Science 2018-08-28 Mirsad Cosovic , Dejan Vukobratovic

The random assignment problem asks for the minimum-cost perfect matching in the complete $n\times n$ bipartite graph $\Knn$ with i.i.d. edge weights, say uniform on $[0,1]$. In a remarkable work by Aldous (2001), the optimal cost was shown…

Probability · Mathematics 2009-02-04 Justin Salez , Devavrat Shah

Message passing algorithms have proved surprisingly successful in solving hard constraint satisfaction problems on sparse random graphs. In such applications, variables are fixed sequentially to satisfy the constraints. Message passing is…

Artificial Intelligence · Computer Science 2019-06-05 Andrea Montanari , Federico Ricci-Tersenghi , Guilhem Semerjian

Behavioral experiments on humans and animals suggest that the brain performs probabilistic inference to interpret its environment. Here we present a new general-purpose, biologically-plausible neural implementation of approximate inference.…

Neurons and Cognition · Quantitative Biology 2016-05-24 Rajkumar Vasudeva Raju , Xaq Pitkow

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 study the belief propagation algorithm for the graph bi-partitioning problem, i.e. the ground state of the ferromagnetic Ising model at a fixed magnetization. Application of a message passing scheme to a model with a fixed global…

Disordered Systems and Neural Networks · Physics 2010-06-16 P. Sulc , L. Zdeborova

This paper presents a novel communication-efficient parallel belief propagation (CE-PBP) algorithm for training latent Dirichlet allocation (LDA). Based on the synchronous belief propagation (BP) algorithm, we first develop a parallel…

Machine Learning · Computer Science 2012-06-12 Jian-feng Yan , Zhi-Qiang Liu , Yang Gao , Jia Zeng

We present a detailed study on application of factor graphs and the belief propagation (BP) algorithm to the power system state estimation (SE) problem. We start from the BP solution for the linear DC model, for which we provide a detailed…

Information Theory · Computer Science 2018-11-21 Mirsad Cosovic

In Non - ergodic belief networks the posterior belief OF many queries given evidence may become zero.The paper shows that WHEN belief propagation IS applied iteratively OVER arbitrary networks(the so called, iterative OR loopy belief…

Artificial Intelligence · Computer Science 2012-12-12 Rina Dechter , Robert Mateescu

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

We present a novel parametric message representation for belief propagation (BP) that provides a novel grid-based way to address the cooperative localization problem in wireless networks. The proposed Grid-BP approach allows faster…

Networking and Internet Architecture · Computer Science 2015-09-11 Panagiotis-Agis Oikonomou-Filandras , Kai-Kit Wong , Yangyang Zhang

In this paper, we provide a distributed frequency offset estimation algorithm based on a variant of belief propagation (BP). Each agent in the network pre-compensates its carrier frequency individually so that there is no frequency offset…

Information Theory · Computer Science 2018-02-13 Jian Du , Shaodan Ma

The framework of statistical inference has been successfully used to detect the meso-scale structures in complex networks, such as community structure, core-periphery (CP) structure. The main principle is that the stochastic block model…

Physics and Society · Physics 2018-08-29 Chuang Ma , Bing-Bing Xiang , Han-Shuang Chen , Hai-Feng Zhang

Attack graphs provide compact representations of the attack paths that an attacker can follow to compromise network resources by analysing network vulnerabilities and topology. These representations are a powerful tool for security risk…

Cryptography and Security · Computer Science 2016-06-23 Luis Muñoz-González , Daniele Sgandurra , Andrea Paudice , Emil C. Lupu

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…

Computation · Statistics 2015-06-22 Thibaut Lienart , Yee Whye Teh , Arnaud Doucet
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