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Predictive uncertainty estimation remains a challenging problem precluding the use of deep neural networks as subsystems within safety-critical applications. Aleatoric uncertainty is a component of predictive uncertainty that cannot be…
Belief propagation (BP) is a powerful tool to solve distributed inference problems, though it is limited by short cycles in the corresponding factor graph. Such cycles may lead to incorrect solutions or oscillatory behavior. Only for…
Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…
Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is…
A novel method to propagate uncertainty through the soft-thresholding nonlinearity is proposed in this paper. At every layer the current distribution of the target vector is represented as a spike and slab distribution, which represents the…
Belief Propagation (BP) is a powerful algorithm for distributed inference in probabilistic graphical models, however it quickly becomes infeasible for practical compute and memory budgets. Many efficient, non-parametric forms of BP have…
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…
Belief Propagation (BP) is an efficient message-passing algorithm widely used for inference in graphical models and for solving various problems in statistical physics. However, BP often yields inaccurate estimates of order parameters and…
Latent factor models are widely used to discover and adjust for hidden variation in modern applications. However, most methods do not fully account for uncertainty in the latent factors, which can lead to miscalibrated inferences such as…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
In this article, we present a visual introduction to Gaussian Belief Propagation (GBP), an approximate probabilistic inference algorithm that operates by passing messages between the nodes of arbitrarily structured factor graphs. A special…
We define and study an inference algorithm based on "belief propagation" (BP) and the Bethe approximation. The idea is to encode into a graph an a priori information composed of correlations or marginal probabilities of variables, and to…
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…
This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…
We propose an approach to do learning in Gaussian factor graphs. We treat all relevant quantities (inputs, outputs, parameters, latents) as random variables in a graphical model, and view both training and prediction as inference problems…
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…
Quantifying predictive uncertainty of neural networks has recently attracted increasing attention. In this work, we focus on measuring uncertainty of graph neural networks (GNNs) for the task of node classification. Most existing GNNs model…
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…
Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…