Related papers: Expectations in Expectation Propagation
Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…
Generative models provide a powerful framework for probabilistic reasoning. However, in many domains their use has been hampered by the practical difficulties of inference. This is particularly the case in computer vision, where models of…
This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief…
We propose to learn a kernel-based message operator which takes as input all expectation propagation (EP) incoming messages to a factor node and produces an outgoing message. In ordinary EP, computing an outgoing message involves estimating…
A concise expectation propagation (EP) based message passing algorithm (MPA) is derived for the general measurement channel. By neglecting some high-order infinitesimal terms, the EP-MPA is proven to be equivalent to the Generalized…
Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution…
We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned…
In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of 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…
Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both. In the present work, we focus on the…
Standard Bayesian inference schemes are infeasible for inverse problems with computationally expensive forward models. A common solution is to replace the model with a cheaper surrogate. To avoid overconfident conclusions, it is essential…
Variational message passing (VMP), belief propagation (BP) and expectation propagation (EP) have found their wide applications in complex statistical signal processing problems. In addition to viewing them as a class of algorithms operating…
This paper presents a new Expectation Propagation (EP) framework for image restoration using patch-based prior distributions. While Monte Carlo techniques are classically used to sample from intractable posterior distributions, they can…
Signal recovery from unitarily invariant measurements is investigated in this paper. A message-passing algorithm is formulated on the basis of expectation propagation (EP). A rigorous analysis is presented for the dynamics of the algorithm…
In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…
We study the expectation propagation (EP) algorithm for symbol detection in massive multiple-input multiple-output (MIMO) systems. The EP detector shows excellent performance but suffers from a high computational complexity due to the…
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…
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…
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for…
The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…