Related papers: Expectations in Expectation Propagation
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…
The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become…
The paper proposes a new message passing algorithm for cycle-free factor graphs. The proposed "entropy message passing" (EMP) algorithm may be viewed as sum-product message passing over the entropy semiring, which has previously appeared in…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
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…
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…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
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…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
We formulate natural gradient variational inference (VI), expectation propagation (EP), and posterior linearisation (PL) as extensions of Newton's method for optimising the parameters of a Bayesian posterior distribution. This viewpoint…
Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this…
Expectation propagation is a general approach to fast approximate inference for graphical models. The existing literature treats models separately when it comes to deriving and coding expectation propagation inference algorithms. This comes…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…
Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…
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 present a "pull" approach to approximate products of Gaussian mixtures within message updates for Nonparametric Belief Propagation (NBP) inference. Existing NBP methods often represent messages between continuous-valued latent variables…
Gaussian belief propagation (GBP) is a recursive computation method that is widely used in inference for computing marginal distributions efficiently. Depending on how the factorization of the underlying joint Gaussian distribution is…
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…
Message-passing algorithms based on the Belief Propagation (BP) equations constitute a well-known distributed computational scheme. It is exact on tree-like graphical models and has also proven to be effective in many problems defined on…