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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…

Artificial Intelligence · Computer Science 2013-01-14 Thomas P. Minka

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…

Information Theory · Computer Science 2017-04-06 Keigo Takeuchi

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…

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…

Computation · Statistics 2024-07-03 Niccolò Anceschi , Augusto Fasano , Beatrice Franzolini , Giovanni Rebaudo

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…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-26 Mark Van der Merwe , Vinu Joseph , Ganesh Gopalakrishnan

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…

Machine Learning · Statistics 2015-03-11 Wittawat Jitkrittum , Arthur Gretton , Nicolas Heess

We consider a broad class of interference coordination and resource allocation problems for wireless links where the goal is to maximize the sum of functions of individual link rates. Such problems arise in the context of, for example,…

Networking and Internet Architecture · Computer Science 2010-08-03 Sundeep Rangan , Ritesh Madan

Coordinated optimal dispatch is of utmost importance for the efficient and secure operation of hierarchically structured power systems. Conventional coordinated optimization methods, such as the Lagrangian relaxation and Benders…

Optimization and Control · Mathematics 2025-10-27 Zhenfei Tan , Zheng Yan , Haiwang Zhong , Qing Xia

The fundamental problem of line spectral estimation (LSE) using the expectation propagation (EP) method is studied. Previous approaches estimate the model order sequentially, limiting their practical utility in scenarios with large…

Information Theory · Computer Science 2025-02-24 Jiang Zhu , Xupeng Lei , Mihai Alin-Badiu , Fengzhong Qu

We present a novel inference algorithm for arbitrary, binary, undirected graphs. Unlike loopy belief propagation, which iterates fixed point equations, we directly descend on the Bethe free energy. The algorithm consists of two phases,…

Artificial Intelligence · Computer Science 2013-01-14 Max Welling , Yee Whye Teh

It is known that fixed points of loopy belief propagation (BP) correspond to stationary points of the Bethe variational problem, where we minimize the Bethe free energy subject to normalization and marginalization constraints.…

Machine Learning · Computer Science 2012-03-19 Tomas Werner

We study iterative blind symbol detection for block-fading linear inter-symbol interference channels. Based on the factor graph framework, we design a joint channel estimation and detection scheme that combines the expectation maximization…

Information Theory · Computer Science 2024-08-06 Luca Schmid , Tomer Raviv , Nir Shlezinger , Laurent Schmalen

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…

Optimization and Control · Mathematics 2025-10-27 Zhenfei Tan , Zheng Yan , Haiwang Zhong , Qing Xia

Incomplete data are a common feature in many domains, from clinical trials to industrial applications. Bayesian networks (BNs) are often used in these domains because of their graphical and causal interpretations. BN parameter learning from…

Machine Learning · Statistics 2025-01-13 Andrea Ruggieri , Francesco Stranieri , Fabio Stella , Marco Scutari

In cell-free massive MIMO networks, an efficient distributed detection algorithm is of significant importance. In this paper, we propose a distributed expectation propagation (EP) detector for cell-free massive MIMO. The detector is…

Information Theory · Computer Science 2021-08-24 Hengtao He , Hanqing Wang , Xianghao Yu , Jun Zhang , S. H. Song , Khaled B. Letaief

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…

Social and Information Networks · Computer Science 2025-10-23 Seongmin Kim , Alec Kirkley

Equilibrium Propagation (EP) is a physics-inspired learning algorithm that uses stationary states of a dynamical system both for inference and learning. In its original formulation it is limited to conservative systems, $\textit{i.e.}$ to…

Machine Learning · Computer Science 2026-02-04 Antonino Emanuele Scurria , Dimitri Vanden Abeele , Bortolo Matteo Mognetti , Serge Massar

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…

Computation · Statistics 2016-01-12 Guillaume P Dehaene , Simon Barthelmé

Inference for probabilistic graphical models is still very much a practical challenge in large domains. The commonly used and effective belief propagation (BP) algorithm and its generalizations often do not converge when applied to hard,…

Artificial Intelligence · Computer Science 2012-07-02 Gal Elidan , Ian McGraw , Daphne Koller