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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…

Artificial Intelligence · Computer Science 2021-07-07 Joseph Ortiz , Talfan Evans , Andrew J. Davison

The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…

Information Theory · Computer Science 2009-07-12 Danny Bickson

We propose a Bayesian framework for the received-signal-strength-based cooperative localization problem with unknown path loss exponent. Our purpose is to infer the marginal posterior of each unknown parameter: the position or the path loss…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Di Jin , Feng Yin , Carsten Fritsche , Fredrik Gustafsson , Abdelhak M. Zoubir

Cell-free massive MIMO is one of the core technologies for future wireless networks. It is expected to bring enormous benefits, including ultra-high reliability, data throughput, energy efficiency, and uniform coverage. As a radically…

Information Theory · Computer Science 2023-03-08 Hengtao He , Xianghao Yu , Jun Zhang , S. H. Song , Khaled B. Letaief

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…

Machine Learning · Computer Science 2022-07-20 Carlo Lucibello , Fabrizio Pittorino , Gabriele Perugini , Riccardo Zecchina

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…

Information Theory · Computer Science 2024-08-23 Luca Schmid , Dominik Sulz , Laurent Schmalen

It was recently shown that the problem of decoding messages transmitted through a noisy channel can be formulated as a belief updating task over a probabilistic network [McEliece]. Moreover, it was observed that iterative application of the…

Artificial Intelligence · Computer Science 2013-02-01 Irina Rish , Kalev Kask , Rina Dechter

I propose a novel approach for nonlinear Logistic regression using a two-layer neural network (NN) model structure with hierarchical priors on the network weights. I present a hybrid of expectation propagation called Variational Expectation…

Machine Learning · Statistics 2023-03-06 Kehinde Olobatuyi

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175…

Portfolio Management · Quantitative Finance 2016-12-15 Takashi Shinzato , Muneki Yasuda

We introduce a probabilistic approach to ptychographic reconstruction in computational imaging. Ptychography is an imaging method where the complex amplitude of an object is estimated from a sequence of diffraction measurements. We…

Applications · Statistics 2025-04-09 Hajime Ueda , Shun Katakami , Masato Okada

We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum…

Machine Learning · Statistics 2013-08-27 Zhao Song , Aleksandar Dogandzic

In this paper we propose a smoothing turbo equalizer based on the expectation propagation (EP) algorithm with quite improved performance compared to the Kalman smoother, at similar complexity. In scenarios where high-order modulations…

Signal Processing · Electrical Eng. & Systems 2019-02-05 Irene Santos , Juan José Murillo-Fuentes , Eva Arias-de-Reyna

It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As a factor graph tool, EM may be used to break cycles in a…

Information Theory · Computer Science 2009-10-16 Justin Dauwels , Andrew Eckford , Sascha Korl , Hans-Andrea Loeliger

Imaging is a form of probabilistic belief change which could be employed for both revision and update. In this paper, we propose a new framework for probabilistic belief change based on imaging, called Expected Distance Imaging (EDI). EDI…

Artificial Intelligence · Computer Science 2017-05-04 Gavin Rens , Thomas Meyer

We propose a theoretical framework for non redundant reconstruction of a global loss from a collection of local ones under constraints given by a functor; we call this loss the regionalized loss in honor to Yedidia, Freeman, Weiss'…

Artificial Intelligence · Computer Science 2022-05-23 Grégoire Sergeant-Perthuis

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

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Machine Learning · Statistics 2023-05-23 Florian Mouret , Alexandre Hippert-Ferrer , Frédéric Pascal , Jean-Yves Tourneret

The belief propagation (BP) algorithm is an efficient way to solve "inference" problems in graphical models, such as Bayesian networks and Markov random fields. The system-state probability distribution of CSMA wireless networks is a Markov…

Networking and Internet Architecture · Computer Science 2011-07-15 Cai Hong Kai , Soung Chang Liew

Belief Propagation (BP) is a simple probabilistic inference algorithm, consisting of passing messages between nodes of a graph representing a probability distribution. Its analogy with a neural network suggests that it could have…

Artificial Intelligence · Computer Science 2024-03-20 Vincent Bouttier , Renaud Jardri , Sophie Deneve

Traditional state estimation methods rely on probabilistic assumptions that often collapse epistemic uncertainty into scalar beliefs, risking overconfidence in sparse or adversarial sensing environments. We introduce the Epistemic…

Information Theory · Computer Science 2025-08-29 Moriba Jah , Van Haslett
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