Related papers: Convergence of Min-Sum Message Passing for Quadrat…
We establish that the min-sum message-passing algorithm and its asynchronous variants converge for a large class of unconstrained convex optimization problems.
Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as…
This paper studies the convergence properties the well-known message-passing algorithm for convex optimisation. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple…
We apply the Min-Sum message-passing protocol to solve the consensus problem in distributed optimization. We show that while the ordinary Min-Sum algorithm does not converge, a modified version of it known as Splitting yields convergence to…
We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…
A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent…
Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful…
Message-passing (MP) is a powerful tool for finding an approximate solution in optimization. We generalize it to nonlinear product-sum form, and numerically show the fast convergence for the minimum feedback vertex set and the minimum…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
Constructing a minimal vertex cover of a graph can be seen as a prototype for a combinatorial optimization problem under hard constraints. In this paper, we develop and analyze message passing techniques, namely warning and survey…
A popular class of algorithms to optimize the dual LP relaxation of the discrete energy minimization problem (a.k.a.\ MAP inference in graphical models or valued constraint satisfaction) are convergent message-passing algorithms, such as…
This paper investigates the behavior of the Min-Sum message passing scheme to solve systems of linear equations in the Laplacian matrices of graphs and to compute electric flows. Voltage and flow problems involve the minimization of…
We propose a novel proof technique that can be applied to attack a broad class of problems in computational complexity, when switching the order of universal and existential quantifiers is helpful. Our approach combines the standard min-max…
We propose an efficient algorithm for solving group synchronization under high levels of corruption and noise, while we focus on rotation synchronization. We first describe our recent theoretically guaranteed message passing algorithm that…
We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…
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 quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…
For approximate inference in the generalized quadratic equations model, many state-of-the-art algorithms lack any prior knowledge of the target signal structure, exhibits slow convergence, and can not handle any analytic prior knowledge of…
We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy,…