相关论文: Loop corrections for message passing algorithms in…
We propose a hybrid message passing method for distributed cooperative localization and tracking of mobile agents. Belief propagation and mean field message passing are employed for, respectively, the motion-related and measurement-related…
Tensor network contraction is a fundamental computational challenge underlying quantum many-body physics, statistical mechanics, and machine learning. Belief propagation (BP) provides an efficient approximate solution, but introduces…
Rich and complex time-series data, such as those generated from engineering systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the phenomena underlying these diverse data…
We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…
While loopy belief propagation (LBP) performs reasonably well for inference in some Gaussian graphical models with cycles, its performance is unsatisfactory for many others. In particular for some models LBP does not converge, and in…
Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously,…
Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper,…
Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social networks, where local measurements/observations are scattered over a wide…
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…
Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…
Undirected graphical models are a widely used class of probabilistic models in machine learning that capture prior knowledge or putative pairwise interactions between variables. Those interactions are encoded in a graph for pairwise…
Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…
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…
This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matrix and of the mean…
Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…
We discuss the prediction accuracy of assumed statistical models in terms of prediction errors for the generalized linear model and penalized maximum likelihood methods. We derive the forms of estimators for the prediction errors, such as…
Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference;…
In the quest for scalable Bayesian computational algorithms we need to exploit the full potential of existing methodologies. In this note we point out that message passing algorithms, which are very well developed for inference in graphical…
Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…