相关论文: Expectation maximization as message passing

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

A road network, in the context of traffic forecasting, is typically modeled as a graph where the nodes are sensors that measure traffic metrics (such as speed) at that location. Traffic forecasting is interesting because it is complex as…

A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking preventive actions in case of infectious diseases. The accurate…

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…

Structural equation modeling (SEM) is a popular tool in the social and behavioural sciences, where it is being applied to ever more complex data types. The high-dimensional data produced by modern sensors, brain images, or (epi)genetic…

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

A key problem in structured output prediction is direct optimization of the task reward function that matters for test evaluation. This paper presents a simple and computationally efficient approach to incorporate task reward into a maximum…

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

A message-passing procedure for solving the graph isomorphism problem is proposed. The procedure resembles the belief-propagation algorithm in the context of graphical models inference and LDPC decoding. To enable the algorithm, the input…

Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Diffusion is a fundamental graph process, underpinning such phenomena as epidemic disease contagion and the spread of innovation by word-of-mouth. We address the algorithmic problem of finding a set of k initial seed nodes in a network so…

In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…

Message-passing has proved to be an effective way to design graph neural networks, as it is able to leverage both permutation equivariance and an inductive bias towards learning local structures in order to achieve good generalization.…

This paper considers a set of sensors, which as a group are tasked with taking measurements of the environment and sending a small subset of the measurements to a centralized data fusion center, where the measurements will be used to…

Current network inference algorithms fail to generate graphs with edges that can explain whole sequences of node interactions in a given dataset or trace. To quantify how well an inferred graph can explain a trace, we introduce feasibility,…

The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…

The problem of clock offset estimation in a two-way timing exchange regime is considered when the likelihood function of the observation time stamps is exponentially distributed. In order to capture the imperfections in node oscillators,…

The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is…