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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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36912 · Jun 201219922001200920172026
48 results for Belief-Propagation

This thesis investigates belief propagation's performance in graphical models with loops.

problem Belief propagation's performance and convergence guarantees in models with loops are uncertain.
method Investigates how model parameters affect belief propagation's performance, convergence, and approximation quality.
result Model parameters influence the number of fixed points, convergence properties, and approximation quality of belief propagation.

Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is actually minimization of a localized αα-divergence. We term this algorithm as $α…

2019-08-23abs ↗pdf ↗

SOLBP extends efficient inference to uncertain Bayesian networks.

problem Inference in uncertain Bayesian networks with second-order probabilities.
method Extends Loopy Belief Propagation to second-order Bayesian networks.
result Generates inferences consistent with sum-product networks, more efficient and scalable.

GEnBP combines EnKF and GaBP for efficient high-dimensional inference.

problem Efficient inference in high-dimensional models.
method Gaussian Ensemble Belief Propagation algorithm combining EnKF and GaBP.
result GEnBP outperforms existing methods in accuracy and efficiency.

The analysis of Belief Propagation and other algorithms for the {\em reconstruction problem} plays a key role in the analysis of community detection in inference on graphs, phylogenetic reconstruction in bioinformatics, and the cavity method in statistical physics. We prove a conjecture of Evans, Kenyon, Peres, and Sch…

2019-05-24abs ↗pdf ↗

Improved text summarization using belief propagation on weighted bipartite graphs.

problem Text summarization from a graph theory perspective.
method Generalized belief propagation algorithm for weighted bipartite graphs.
result Our algorithm outperforms greedy methods in text summarization tasks.

Efficiently learns deep factor graphs using Gaussian belief propagation.

problem Learning in deep factor graphs with efficient inference.
method Treats all relevant quantities as random variables, uses belief propagation for inference.
result Efficiently solves training and prediction problems in deep factor graphs with belief propagation.

BPNNs learn to solve combinatorial problems faster and more accurately.

problem Generalizing belief propagation for efficient problem solving.
method BPNNs are parameterized operators that operate on factor graphs, generalizing BP. BPNN-D is a learned iterative operator that provably maintains BP's properties.
result BPNN-D converges 1.7x faster on Ising models and provides tighter bounds.

We study the stochastic block model with two communities where vertices contain side information in the form of a vertex label. These vertex labels may have arbitrary label distributions, depending on the community memberships. We analyze a linearized version of the popular belief propagation algorithm. We show that th…

2018-06-20abs ↗pdf ↗

Belief propagation (BP) is a popular method for performing probabilistic inference on graphical models. In this work, we enhance BP and propose self-guided belief propagation (SBP) that incorporates the pairwise potentials only gradually. This homotopy continuation method converges to a unique solution and increases th…

2018-12-04abs ↗pdf ↗

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. Mézard [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for fin…

2010-08-23abs ↗pdf ↗

Factor graphs are important models for succinctly representing probability distributions in machine learning, coding theory, and statistical physics. Several computational problems, such as computing marginals and partition functions, arise naturally when working with factor graphs. Belief propagation is a widely deplo…

2017-08-08abs ↗pdf ↗

pRSL combines probabilistic rules to improve multi-label classification.

problem Modeling the structure between multi-label classes for better performance.
method Uses probabilistic propositional logic rules and belief propagation to combine predictions from multiple classifiers.
result pRSL achieves state-of-the-art performance on various benchmark datasets.

U-Nets use belief propagation for efficient image denoising and classification.

problem Efficiently denoise and classify images using generative hierarchical models.
method Interpreted U-Nets as implementing belief propagation in tree-structured models.
result U-Nets can efficiently approximate denoising functions with sample complexity bounds.

We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions approximating the local beliefs at each note of the MRF. This is achieved by cons…

2015-06-19abs ↗pdf ↗

Restricted Boltzmann machines~(RBMs) and conditional RBMs~(CRBMs) are popular models for a wide range of applications. In previous work, learning on such models has been dominated by contrastive divergence~(CD) and its variants. Belief propagation~(BP) algorithms are believed to be slow for structured prediction on con…

2017-03-02abs ↗pdf ↗

We apply belief propagation to a Bayesian bipartite graph composed of discrete independent hidden variables and discrete visible variables. The network is the Discrete counterpart of Independent Component Analysis (DICA) and it is manipulated in a factor graph form for inference and learning. A full set of simulations …

2015-05-26abs ↗pdf ↗

This paper employs the extrinsic information transfer (EXIT) method, a technique imported from the analysis of the iterative decoding of error control codes, to study the performance of belief propagation in community detection in the presence of side information. We consider both the detection of a single (hidden) com…

2019-01-08abs ↗pdf ↗

A neural network model minimizes region-based free energy for faster inference in MRFs.

problem Efficient inference in complex Markov random fields (MRFs).
method Region-based Energy Neural Network (RENN) that directly minimizes region-based free energy.
result RENN outperforms other methods in marginal distribution estimation, partition function estimation, and MRF learning.

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 this algorithm will perform well. Using recent analysis of convergence and stabilit…

2012-06-20abs ↗pdf ↗

Adversarial inference on tree models is possible with limited corruption, improving on Kesten-Stigum threshold.

problem Posterior inference on tree-structured graphical models in the presence of adversarial corruption.
method Dynamic programming via belief propagation, constrained adversarial corruption.
result Belief propagation can perform accurate inference with limited adversarial corruption.

Adapts BP-based algorithms for deep learning, improving performance and accuracy.

problem Training deep neural networks with discrete weights and activations.
method Message-passing algorithms based on Belief Propagation, with reinforcement field.
result Comparable performance to SGD-inspired heuristics (BinaryNet) and higher accuracy in predictions.

We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear combination of spanning trees with negative weights. This technique is a lower-bound count…

2012-03-15abs ↗pdf ↗

New algorithm for collective Gaussian hidden Markov models inference.

problem Inference of collective Gaussian hidden Markov models from aggregate data.
method Collective Gaussian forward-backward algorithm, extending Sinkhorn belief propagation.
result Convergence guarantee and applicability to single individual Kalman filter.