Feedback message passing for inference in Gaussian graphical models
Author(s)Liu, Ying, Ph. D. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
Alan S. Willsky.
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For Gaussian graphical models with cycles, loopy belief propagation often performs reasonably well, but its convergence is not guaranteed and the computation of variances is generally incorrect. In this paper, we identify a set of special vertices called a feedback vertex set whose removal results in a cycle-free graph. We propose a feedback message passing algorithm in which non-feedback nodes send out one set of messages while the feedback nodes use a different message update scheme. Exact inference results can be obtained in O(k²n), where k is the number of feedback nodes and n is the total number of nodes. For graphs with large feedback vertex sets, we describe a tractable approximate feedback message passing algorithm. Experimental results show that this procedure converges more often, faster, and provides better results than loopy belief propagation.
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2010.Includes bibliographical references (p. 89-92).
DepartmentMassachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
Massachusetts Institute of Technology
Electrical Engineering and Computer Science.