Theoretical analysis of accuracy of Gaussian belief propagation

被引:0
|
作者
Nishiyama, Yu [1 ]
Watanabe, Sumio [2 ]
机构
[1] Tokyo Inst Technol, Dept Computat Intelligence & Syst Sci, Midori Ku, 4259 Nagatuta, Yokohama, Kanagawa 2268503, Japan
[2] Tokyo Inst Technol, Precis & Intelligence Lab, Yokosuka, Kanagawa 2268503, Japan
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Belief propagation (BP) is the calculation method which enables us to obtain the marginal probabilities with a tractable computational cost. BP is known to provide true marginal probabilities when the graph describing the target distribution has a tree structure, while do approximate marginal probabilities when the graph has loops. The accuracy of loopy belief propagation (LBP) has been studied. In this paper, we focus on applying LBP to a multi-dimensional Gaussian distribution and analytically show how accurate LBP is for some cases.
引用
收藏
页码:29 / +
页数:2
相关论文
共 50 条
  • [1] Accuracy of Loopy belief propagation in Gaussian models
    Nishiyama, Yu
    Watanabe, Sumio
    NEURAL NETWORKS, 2009, 22 (04) : 385 - 394
  • [2] Convergence and Accuracy Analysis for a Distributed Static State Estimator Based on Gaussian Belief Propagation
    Marelli, Damian
    Sui, Tianju
    Fu, Minyue
    Sun, Ximing
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (10) : 4785 - 4791
  • [3] Convergence Analysis of the Variance in Gaussian Belief Propagation
    Su, Qinliang
    Wu, Yik-Chung
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2014, 62 (19) : 5119 - 5131
  • [4] Distributed Estimation of Variance in Gaussian Graphical Model via Belief Propagation: Accuracy Analysis and Improvement
    Su, Qinliang
    Wu, Yik-Chung
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2015, 63 (23) : 6258 - 6271
  • [5] CONVERGENCE ANALYSIS OF THE INFORMATION MATRIX IN GAUSSIAN BELIEF PROPAGATION
    Du, Jian
    Ma, Shaodan
    Wu, Yik-Chung
    Kar, Soummya
    Moura, Jose M. F.
    2017 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2017, : 4074 - 4078
  • [6] Relaxed Gaussian Belief Propagation
    El-Kurdi, Yousef
    Giannacopoulos, Dennis
    Gross, Warren J.
    2012 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY PROCEEDINGS (ISIT), 2012,
  • [7] Regularized Gaussian belief propagation
    Francois Kamper
    Johan A. du Preez
    Sarel J. Steel
    Stephan Wagner
    Statistics and Computing, 2018, 28 : 653 - 672
  • [8] Regularized Gaussian belief propagation
    Kamper, Francois
    du Preez, Johan A.
    Steel, Sarel J.
    Wagner, Stephan
    STATISTICS AND COMPUTING, 2018, 28 (03) : 653 - 672
  • [9] Convergence rate analysis of Gaussian belief propagation for Markov networks
    Zhang, Zhaorong
    Fu, Minyue
    IEEE-CAA JOURNAL OF AUTOMATICA SINICA, 2020, 7 (03) : 668 - 673
  • [10] Convergence Rate Analysis of Gaussian Belief Propagation for Markov Networks
    Zhaorong Zhang
    Minyue Fu
    IEEE/CAA Journal of Automatica Sinica, 2020, 7 (03) : 668 - 673