Linear response algorithms for approximate inference in graphical models.
Belief propagation (BP) on cyclic graphs is an efficient algorithm for computing approximate marginal probability distributions over single nodes and neighboring nodes in the graph. However, it does not prescribe a way to compute joint distributions over pairs of distant nodes in the graph. In this article, we propose two new algorithms for approximating these pairwise probabilities, based on the linear response theorem. The first is a propagation algorithm that is shown to converge if BP converges to a stable fixed point. The second algorithm is based on matrix inversion. Applying these ideas to gaussian random fields, we derive a propagation algorithm for computing the inverse of a matrix.
Department of Computer Science, University of Toronto, Canada. willing@cs.toronto.edu
Max
M
Welling
Yee Whye
YW
Teh
D000465:Algorithms; D016014:Linear Models; D016571:Neural Networks, Computer; D016011:Normal Distribution; D015203:Reproducibility of Results; D013816:Thermodynamics