Abstract | ||
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Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of Opper and Winther's expectation consistent (EC) approximate inference method. The proposed method, called Generalized Expectation Consistency (GEC), can be applied to both maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimation. Here we characterize its fixed points, convergence, and performance relative to the replica prediction of optimality. |
Year | DOI | Venue |
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2016 | 10.1109/ISIT.2016.7541287 | 2016 IEEE International Symposium on Information Theory (ISIT) |
Keywords | DocType | Volume |
Expectation propagation,Approximate message passing,Bethe free energy,S-transform in free probability | Conference | abs/1602.07795 |
ISBN | Citations | PageRank |
978-1-5090-1807-9 | 7 | 0.56 |
References | Authors | |
29 | 4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Alyson K. Fletcher | 1 | 552 | 41.10 |
Mojtaba Sahraee-Ardakan | 2 | 8 | 2.61 |
Sundeep Rangan | 3 | 3101 | 163.90 |
Philip Schniter | 4 | 1620 | 93.74 |