Title
Expectation consistent approximate inference: Generalizations and convergence
Abstract
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
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. Fletcher155241.10
Mojtaba Sahraee-Ardakan282.61
Sundeep Rangan33101163.90
Philip Schniter4162093.74