Title
Convergence Analysis of Belief Propagation for Pairwise Linear Gaussian Models.
Abstract
Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social networks, where local measurements/observations are scattered over a wide geographical area. One particular case is when two neighboring agents share a common observation. For example, to estimate voltage in the direct current (DC) power flow model, the current measurement over a power line is proportional to the voltage difference between two neighboring buses. When applying the Gaussian BP algorithm to this type of problem, the convergence condition remains an open issue. In this paper, we analyze the convergence properties of Gaussian BP for this pairwise linear Gaussian model. We show analytically that the updating information matrix converges at a geometric rate to a unique positive definite matrix with arbitrary positive semidefinite initial value and further provide the necessary and sufficient convergence condition for the belief mean vector to the optimal estimate.
Year
Venue
Keywords
2017
IEEE Global Conference on Signal and Information Processing
graphical model,belief propagation,large-scale networks,distributed inference,Markov random field
DocType
Volume
ISSN
Conference
abs/1706.04074
2376-4066
Citations 
PageRank 
References 
5
0.44
6
Authors
5
Name
Order
Citations
PageRank
Jian Du1557.27
Shaodan Ma266671.25
Yik-Chung Wu3133594.03
Soummya Kar41874115.60
José M. F. Moura55137426.14