TR99-33
Correctness of belief propagation in Gaussian graphical models of arbitrary topology
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- "Correctness of belief propagation in Gaussian graphical models of arbitrary topology", Tech. Rep. TR99-33, Mitsubishi Electric Research Laboratories, Cambridge, MA, August 1999.BibTeX TR99-33 PDF
- @techreport{MERL_TR99-33,
- author = {Yair Weiss, William T. Freeman},
- title = {Correctness of belief propagation in Gaussian graphical models of arbitrary topology},
- institution = {MERL - Mitsubishi Electric Research Laboratories},
- address = {Cambridge, MA 02139},
- number = {TR99-33},
- month = aug,
- year = 1999,
- url = {https://www.merl.com/publications/TR99-33/}
- }
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- "Correctness of belief propagation in Gaussian graphical models of arbitrary topology", Tech. Rep. TR99-33, Mitsubishi Electric Research Laboratories, Cambridge, MA, August 1999.
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Research Areas:
Abstract:
Local "belief propagation" rules of the sort proposed by Pearl (1988) are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstrated good performance of "loopy belief propagation" -- using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes", whose decoding algorithm is equivalent to loopy belief propagation. These results motivate using the powerful belief propagation algorithm in a broader class of networks, and help clarify the empirical performance results.