Expectation Consistent Approximate Inference: Generalizations and Convergence

25 Feb 2016  ·  Alyson K. Fletcher, Mojtaba Sahraee-Ardakan, Sundeep Rangan, Philip Schniter ·

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.

PDF Abstract
No code implementations yet. Submit your code now

Tasks


Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here