On Convergence Rate of the Gaussian Belief Propagation Algorithm for Markov Networks

6 Mar 2019Zhaorong ZhangMinyue Fu

Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly computes marginal density functions from a high dimensional joint density function over a Markov network in a finite number of iterations when the underlying Gaussian graph is acyclic... (read more)

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