Cycle-based cluster variational method for direct and inverse inference
From MaRDI portal
Publication:330619
Abstract: We elaborate on the idea that loop corrections to belief propagation could be dealt with in a systematic way on pairwise Markov random fields, by using the elements of a cycle basis to define region in a generalized belief propagation setting. The region graph is specified in such a way as to avoid dual loops as much as possible, by discarding redundant Lagrange multipliers, in order to facilitate the convergence, while avoiding instabilities associated to minimal factor graph construction. We end up with a two-level algorithm, where a belief propagation algorithm is run alternatively at the level of each cycle and at the inter-region level. The inverse problem of finding the couplings of a Markov random field from empirical covariances can be addressed region wise. It turns out that this can be done efficiently in particular in the Ising context, where fixed point equations can be derived along with a one-parameter log likelihood function to minimize. Numerical experiments confirm the effectiveness of these considerations both for the direct and inverse MRF inference.
Recommendations
- Pairwise MRF models selection for traffic inference
- Linear Response Algorithms for Approximate Inference in Graphical Models
- Adaptive cluster expansion for the inverse Ising problem: convergence, algorithm and tests
- Loop corrections for approximate inference on factor graphs
- Approximate inverse Ising models close to a Bethe reference point
Cites work
- scientific article; zbMATH DE number 48812 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A Polynomial-Time Algorithm to Find the Shortest Cycle Basis of a Graph
- A Theory of Cooperative Phenomena
- Adaptive cluster expansion for the inverse Ising problem: convergence, algorithm and tests
- Approximate Learning Algorithm in Boltzmann Machines
- Approximate inference in Boltzmann machines
- Approximate inverse Ising models close to a Bethe reference point
- CCCP Algorithms to Minimize the Bethe and Kikuchi Free Energies: Convergent Alternatives to Belief Propagation
- Cluster variation method and Möbius inversion formula
- Constructing Free-Energy Approximations and Generalized Belief Propagation Algorithms
- Cycle bases in graphs characterization, algorithms, complexity, and applications
- Estimation and Marginalization Using the Kikuchi Approximation Methods
- Estimation of sparse binary pairwise Markov networks using pseudo-likelihoods
- Finding MAPs for belief networks is NP-hard
- Graphical models, exponential families, and variational inference
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Latent binary MRF for online reconstruction of large scale systems
- Loop corrections for approximate inference on factor graphs
- Loop series for discrete statistical models on graphs
- MAP Estimation Via Agreement on Trees: Message-Passing and Linear Programming
- Message-passing algorithms for quadratic minimization
- Minimum weakly fundamental cycle bases are hard to find
- Partition function loop series for a general graphical model: free-energy corrections and message-passing equations
- Statistical theory of superlattices
- Statistical-mechanical approach to image processing
- The computational complexity of probabilistic inference using Bayesian belief networks
Cited in
(2)
This page was built for publication: Cycle-based cluster variational method for direct and inverse inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330619)
