Title :
Approximate message-passing inference algorithm
Author :
Jung, Kyomin ; Shah, Devavrat
Author_Institution :
Massachusetts Inst. of Technol., Cambridge
Abstract :
In a recent result, Weitz (D. Weitz, 2006) established equivalence between the marginal distribution of a node, say G, in any binary pair-wise Markov random field (MRF), say G, with the marginal distribution of the root node in the self-avoid walk tree of the G starting at v. Analogous result for max-marginal distribution holds for the reason that addition and multiplication commute in the same way as addition and maximum. This remarkable connection suggests a message-passing algorithm for computing exact marginal and max-marginal in any binary MRF G. In this paper, we exploit this property along with appropriate graph partitioning scheme to design approximate message passing algorithms for computing max-marginal of nodes or maximum a-posteriori assignment (MAP) in a binary MRF G. Our algorithm can provide provably arbitrarily small error for a large class of graphs including planar graphs. Our algorithms are linear in number of nodes G with constant dependent on the approximation error. For precise evaluation of computation cost of algorithm, we obtain a novel tight characterization of the size of self-avoiding walk tree for any connected graph as a function of number of edges and nodes.
Keywords :
Markov processes; interference (signal); maximum likelihood estimation; message passing; minimax techniques; trees (mathematics); approximate message-passing inference algorithm; approximation error; binary pair-wise Markov random field; graph partitioning scheme; max-marginal distribution holds; maximum a-posteriori assignment; planar graphs; self-avoid walk tree; Algorithm design and analysis; Approximation algorithms; Approximation error; Computational efficiency; Cost function; Inference algorithms; Markov random fields; Maximum a posteriori estimation; Message passing; Partitioning algorithms;
Conference_Titel :
Information Theory Workshop, 2007. ITW '07. IEEE
Conference_Location :
Tahoe City, CA
Print_ISBN :
1-4244-1564-0
Electronic_ISBN :
1-4244-1564-0
DOI :
10.1109/ITW.2007.4313078