Discrete geometric analysis of message passing algorithm on graphs

Computer Science – Discrete Mathematics

Scientific paper

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PhD thesis; March 24, 2010; 156 pages. Typos are corrected

Scientific paper

We often encounter probability distributions given as unnormalized products of non-negative functions. The factorization structures are represented by hypergraphs called factor graphs. Such distributions appear in various fields, including statistics, artificial intelligence, statistical physics, error correcting codes, etc. Given such a distribution, computations of marginal distributions and the normalization constant are often required. However, they are computationally intractable because of their computational costs. One successful approximation method is Loopy Belief Propagation (LBP) algorithm. The focus of this thesis is an analysis of the LBP algorithm. If the factor graph is a tree, i.e. having no cycle, the algorithm gives the exact quantities. If the factor graph has cycles, however, the LBP algorithm does not give exact results and possibly exhibits oscillatory and non-convergent behaviors. The thematic question of this thesis is "How the behaviors of the LBP algorithm are affected by the discrete geometry of the factor graph?" The primary contribution of this thesis is the discovery of a formula that establishes the relation between the LBP, the Bethe free energy and the graph zeta function. This formula provides new techniques for analysis of the LBP algorithm, connecting properties of the graph and of the LBP and the Bethe free energy. We demonstrate applications of the techniques to several problems including (non) convexity of the Bethe free energy, the uniqueness and stability of the LBP fixed point. We also discuss the loop series initiated by Chertkov and Chernyak. The loop series is a subgraph expansion of the normalization constant, or partition function, and reflects the graph geometry. We investigate theoretical natures of the series. Moreover, we show a partial connection between the loop series and the graph zeta function.

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