Computer Science – Information Theory
Scientific paper
2009-01-27
Computer Science
Information Theory
In the IEEE International Symposium on Information Theory (ISIT) 2009, Seoul, South Korea, July 2009
Scientific paper
10.1109/ISIT.2009.5205777
Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple sufficient conditions for its convergence have been established. In this paper we develop a double-loop algorithm for forcing convergence of GaBP. Our method computes the correct MAP estimate even in cases where standard GaBP would not have converged. We further extend this construction to compute least-squares solutions of over-constrained linear systems. We believe that our construction has numerous applications, since the GaBP algorithm is linked to solution of linear systems of equations, which is a fundamental problem in computer science and engineering. As a case study, we discuss the linear detection problem. We show that using our new construction, we are able to force convergence of Montanari's linear detection algorithm, in cases where it would originally fail. As a consequence, we are able to increase significantly the number of users that can transmit concurrently.
Bickson Danny
Dolev Danny
Johnson Jason K.
No associations
LandOfFree
Fixing Convergence of Gaussian Belief Propagation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Fixing Convergence of Gaussian Belief Propagation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fixing Convergence of Gaussian Belief Propagation will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-361893