arXiv · 1602.07795
Expectation Consistent Approximate Inference: Generalizations and Convergence
Abstract
Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of Opper and Winther's expectation consistent (EC) approximate inference method. The proposed method, called Generalized Expectation Consistency (GEC), can be applied to both maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimation. Here we characterize its fixed points, convergence, and performance relative to the replica prediction of optimality.
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Alyson K. Fletcher, Mojtaba Sahraee-Ardakan, Sundeep Rangan, Philip Schniter. 2016-02-25. Expectation Consistent Approximate Inference: Generalizations and Convergence. https://arxiv.org/abs/1602.07795
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