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arXiv · 2002.02533

Understanding the dynamics of message passing algorithms: a free probability heuristics

Manfred Opper·Burak Çakmak
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Abstract

We use freeness assumptions of random matrix theory to analyze the dynamical behavior of inference algorithms for probabilistic models with dense coupling matrices in the limit of large systems. For a toy Ising model, we are able to recover previous results such as the property of vanishing effective memories and the analytical convergence rate of the algorithm.

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BibTeXRIS

Manfred Opper, Burak Çakmak. 2020-02-03. Understanding the dynamics of message passing algorithms: a free probability heuristics. https://doi.org/10.5506/aphyspolb.51.1673

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