Linear Response for Approximate Inference

Belief propagation on cyclic graphs is an efficient algorithm for computing approximate marginal probability distributions over single nodes and neighboring nodes in the graph. In this paper we propose two new algorithms for approximating joint probabilities of arbitrary pairs of nodes and prove a number of desirable properties that these estimates fulfill. The first algorithm is a propagation algorithm which is shown to converge if belief propagation converges to a stable fixed point. The second algorithm is based on matrix inversion. Experiments compare a number of competing methods.

• Type: Conference
• Year: 2003
• Where: NIPS
• Authors: Max Welling, Yee Whye Teh
• Keywords: Algorithm, Approximate Marginal Probability, Belief Propagation, NIPS 2003, NIPS 2007