Convergence analysis of the information matrix in Gaussian belief propagation
Gaussian belief propagation (BP) has been widely used for distributed estimation in large-scale networks such as the smart grid, communication networks, and social networks, where local measurements/observations are scattered over a wide geographical area. However, the convergence of Gaus- sian BP is still an open issue. In this paper, we consider the convergence of Gaussian BP, focusing in particular on the convergence of the information matrix. We show analytically that the exchanged message information matrix converges for arbitrary positive semidefinite initial value, and its dis- tance to the unique positive definite limit matrix decreases exponentially fast.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Convergence Analysis of Distributed Inference with Vector-Valued Gaussian Belief Propagation
This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matr…
Convergence analysis of belief propagation for pairwise linear Gaussian models
Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social networks, where local measurements/observations are scattered ov…
Fundamental Linear Algebra Problem of Gaussian Inference
Underlying many Bayesian inference techniques that seek to approximate the posterior as a Gaussian distribution is a fundamental linear algebra problem that must be solved for both the mean and key entries of the covaria…
Bayesian InferenceOn Convergence Rate of the Gaussian Belief Propagation Algorithm for Markov Networks
Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly comput…
Fixing Convergence of Gaussian Belief Propagation
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 rando…