Factor graph fragmentization of expectation propagation

Publisher:
SPRINGER HEIDELBERG
Publication Type:
Journal Article
Citation:
Journal of the Korean Statistical Society, 2018, 49, (3), pp. 722-756
Issue Date:
2018
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Expectation propagation is a general approach to fast approximate inference for graphical models. The existing literature treats models separately when it comes to deriving and coding expectation propagation inference algorithms. This comes at the cost of similar, long-winded algebraic steps being repeated and slowing down algorithmic development. We demonstrate how factor graph fragmentization can overcome this impediment. This involves adoption of the message passing on a factor graph approach to expectation propagation and identification of factor graph sub-graphs, which we call fragments, that are common to wide classes of models. Key fragments and their corresponding messages are catalogued which means that their algebra does not need to be repeated. This allows compartmentalization of coding and efficient software development.
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