Estimating the "Wrong" Graphical Model: Benefits in the Computation-Limited Setting
The Journal of Machine Learning Research
The Journal of Machine Learning Research
Graphical Models, Exponential Families, and Variational Inference
Foundations and Trends® in Machine Learning
Optimization of structured mean field objectives
UAI '09 Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence
Perturbative corrections for approximate inference in Gaussian latent variable models
The Journal of Machine Learning Research
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Graphical models are well suited to capture the complex and non-Gaussian statistical dependencies that arise in many real-world signals. A fundamental problem common to any signal processing application of a graphical model is that of computing approximate marginal probabilities over subsets of nodes. This paper proposes a novel method, applicable to discrete-valued Markov random fields (MRFs) on arbitrary graphs, for approximately solving this marginalization problem . The foundation of our method is a reformulation of the marginalization problem as the solution of a low-dimensional convex optimization problem over the marginal polytope. Exactly solving this problem for general graphs is intractable; for binary Markov random fields, we describe how to relax it by using a Gaussian bound on the discrete entropy and a semidefinite outer bound on the marginal polytope. This combination leads to a log-determinant maximization problem that can be solved efficiently by interior point methods, thereby providing approximations to the exact marginals. We show how a slightly weakened log-determinant relaxation can be solved even more efficiently by a dual reformulation. When applied to denoising problems in a coupled mixture-of-Gaussian model defined on a binary MRF with cycles, we find that the performance of this log-determinant relaxation is comparable or superior to the widely used sum-product algorithm over a range of experimental conditions.