A new class of upper bounds on the log partition function

  • Authors:
  • M. J. Wainwright;T. S. Jaakkola;A. S. Willsky

  • Affiliations:
  • Dept. of Electr. Eng., Univ. of California, Berkeley, CA, USA;-;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2005

Quantified Score

Hi-index 754.96

Visualization

Abstract

We introduce a new class of upper bounds on the log partition function of a Markov random field (MRF). This quantity plays an important role in various contexts, including approximating marginal distributions, parameter estimation, combinatorial enumeration, statistical decision theory, and large-deviations bounds. Our derivation is based on concepts from convex duality and information geometry: in particular, it exploits mixtures of distributions in the exponential domain, and the Legendre mapping between exponential and mean parameters. In the special case of convex combinations of tree-structured distributions, we obtain a family of variational problems, similar to the Bethe variational problem, but distinguished by the following desirable properties: i) they are convex, and have a unique global optimum; and ii) the optimum gives an upper bound on the log partition function. This optimum is defined by stationary conditions very similar to those defining fixed points of the sum-product algorithm, or more generally, any local optimum of the Bethe variational problem. As with sum-product fixed points, the elements of the optimizing argument can be used as approximations to the marginals of the original model. The analysis extends naturally to convex combinations of hypertree-structured distributions, thereby establishing links to Kikuchi approximations and variants.