Variational message passing with high-dimensional and functional nodes

November 11, 2022 — November 2, 2024

algebra
approximation
Bayes
distributed
dynamical systems
generative
graphical models
machine learning
Monte Carlo
networks
neural nets
optimization
particle
probabilistic algorithms
probability
signal processing
state space models
statistics
stochastic processes
swarm
time series
Figure 1

How to generalise variational message passing to high-dimensional and functional nodes?

1 References

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MacKinlay, Tsuchida, Pagendam, et al. 2024. “Gaussian Ensemble Belief Propagation for Efficient Inference in High-Dimensional Systems.”
Ranganathan. 2007. “A Unifying View of Message Passing Algorithms for Gaussian MRFs.”
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———. 2023b. “Score-Based Data Assimilation for a Two-Layer Quasi-Geostrophic Model.”
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Zhuo, Liu, Shi, et al. 2018. “Message Passing Stein Variational Gradient Descent.” In Proceedings of the 35th International Conference on Machine Learning.