Mitsubishi Electric Research Laboratories

Correctness of belief propagation in Gaussian graphical models of arbitrary topology

MERL Report:  TR99-38
Where Published: Advances in Neural Information Processing Systems 12}, edited by S. A. Solla, T. K. Leen, and K-R. Muller, 2000

Local "belief propagation" rules of the sort proposed by Pearl [12] are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstrated good performance of "loopy belief propagation" -- using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes," whose decoding algorithm is equivalent to loopy belief propagation. These results motivate using the powerful belief propagation algorithm in a broader class of networks, and help clarify the empirical performance results.

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