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On the optimality of solutions of the max-product belief-propagation algorithm in arbitrary graphs

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2 Author(s)
Y. Weiss ; Comput. Sci. Div., California Univ., Berkeley, CA, USA ; W. T. Freeman

Graphical models, such as Bayesian networks and Markov random fields (MRFs), represent statistical dependencies of variables by a graph. The max-product “belief propagation” algorithm is a local-message-passing algorithm on this graph that is known to converge to a unique fixed point when the graph is a tree. Furthermore, when the graph is a tree, the assignment based on the fixed point yields the most probable values of the unobserved variables given the observed ones. Good empirical performance has been obtained by running the max-product algorithm (or the equivalent min-sum algorithm) on graphs with loops, for applications including the decoding of “turbo” codes. Except for two simple graphs (cycle codes and single-loop graphs) there has been little theoretical understanding of the max-product algorithm on graphs with loops. Here we prove a result on the fixed points of max-product on a graph with arbitrary topology and with arbitrary probability distributions (discrete- or continuous-valued nodes). We show that the assignment based on a fixed point is a “neighborhood maximum” of the posterior probability: the posterior probability of the max-product assignment is guaranteed to be greater than all other assignments in a particular large region around that assignment. The region includes all assignments that differ from the max-product assignment in any subset of nodes that form no more than a single loop in the graph. In some graphs, this neighborhood is exponentially large. We illustrate the analysis with examples

Published in:

IEEE Transactions on Information Theory  (Volume:47 ,  Issue: 2 )