A factor graph is a bipartite graph that expresses how a "global" function of many variables factors into a product of "local" functions. Factor graphs subsume many other graphical models including Bayesian networks, Markov random fields, and Tanner graphs. Following one simple computational rule, the sum-product algorithm operates in factor graphs to compute---either exactly or approximately---various marginal functions by distributed message-passing in the graph. A wide variety of algorithms developed in artificial intelligence, signal processing, and digital communications can be derived as specific instances of the sum-product algorithm, including the forward/backward algorithm, the Viterbi algorithm, the iterative "turbo" decoding algorithm, Pearl's belief propagation algorithm for Bayesian networks, the Kalman filter, and certain fast Fourier transform algorithms.

Abstract—In this paper, we will describe the close connection between the now celebrated iterative turbo decoding algorithm of Berrou et al. and an algorithm that has been well known in the artificial intelligence community for a decade, but which is relatively unknown to information theorists: Pearl’s belief propagation algorithm. We shall see that if Pearl’s algorithm is applied to the “belief network ” of a parallel concatenation of two or more codes, the turbo decoding algorithm immediately results. Unfortunately, however, this belief diagram has loops, and Pearl only proved that his algorithm works when there are no loops, so an explanation of the excellent experimental performance of turbo decoding is still lacking. However, we shall also show that Pearl’s algorithm can be used to routinely derive previously known iterative, but suboptimal, decoding algorithms for a number of other error-control systems, including Gallager’s

One of the major applications of data mining is in helping companies determine which potential customers to market to. If the expected pro t from a customer is greater than the cost of marketing to her, the marketing action for that customer is executed. So far, work in this area has considered only the intrinsic value of the customer (i.e, the expected pro t from sales to her). We propose to model also the customer's network value: the expected pro t from sales to other customers she may inuence to buy, the customers those may inuence, and so on recursively. Instead of viewing a market as a set of independent entities, we view it as a social network and model it as a Markov random eld. We show the advantages of this approach using a social network mined from a collaborative ltering database. Marketing that exploits the network value of customers|also known as viral marketing|can be extremely eective, but is still a black art. Our work can be viewed as a step towards providing a more solid foundation for it, taking advantage of the availability of large relevant databases. Categories and Subject Descriptors H.2.8 [Database Management]: Database Applications| data mining

Absfrucf- We present a Markov random field model which allows realistic edge modeling while providing stable maximum a posteriori MAP solutions. The proposed model, which we refer to as a generalized Gaussian Markov random field (GGMRF), is named for its similarity to the generalized Gaussian distribution used in robust detection and estimation. The model satisifies several desirable analytical and computational properties for MAP estimation, including continuous dependence of the estimate on the data, invariance of the character of solutions to scaling of data, and a solution which lies at the unique global mini-mum of the U posteriori log-likeihood function. The GGMRF is demonstrated to be useful for image reconstruction in low-dosage transmission tomography. I.

Iterative methods for statistically-based reconstruction from projections are computationally costly relative to convolution backprojection, but allow useful image reconstruction from sparse and noisy data. We present a method for Bayesian reconstruction which relies on updates of single pixel values, rather than the entire image, at each iteration. The technique is similar to Gauss-Seidel (GS) iteration for the solution of differential equations on finite grids. The computational cost per iteration of the GS approach is found to be approximately equal to that of gradient methods. For continuously valued images, GS is found to have significantly better convergence at modes representing high spatial frequencies. In addition, GS is well suited to segmentation when the image is constrained to be discretely valued. We demonstrate that Bayesian segmentation using GS iteration produces useful estimates at much lower signal-to-noise ratios than required for continuously valued reconstruction. This paper includes analysis of the convergence properties of gradient ascent and GS for reconstruction from integral projections, and simulations of both maximum-likelihood and maximum a posteriori cases.

Abstract—We present a unified graphical model framework for describing compound codes and deriving iterative decoding algorithms. After reviewing a variety of graphical models (Markov random fields, Tanner graphs, and Bayesian networks), we derive a general distributed marginalization algorithm for functions described by factor graphs. From this general algorithm, Pearl’s belief propagation algorithm is easily derived as a special case. We point out that recently developed iterative decoding algorithms for various codes, including “turbo decoding ” of parallelconcatenated convolutional codes, may be viewed as probability propagation in a graphical model of the code. We focus on Bayesian network descriptions of codes, which give a natural input/state/output/channel description of a code and channel, and we indicate how iterative decoders can be developed for parallel- and serially-concatenated coding systems, product codes, and low-density parity-check codes. I.

We study the process of multi-agent reinforcement learning in the context of load balancing in a distributed system, without use of either central coordination or explicit communication. We first define a precise framework in which to study adaptive load balancing, important features of which are its stochastic nature and the purely local information available to individual agents. Given this framework, we show illuminating results on the interplay between basic adaptive behavior parameters and their effect on system efficiency. We then investigate the properties of adaptive load balancing in heterogeneous populations, and address the issue of exploration vs. exploitation in that context. Finally, we show that naive use of communication may not improve, and might even harm system efficiency. 1. Introduction This article investigates multi-agent reinforcement learning in the context of a concrete problem of undisputed importance -- load balancing. Real life provides us with many exampl...

We propose a statistical method for estimating a gene network based on Bayesian networks from microarray gene expression data together with biological knowledge including protein-protein interactions, protein-DNA interactions, binding site information, existing literature and so on. Unfortunately, microarray data do not contain enough information for constructing gene networks accurately in many cases. Our method adds biological knowledge to the estimation method of gene networks under a Bayesian statistical framework, and also controls the trade-off between microarray information and biological knowledge automatically. We conduct Monte Carlo simulations to show the effectiveness of the proposed method. We analyze Saccharomyces cerevisiae gene expression data as an application. 1.

Many problems in early vision can be formulated in terms of minimizing an' energy or cost function. Examples are shape-from-shading, edge detection, motion snatysis, structure from motion and surface interpolation (Poggio, Torre and Koch, 1985). It has been shown that all quadratic variational problems, an important subset of early vision tasks, can be "solved" by linear, analog electrical or chemical networks (Poggio and Koch, 1985). In a variety of situations the cost function is non-quadratic, however, for instance in the presence of discontinuities. The use of non-quadratic cost functions raises the question of designing efficient algorithms for computing the optimal solution. Recently. Hopfield and Tank (1985) have shown that networks of nonlinear analog "neurons" can be effect. lye in computing the solution of optimization problems, In this paper, we show how these networks can be generalized to solve the non-convex energy functionals of early vision. We illustrate this approach by implementing a specific network solving the problem of reconstructing a smooth surface while preserving its discontinuities from sparsely sampled data (Geman and Geman, 1984; Marroquin, 1984; Terzopoulos, 1984). These results suggest a novel computational strategy for solving such problems for both biological and artificial vision systems.

: Gibbs random field (GRF) models and co-occurrence statistics are typically considered as separate but useful tools for texture discrimination. In this paper we show an explicit relationship between co-occurrences and a large class of GRF's. This result comes from a new framework based on a set-theoretic concept called the "aura set" and on measures of this set, "aura measures". This framework is also shown to be useful for relating different texture analysis tools: We show how the aura set can be constructed with morphological dilation, how its measure yields co-occurrences, and how it can be applied to characterizing the behavior of the Gibbs model for texture. In particular, we show how the aura measure generalizes, to any number of gray levels and neighborhood order, some properties previously known for just the binary, nearest-neighbor GRF. Finally, we illustrate how these properties can guide one's intuition about the types of GRF patterns which are most likely to form. Index Te...