Victorin Martin

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We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem because both types of MRF are suitable for inference tasks with the belief propagation algorithm (BP) under certain(More)
An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute these marginals when the underlying graph is a tree, has gained its popularity as an efficient way to approximate them in(More)
We investigate the problem of Gaussian Markov random field selection under a non-analytic constraint: the estimated models must be compatible with a fast inference algorithm, namely the Gaussian belief propagation algorithm. To address this question, we introduce the-IPS framework, based on iterative proportional scaling, which incre-mentally selects(More)
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such marginals when the underlying graph is a tree. But it has gained its popularity as an efficient way to approximate them in(More)
We present a novel method for online inference of real-valued quantities on a large network from very sparse measurements. The target application is a large scale system, like e.g. a traffic network, where a small varying subset of the variables is observed, and predictions about the other variables have to be continuously updated. A key feature of our(More)
We investigate different ways of generating approximate solutions to the inverse problem of pairwise Markov random field (MRF) model learning. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem. In both cases, the belief propagation algorithm can be used in closed form to perform inference tasks. Our(More)
In this paper we will review some properties of the " belief propagation " iterative map used to perform Bayesian inference in a distributed way. We use this algorithm as a starting point to address the inverse problem of encoding observation data into a probabilistic model. and focus on the situation when the data have many different statistical(More)
An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute these marginals when the underlying graph is a tree, has gained its popularity as an efficient way to approximate them in(More)
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