Monthly 288 pp. per issue 6 x 9, illustrated Founded: 1989 ISSN 0899-7667 E-ISSN 1530-888X 2014 Impact Factor: 2.207
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September 2004, Vol. 16, No. 9, Pages 1779-1810
Posted Online March 13, 2006.
(doi:10.1162/0899766041336477)
© 2004 Massachusetts Institute of Technology
Stochastic Reasoning, Free Energy, and Information Geometry Shiro IkedaInstitute of Statistical Mathematics, Tokyo 106-8569, Japan, and Gatsby Computational Neuroscience Unit, University College London, London WC1N 3AR, U.K. shiro@ism.ac.jp Toshiyuki TanakaDepartment of Electronics and Information Engineering, Tokyo Metropolitan University, Tokyo 192-0397, Japan, tanaka@eei.metro-u.ac.jp Shun-ichi AmariRIKEN Brain Science Institute, Saitama 351-0198, Japan, amari@brain.riken.jp
Belief propagation (BP) is a universal method of stochastic reasoning. It gives exact inference for stochastic models with tree interactions and works surprisingly well even if the models have loopy interactions. Its performance has been analyzed separately in many fields, such as AI, statistical physics, information theory, and information geometry. This article gives a unified framework for understanding BP and related methods and summarizes the results obtained in many fields. In particular, BP and its variants, including tree reparameterization and concave-convex procedure, are reformulated with information-geometrical terms, and their relations to the free energy function are elucidated from an information-geometrical viewpoint. We then propose a family of new algorithms. The stabilities of the algorithms are analyzed, and methods to accelerate them are investigated. Cited byRyuhei Mori. (2015) Loop Calculus For Nonbinary Alphabets Using Concepts From Information Geometry. 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