Exact Inference on Gaussian Graphical Models of Arbitrary Topology using Path-Sums

zbMath1395.62189arXiv1410.7165MaRDI QIDQ2810882

Pierre-Louis Giscard, S. J. Thwaite, Dieter Jaksch, Zacky Choo

Publication date: 6 June 2016

Full work available at URL: https://arxiv.org/abs/1410.7165

zbMATH Keywords

covariance matrixblock matricesGaussian graphical modelsbelief propagationgraphs of arbitrary topologypath-sumwalk-sum

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Related Items (2)

Elementary integral series for Heun functions: Application to black-hole perturbation theory ⋮ Convergence Analysis of Distributed Inference with Vector-Valued Gaussian Belief Propagation

Uses Software

• GMRFLib

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