Double-Edge Factor Graphs: Definition, Properties, and Examples

Some of the most interesting quantities associated with a factor graph are its marginals and its partition sum. For factor graphs \emph{without cycles} and moderate message update complexities, the sum-product algorithm (SPA) can be used to efficiently compute these quantities exactly. Moreover, for various classes of factor graphs \emph{with cycles}, the SPA has been successfully applied to efficiently compute good approximations to these quantities. Note that in the case of factor graphs with cycles, the local functions are usually non-negative real-valued functions. In this paper we introduce a class of factor graphs, called double-edge factor graphs (DE-FGs), which allow local functions to be complex-valued and only require them, in some suitable sense, to be positive semi-definite. We discuss various properties of the SPA when running it on DE-FGs and we show promising numerical results for various example DE-FGs, some of which have connections to quantum information processing.Comment: Submitte

A Novel Stochastic Decoding of LDPC Codes with Quantitative Guarantees

Low-density parity-check codes, a class of capacity-approaching linear codes, are particularly recognized for their efficient decoding scheme. The decoding scheme, known as the sum-product, is an iterative algorithm consisting of passing messages between variable and check nodes of the factor graph. The sum-product algorithm is fully parallelizable, owing to the fact that all messages can be update concurrently. However, since it requires extensive number of highly interconnected wires, the fully-parallel implementation of the sum-product on chips is exceedingly challenging. Stochastic decoding algorithms, which exchange binary messages, are of great interest for mitigating this challenge and have been the focus of extensive research over the past decade. They significantly reduce the required wiring and computational complexity of the message-passing algorithm. Even though stochastic decoders have been shown extremely effective in practice, the theoretical aspect and understanding of such algorithms remains limited at large. Our main objective in this paper is to address this issue. We first propose a novel algorithm referred to as the Markov based stochastic decoding. Then, we provide concrete quantitative guarantees on its performance for tree-structured as well as general factor graphs. More specifically, we provide upper-bounds on the first and second moments of the error, illustrating that the proposed algorithm is an asymptotically consistent estimate of the sum-product algorithm. We also validate our theoretical predictions with experimental results, showing we achieve comparable performance to other practical stochastic decoders.Comment: This paper has been submitted to IEEE Transactions on Information Theory on May 24th 201

Entropy Message Passing

The paper proposes a new message passing algorithm for cycle-free factor graphs. The proposed "entropy message passing" (EMP) algorithm may be viewed as sum-product message passing over the entropy semiring, which has previously appeared in automata theory. The primary use of EMP is to compute the entropy of a model. However, EMP can also be used to compute expressions that appear in expectation maximization and in gradient descent algorithms.Comment: 5 pages, 1 figure, to appear in IEEE Transactions on Information Theor

Local Message Passing on Frustrated Systems

Message passing on factor graphs is a powerful framework for probabilistic inference, which finds important applications in various scientific domains. The most wide-spread message passing scheme is the sum-product algorithm (SPA) which gives exact results on trees but often fails on graphs with many small cycles. We search for an alternative message passing algorithm that works particularly well on such cyclic graphs. Therefore, we challenge the extrinsic principle of the SPA, which loses its objective on graphs with cycles. We further replace the local SPA message update rule at the factor nodes of the underlying graph with a generic mapping, which is optimized in a data-driven fashion. These modifications lead to a considerable improvement in performance while preserving the simplicity of the SPA. We evaluate our method for two classes of cyclic graphs: the 2x2 fully connected Ising grid and factor graphs for symbol detection on linear communication channels with inter-symbol interference. To enable the method for large graphs as they occur in practical applications, we develop a novel loss function that is inspired by the Bethe approximation from statistical physics and allows for training in an unsupervised fashion.Comment: To appear at UAI 202

Structural Optimization of Factor Graphs for Symbol Detection via Continuous Clustering and Machine Learning

We propose a novel method to optimize the structure of factor graphs for graph-based inference. As an example inference task, we consider symbol detection on linear inter-symbol interference channels. The factor graph framework has the potential to yield low-complexity symbol detectors. However, the sum-product algorithm on cyclic factor graphs is suboptimal and its performance is highly sensitive to the underlying graph. Therefore, we optimize the structure of the underlying factor graphs in an end-to-end manner using machine learning. For that purpose, we transform the structural optimization into a clustering problem of low-degree factor nodes that incorporates the known channel model into the optimization. Furthermore, we study the combination of this approach with neural belief propagation, yielding near-maximum a posteriori symbol detection performance for specific channels.Comment: Submitted to ICASSP 202

Sufficient conditions for convergence of the Sum-Product Algorithm

We derive novel conditions that guarantee convergence of the Sum-Product algorithm (also known as Loopy Belief Propagation or simply Belief Propagation) to a unique fixed point, irrespective of the initial messages. The computational complexity of the conditions is polynomial in the number of variables. In contrast with previously existing conditions, our results are directly applicable to arbitrary factor graphs (with discrete variables) and are shown to be valid also in the case of factors containing zeros, under some additional conditions. We compare our bounds with existing ones, numerically and, if possible, analytically. For binary variables with pairwise interactions, we derive sufficient conditions that take into account local evidence (i.e., single variable factors) and the type of pair interactions (attractive or repulsive). It is shown empirically that this bound outperforms existing bounds.Comment: 15 pages, 5 figures. Major changes and new results in this revised version. Submitted to IEEE Transactions on Information Theor

Absorbing Set Analysis and Design of LDPC Codes from Transversal Designs over the AWGN Channel

In this paper we construct low-density parity-check (LDPC) codes from transversal designs with low error-floors over the additive white Gaussian noise (AWGN) channel. The constructed codes are based on transversal designs that arise from sets of mutually orthogonal Latin squares (MOLS) with cyclic structure. For lowering the error-floors, our approach is twofold: First, we give an exhaustive classification of so-called absorbing sets that may occur in the factor graphs of the given codes. These purely combinatorial substructures are known to be the main cause of decoding errors in the error-floor region over the AWGN channel by decoding with the standard sum-product algorithm (SPA). Second, based on this classification, we exploit the specific structure of the presented codes to eliminate the most harmful absorbing sets and derive powerful constraints for the proper choice of code parameters in order to obtain codes with an optimized error-floor performance.Comment: 15 pages. arXiv admin note: text overlap with arXiv:1306.511

Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm

In this paper, we analyze data sets consisting of pedigrees where the response is the age at onset of colorectal cancer (CRC). The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor, as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We therefore developed an EM algorithm by applying factor graphs and the sum-product algorithm in the E-step, reducing the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data that opens the door for advanced analyses of pedigree data

Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm

OBJECTIVE We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. METHODS We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. RESULTS Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. CONCLUSION We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data