Hybrid Loopy Belief Propagation

Changhe Yuan, Marek J. Druzdzel

Abstract

We propose an algorithm called Hybrid Loopy Belief Propagation (HLBP), which extends the Loopy Belief Propagation (LBP) and Nonparametric Belief Propagation (NBP) algorithms to deal with general hybrid Bayesian networks. The main idea is to represent the LBP messages with mixture of Gaussians and formulate their calculation as Monte Carlo integration problems. The new algorithm is general enough to deal with hybrid models that may represent linear or nonlinear equations and arbitrary probability distributions.

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Bibtex

@INPROCEEDINGS{Yuan06hybrid,
author = {C. Yuan and M. J. Druzdzel},
title = {Hybrid loopy belief propagation},
booktitle = {Proceedings of the Third European Workshop on Probabilistic Graphical Models (PGM'06)},
year = {2006},
pages = {317--324},
address = {Prague, Czech Republic}
}