4 papers
Accelerated Random-Sweep Gibbs Sampling for Gaussian Graphical Models via Dual Normal Factor Graphs
Borna Khodabandeh, Mehdi Molkaraie
We study the convergence properties of the random-sweep Gibbs sampler for Gaussian graphical models with a thin-membrane prior. We demonstrate that the convergence rate of the Gibb…
The Exact Determinant of a Specific Class of Sparse Positive Definite Matrices
Mehdi Molkaraie
For a specific class of sparse Gaussian graphical models, we provide a closed-form solution for the determinant of the covariance matrix. In our framework, the graphical interactio…
Mappings for Marginal Probabilities with Applications to Models in Statistical Physics
Mehdi Molkaraie
We present local mappings that relate the marginal probabilities of a global probability mass function represented by its primal normal factor graph to the corresponding marginal p…
Extending Monte Carlo Methods to Factor Graphs with Negative and Complex Factors
Mehdi Molkaraie, Hans-Andrea Loeliger
The partition function of a factor graph can sometimes be accurately estimated by Monte Carlo methods. In this paper, such methods are extended to factor graphs with negative and c…