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Local stability of Belief Propagation algorithm with multiple fixed points
Local stability Belief Propagation algorithm multiple fixed points
2012/9/19
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-pass...
Belief Propagation Algorithm for Portfolio Optimization Problems
Belief Propagation Algorithm Portfolio Optimization Problems
2010/10/21
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and...