Hans-Andrea Loeliger

Tianyang Wang, Ender Konukoglu, Hans-Andrea Loeliger

We propose a novel piecewise smooth image model with piecewise constant local parameters that are automatically adapted to each image. Technically, the model is formulated in terms of factor graphs with NUP (normal with unknown parameters) priors, and the pertinent computations amount to iterations of conjugate-gradient steps and Gaussian message passing. The proposed model and algorithms are demonstrated with applications to denoising and contrast enhancement.

Yun-Peng Li, Hans-Andrea Loeliger

The paper considers the computation of L1 regularization paths in a state space setting, which includes L1 regularized Kalman smoothing, linear SVM, LASSO, and more. The paper proposes two new algorithms, which are duals of each other; the first algorithm applies to L1 regularization of independent variables while the second applies to L1 regularization of dependent variables. The heart of the proposed algorithms is parametric Gaussian message passing (i.e., Kalman-type forward-backward recursions) in the pertinent factor graphs. The proposed methods are broadly applicable, they (usually) require only matrix multiplications, and their complexity can be competitive with prior methods in some cases.

Yun-Peng Li, Hans-Andrea Loeliger

Normals with unknown parameters (NUP) can be used to convert nontrivial model-based estimation problems into iterations of linear least-squares or Gaussian estimation problems. In this paper, we extend this approach by augmenting factor graphs with convex-dual variables and pertinent NUP representations. In particular, in a state space setting, we propose a new iterative forward-backward algorithm that is dual to a recently proposed backward-forward algorithm.

Raphael Keusch, Hans-Andrea Loeliger

Normals with unknown variance (NUV) can represent many useful priors and blend well with Gaussian models and message passing algorithms. NUV representations of sparsifying priors have long been known, and NUV representations of binary (and M-level) priors have been proposed very recently. In this document, we propose NUV representations of half-space constraints and box constraints, which allows to add such constraints to any linear Gaussian model with any of the previously known NUV priors without affecting the computational tractability.

Patrick Murer, Hans-Andrea Loeliger

This paper studies the capability of a recurrent neural network model to memorize random dynamical firing patterns by a simple local learning rule. Two modes of learning/memorization are considered: The first mode is strictly online, with a single pass through the data, while the second mode uses multiple passes through the data. In both modes, the learning is strictly local (quasi-Hebbian): At any given time step, only the weights between the neurons firing (or supposed to be firing) at the previous time step and those firing (or supposed to be firing) at the present time step are modified. The main result of the paper is an upper bound on the probability that the single-pass memorization is not perfect. It follows that the memorization capacity in this mode asymptotically scales like that of the classical Hopfield model (which, in contrast, memorizes static patterns). However, multiple-rounds memorization is shown to achieve a higher capacity (with a nonvanishing number of bits per connection/synapse). These mathematical findings may be helpful for understanding the functions of short-term memory and long-term memory in neuroscience.

Hans-Andrea Loeliger, Pascal O. Vontobel

A factor-graph representation of quantum-mechanical probabilities (involving any number of measurements) is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not random variables. All joint probability distributions are marginals of some complex-valued function $q$, and it is demonstrated how the basic concepts of quantum mechanics relate to factorizations and marginals of $q$.