### Princeton-Rutgers Seminar Series in Communications and Information Theory

#### Chris Rose and Sergio Verdú, Co-Chairs

Title: Message Passing Algorithms for Marginalization

Speaker: **Venkat Anantharam**, University of California, Berkeley

Date: Friday, March 14, 2003, 4:30pm

Location: CoRE Bldg, DIMACS Seminar Room (room 431), Rutgers University, Busch Campus, Piscataway, NJ

Abstract:

The problem of finding marginals of a product function provides a
convenient unifying formulation for a wide range of problems in
engineering and science, including extremely important ones such as
posterior probability calculations in an estimation
framework. Efficient message passing algorithms are known for solving
such problems when certain conditional independencies are know to hold
a priori. The art of finding a good algorithm for such a problem is
usually one of finding a formulation of the problem with useful
conditional independencies. We will give a survey of this area,
including a look at some of the recently discoved connections with
ideas from statistical physics. We will then describe a novel
measure-theoretic view of the issues which subsumes significant parts
of the existing view. This broadened view allows one to broaden the
kinds of conditional independencies one is looking for and can thus
lead to efficient algorithms of a rather unconventional kind, relative
to those one might discover with the existing formulations, and which
appear to have significantly lower complexity than the latter, as we
will try to demonstrate through examples.

Seminar Sponsored by DIMACS Special Focus on Computational Information
Theory and Coding.