Walk-Sum Interpretation and Analysis of Gaussian Belief Propagation

This paper presents a new framework based on walks in a graph for analysis andinference in Gaussian graphical models. The key idea is to decompose correlationsbetween variables as a sum over all walks between those variables in the graph. The weight of each walk is given by a product of edgewise partial correlations. We provide a walk-sum interpretation ofGaussian belief propagation in trees and of the approximate method of loopy belief propagation in graphs with cycles.