Correctness of Belief Propagation in Gaussian Graphical Models of Arbitrary Topology

Local "belief propagation" rules of the sort proposed by Pearl [15] are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstratedgood performance of "loopy belief propagation" using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes", whose decoding algorithm is equivalent to loopy belief propagation. Except for the case of graphs with a single loop, there has been little theoretical understandingof the performance of loopy propagation. Here we analyze belief propagation in networks with arbitrary topologies when the nodes in the graph describe jointly Gaussian random variables.