Daniel Edward Pagendam

Gaussian Ensemble Belief Propagation for Efficient Inference in High-Dimensional, Black-box Systems

Efficient inference in high-dimensional models is a central challenge in machine learning. We introduce the Gaussian Ensemble Belief Propagation (GEnBP) algorithm, which combines the strengths of the Ensemble Kalman Filter (EnKF) and Gaussian Belief Propagation (GaBP) to address this challenge. GEnB…