Distributed Verification of Belief Precisions Convergence in Gaussian Belief Propagation

Abstract

Gaussian belief propagation (BP) finds extensive applications in signal processing but it is not guaranteed to converge in loopy graphs. In order to determine whether Gaussian BP would converge, one could directly use the classical convergence conditions of Gaussian BP, such as diagonal dominance, walk-summabilitiy, and convex decomposition. These classical conditions assume that the convergence conditions for Gaussian BP precisions and means are the same, which has been proved to be unnecessary. Generally, the condition for guaranteeing the convergence of Gaussian BP precisions is looser than that of Gaussian BP means. Moreover, the convergence of Gaussian BP means could be improved by damping when Gaussian BP precisions converge. Therefore, the convergence of Gaussian BP precisions is a prerequisite for guaranteeing the convergence of Gaussian BP means. This paper derives a simple convergence condition for Gaussian BP precisions, which can be verified in a distributed way. Through numerical examples, it is found that there exists scenarios where the new condition is satisfied but the classical conditions are not.