Belief Propagation Algorithm for Portfolio Optimization Problems
Takashi ShinzatoMuneki YasudaPublished in: CoRR (2010)
Keyphrases
- belief propagation
- learning algorithm
- graphical models
- loopy belief propagation
- objective function
- preprocessing
- optimization problems
- dynamic programming
- energy function
- k means
- factor graphs
- np hard
- simulated annealing
- evolutionary algorithm
- linear programming
- graph cuts
- pairwise
- optimal solution
- denoising
- energy minimization
- similarity measure