Published In Preconditioner Approximations for Probabilistic Graphical Models

We present a family of approximation techniques for probabilistic graph-ical models, based on the use of graphical preconditioners developed in the scientific computing literature. Our framework yields rigorous upper and lower bounds on event probabilities and the log partition function of undirected graphical models, using non-iterative procedures that have low time complexity. As in mean field approaches, the approximations are built upon tractable subgraphs; however, we recast the problem of op-timizing the tractable distribution parameters and approximate inference in terms of the well-studied linear systems problem of obtaining a good matrix preconditioner. Experiments are presented that compare the new approximation schemes to variational methods.