Convergence Analysis of Gaussian Belief Propagation Under High-Order Factorization and Asynchronous Scheduling
It is well known that the convergence of Gaussian belief propagation (BP) is not guaranteed in loopy graphs. The classical convergence conditions, including diagonal dominance, walk-summability, and convex decomposition, are derived under pairwise factorizations of the joint Gaussian distribution. However, many applications run Gaussian BP under high-order factorizations, making the classical results not applicable.