An Ising Model for Road Traffic Inference

We review some properties of the “belief propagation” algorithm, a distributed iterative map used to perform Bayesian inference and present some recent work where this algorithm serves as a starting point to encode observation data into a probabilistic model and to process large-scale information in real time. A natural approach is based on the linear response theory and various recent instantiations are presented. We will focus on the particular situation where the data have many different statistical components, representing a variety of independent patterns. As an application, the problem of reconstructing and predicting traffic states based on floating car data is then discussed.

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