The generalized distributive law

We discuss a general message passing algorithm, which we call the generalized distributive law (GDL). The GDL is a synthesis of the work of many authors in information theory, digital communications, signal processing, statistics, and artificial intelligence. It includes as special cases the Baum-Welch algorithm, the fast Fourier transform (FFT) on any finite Abelian group, the Gallager-Tanner-Wiberg decoding algorithm, Viterbi's algorithm, the BCJR algorithm, Pearl's "belief propagation" algorithm, the Shafer-Shenoy probability propagation algorithm, and the turbo decoding algorithm. Although this algorithm is guaranteed to give exact answers only in certain cases (the "junction tree" condition), unfortunately not including the cases of GTW with cycles or turbo decoding, there is much experimental evidence, and a few theorems, suggesting that it often works approximately even when it is not supposed to.