Exact and Efficient Inference for Collective Flow Diffusion Model via Minimum Convex Cost Flow Algorithm

Abstract

Collective Flow Diffusion Model (CFDM) is a general framework to find the hidden movements underlying aggregated population data. The key procedure in CFDM analysis is MAP inference of hidden variables. Unfortunately, existing approaches fail to offer exact MAP inferences, only approximate versions, and take a lot of computation time when applied to large scale problems. In this paper, we propose an exact and efficient method for MAP inference in CFDM. Our key idea is formulating the MAP inference problem as a combinatorial optimization problem called Minimum Convex Cost Flow Problem (C-MCFP) with no approximation or continuous relaxation. On the basis of this formulation, we propose an efficient inference method that employs the C-MCFP algorithm as a subroutine. Our experiments on synthetic and real datasets show that the proposed method is effective both in single MAP inference and people flow estimation with EM algorithm.