Related papers: Rate-Distortion via Markov Chain Monte Carlo
We propose a new construction for low-density source codes with multiple parameters that can be tuned to optimize the performance of the code. In addition, we introduce a set of analysis techniques for deriving upper bounds for the expected…
The error exponent of fixed-length lossy source coding was established by Marton. Ahlswede showed that this exponent can be discontinuous at a rate $R$, depending on the probability distribution $P$ of the given information source and the…
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…
Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…
An encoder wishes to minimize the bit rate necessary to guarantee that a decoder is able to calculate a symbol-wise function of a sequence available only at the encoder and a sequence that can be measured only at the decoder. This classical…
In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…
Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…
To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…
Let $X^n\in\mathcal{X}^n$ be a sequence drawn from a discrete memoryless source, and let $Y^n\in\mathcal{Y}^n$ be the corresponding reconstruction sequence that is output by a good rate-distortion code. This paper establishes a property of…
In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…
Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…
Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…
A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampling scheme designed to exploit the model structure of LGMs.…
We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…
We study a new encoding scheme for lossy source compression based on spatially coupled low-density generator-matrix codes. We develop a belief-propagation guided-decimation algorithm, and show that this algorithm allows to approach the…
This study proposes a trainable sampling-based solver for combinatorial optimization problems (COPs) using a deep-learning technique called deep unfolding. The proposed solver is based on the Ohzeki method that combines Markov-chain…