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Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

An easy-to-implement form of the Metropolis Algorithm is described which, unlike most standard techniques, is well suited to sampling from multi-modal distributions on spaces with moderate numbers of dimensions (order ten) in environments…

High Energy Physics - Phenomenology · Physics 2008-11-26 Benjamin C. Allanach , Christopher G. Lester

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Computation · Statistics 2019-09-18 Giacomo Zanella , Gareth Roberts

Gibbs sampling is a widely popular Markov chain Monte Carlo algorithm that can be used to analyze intractable posterior distributions associated with Bayesian hierarchical models. There are two standard versions of the Gibbs sampler: The…

Statistics Theory · Mathematics 2020-01-01 Grant Backlund , James P. Hobert , Yeun Ji Jung , Kshitij Khare

The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…

Methodology · Statistics 2022-09-30 Mohammad Arshad Rahman

One of the main problems of importance sampling in Bayesian networks is representation of the importance function, which should ideally be as close as possible to the posterior joint distribution. Typically, we represent an importance…

Artificial Intelligence · Computer Science 2012-07-09 Changhe Yuan , Marek J. Druzdzel

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional…

Artificial Intelligence · Computer Science 2019-01-08 Robert Leppert , Karl-Heinz Zimmermann

The Quick Medical Reference (QMR) is a compendium of statistical knowledge connecting diseases to findings (symptoms). The information in QMR can be represented as a Bayesian network. The inference problem (or, in more medical language,…

Quantum Physics · Physics 2008-07-29 Robert R. Tucci

We prove that a classical computer can efficiently sample from the photon-number probability distribution of a Gaussian state prepared by using an optical circuit that is shallow and local. Our work generalizes previous known results for…

We give some quantum circuits for calculating the probability $P(G|D)$ of a graph $G$ given data $D$. $G$ together with a transition probability matrix for each node of the graph, constitutes a Classical Bayesian Network, or CB net for…

Quantum Physics · Physics 2014-04-02 Robert R. Tucci

Quantum Bayesian Computation (QBC) is an emerging field that levers the computational gains available from quantum computers to provide an exponential speed-up in Bayesian computation. Our paper adds to the literature in two ways. First, we…

Machine Learning · Statistics 2023-03-07 Nick Polson , Vadim Sokolov , Jianeng Xu

In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Machine Learning · Computer Science 2020-12-30 Antoine Blanchard , Themistoklis Sapsis

In this paper, we present the Bayesian inference procedures for the parameters of the multivariate random effects model derived under the assumption of an elliptically contoured distribution when the Berger and Bernardo reference and the…

Methodology · Statistics 2023-05-26 Olha Bodnar , Taras Bodnar

Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…

Artificial Intelligence · Computer Science 2013-02-21 Eric Driver , Darryl Morrell

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Applications · Statistics 2013-01-15 Bradley Efron

This is the documentation for generating random samples from the quantum state space in accordance with a specified distribution, associated with this webpage: http://tinyurl.com/QSampling . Ready-made samples (each with at least a million…

Importance sampling is used to approximate Bayes' rule in many computational approaches to Bayesian inverse problems, data assimilation and machine learning. This paper reviews and further investigates the required sample size for…

Computation · Statistics 2021-02-03 Daniel Sanz-Alonso , Zijian Wang

Poisson log-linear models are ubiquitous in many applications, and one of the most popular approaches for parametric count regression. In the Bayesian context, however, there are no sufficient specific computational tools for efficient…

Computation · Statistics 2022-09-02 Laura D'Angelo , Antonio Canale

Quantum computers solve intractable problems which classically require an exponentially long time to compute. With the development of large-scale experiments that claim quantum advantage, a vital issue has now emerged. What are the errors,…

Quantum Physics · Physics 2026-04-15 Ned Goodman , Alexander S. Dellios , Margaret D. Reid , Peter D. Drummond

Network metrics form a fundamental part of the network analysis toolbox. Used to quantitatively measure different aspects of the network, these metrics can give insights into the underlying network structure and function. In this work, we…

Machine Learning · Statistics 2015-06-04 Harold Soh