Related papers: Near-Optimal Detection in MIMO Systems using Gibbs…

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

The last couple of years have seen an emergence of physics-inspired computing for maximum likelihood MIMO detection. These methods involve transforming the MIMO detection problem into an Ising minimization problem, which can then be solved…

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Optimal symbol detection in multiple-input multiple-output (MIMO) systems is known to be an NP-hard problem. Hence, the objective of any detector of practical relevance is to get reasonably close to the optimal solution while keeping the…

In geostatistics, Gaussian random fields are often used to model heterogeneities of soil or subsurface parameters. To give spatial approximations of these random fields, they are discretized. Then, different techniques of geostatistical…

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Metastability is a formidable challenge to Markov chain Monte Carlo methods. In this paper we present methods for algorithm design to meet this challenge. The design problem we consider is temperature selection for the infinite swapping…

Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…

Gibbs samplers are preeminent Markov chain Monte Carlo algorithms used in computational physics and statistical computing. Yet, their most fundamental properties, such as relations between convergence characteristics of their various…

We propose an efficient Bayesian MCMC algorithm for estimating cosmological parameters from CMB data without use of likelihood approximations. It builds on a previously developed Gibbs sampling framework that allows for exploration of the…

Markov Chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like…

A core problem in cognitive science and machine learning is to understand how humans derive semantic representations from perceptual objects, such as color from an apple, pleasantness from a musical chord, or seriousness from a face. Markov…

Cognitive diagnosis models (CDMs) are useful statistical tools to provide rich information relevant for intervention and learning. As a popular approach to estimate and make inference of CDMs, the Markov chain Monte Carlo (MCMC) algorithm…

Optimal MIMO detection has been one of the most challenging and computationally inefficient tasks in wireless systems. We show that the new analog computing techniques like Coherent Ising Machines (CIM) are promising candidates for…

Markov Chain Monte Carlo (MCMC) algorithms are a workhorse of probabilistic modeling and inference, but are difficult to debug, and are prone to silent failure if implemented naively. We outline several strategies for testing the…

We investigate how ideas from covariance localization in numerical weather prediction can be used in Markov chain Monte Carlo (MCMC) sampling of high-dimensional posterior distributions arising in Bayesian inverse problems. To localize an…

Markov chain (MC) algorithms are ubiquitous in machine learning and statistics and many other disciplines. Typically, these algorithms can be formulated as acceptance rejection methods. In this work we present a novel estimator applicable…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…