Related papers: Efficient methods for sampling spike trains in net…
This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…
We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. These methods are most powerful when combined with…
Now that spike trains from many neurons can be recorded simultaneously, there is a need for methods to decode these data to learn about the networks that these neurons are part of. One approach to this problem is to adjust the parameters of…
Neurophysiologists are nowadays able to record from a large number of extracellular electrodes and to extract, from the raw data, the sequences of action potentials or spikes generated by many neurons. Unfortunately these ''many neurons''…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…
Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…
We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…
In this work, we propose a first-order sampling method called the Metropolis-adjusted Preconditioned Langevin Algorithm for approximate sampling from a target distribution whose support is a proper convex subset of $\mathbb{R}^{d}$. Our…
The characterization of network and biophysical properties from neural spiking activity is an important goal in neuroscience. A framework that provides unbiased inference on causal synaptic interaction and single neural properties has been…
In this paper, we build and explore supervised learning models of ferromagnetic system behavior, using Monte-Carlo sampling of the spin configuration space generated by the 2D Ising model. Given the enormous size of the space of all…
This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative…
We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…
Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…
In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…
Network representation learning (NRL) technique has been successfully adopted in various data mining and machine learning applications. Random walk based NRL is one popular paradigm, which uses a set of random walks to capture the network…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…