Related papers: Efficient methods for sampling spike trains in net…

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…

We construct a new class of efficient Monte Carlo methods based on continuous-time piecewise deterministic Markov processes (PDMPs) suitable for inference in high dimensional sparse models, i.e. models for which there is prior knowledge…

Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…

Motivated by the physics of strings and branes, we introduce a general suite of Markov chain Monte Carlo (MCMC) "suburban samplers" (i.e., spread out Metropolis). The suburban algorithm involves an ensemble of statistical agents connected…

Sampling from lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, the classic Gibbs algorithm from Markov chain Monte Carlo (MCMC) methods is demonstrated to be…

Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…

We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolution of the discrete states probability distribution governed…

The Markov chain Monte Carlo methods offer practical procedures for detecting signals characterized by a large number of parameters and under conditions of low signal-to-noise ratio. We present a Metropolis-Hastings algorithm capable of…

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

We apply an information theoretic treatment of action potential time series measured with microelectrode arrays to estimate the connectivity of mammalian neuronal cell assemblies grown {\it in vitro}. We infer connectivity between two…

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each…

We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with…