Related papers: Variational Algorithms for Marginal MAP
We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…
This paper presents new results for the (partial) maximum a posteriori (MAP) problem in Bayesian networks, which is the problem of querying the most probable state configuration of some of the network variables given evidence. First, it is…
We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…
Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…
Given a graphical model, one essential problem is MAP inference, that is, finding the most likely configuration of states according to the model. Although this problem is NP-hard, large instances can be solved in practice. A major open…
Colorization is an ambiguous problem, with multiple viable colorizations for a single grey-level image. However, previous methods only produce the single most probable colorization. Our goal is to model the diversity intrinsic to the…
Channel and frequency offset estimation is a classic topic with a large body of prior work using mainly maximum likelihood (ML) approach together with Cram\'er-Rao Lower bounds (CRLB) analysis. We provide the maximum a posteriori (MAP)…
MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network, given evidence. Unlike computing marginals, posteriors, and MPE (a special case of MAP), the time and space complexity of MAP is not…
Approximate message passing (AMP) algorithms are iterative methods for signal recovery in noisy linear systems. In some scenarios, AMP algorithms need to operate within a distributed network. To address this challenge, the distributed…
Gas transport and other complex real-world challenges often require solving and controlling partial differential equations (PDEs) defined on graph structures, which typically demand substantial memory and computational resources. The Random…
We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…
Time-domain Boundary Element Methods (BEM) have been successfully used in acoustics, optics and elastodynamics to solve transient problems numerically. However, the storage requirements are immense, since the fully populated system matrices…
This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…
The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…
Processing massive application graphs on distributed memory systems requires to map the graphs onto the system's processing elements (PEs). This task becomes all the more important when PEs have non-uniform communication costs or the input…
We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…
Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
The effects of different parametrizations on the convergence of Bayesian computational algorithms for hierarchical models are well explored. Techniques such as centering, noncentering and partial noncentering can be used to accelerate…
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…