Related papers: Efficiently Sampling Multiplicative Attribute Grap…
We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from…
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…
Diffusion models (DMs) have established themselves as the state-of-the-art generative modeling approach in the visual domain and beyond. A crucial drawback of DMs is their slow sampling speed, relying on many sequential function evaluations…
In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…
Markov Chain Monte Carlo (MCMC) techniques have long been studied in computational geometry subjects whereabouts the problems to be studied are complex geometric objects which by their nature require optimized techniques to be deployed or…
During the last decade, sampling-based path planning algorithms, such as Probabilistic RoadMaps (PRM) and Rapidly-exploring Random Trees (RRT), have been shown to work well in practice and possess theoretical guarantees such as…
The goal of the thesis is to leverage fast graph algorithms and modern algorithmic techniques for problems in model checking and synthesis on graphs, MDPs, and game graphs. The results include symbolic algorithms, a well-known class of…
We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…
A fast algorithm for the approximate multiplication of matrices with decay is introduced; the Sparse Approximate Matrix Multiply (SpAMM) reduces complexity in the product space, a different approach from current methods that economize…
Novel Monte Carlo methods to generate samples from a target distribution, such as a posterior from a Bayesian analysis, have rapidly expanded in the past decade. Algorithms based on Piecewise Deterministic Markov Processes (PDMPs),…
Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…
The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…
During the last decade, incremental sampling-based motion planning algorithms, such as the Rapidly-exploring Random Trees (RRTs) have been shown to work well in practice and to possess theoretical guarantees such as probabilistic…
Stochastic sampling based trackers have shown good performance for abrupt motion tracking so that they have gained popularity in recent years. However, conventional methods tend to use a two-stage sampling paradigm, in which the search…
Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for…
We propose MDP-GapE, a new trajectory-based Monte-Carlo Tree Search algorithm for planning in a Markov Decision Process in which transitions have a finite support. We prove an upper bound on the number of calls to the generative models…
This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…
In this paper, we propose a novel class of Piecewise Deterministic Markov Processes (PDMPs) that are designed to sample from probability distributions $\pi$ supported on a convex set $\mathcal{M}$. This class of PDMPs adapts the concept of…
We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…
We study dynamic graph algorithms in the Massively Parallel Computation model, which was inspired by practical data processing systems. Our goal is to provide algorithms that can efficiently handle large batches of edge insertions and…