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We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…

Machine Learning · Computer Science 2013-01-18 Nir Friedman , Daphne Koller

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

Structured prediction is a powerful framework for coping with joint prediction of interacting outputs. A central difficulty in using this framework is that often the correct label dependence structure is unknown. At the same time, we would…

Machine Learning · Computer Science 2013-09-27 Ofer Meshi , Elad Eban , Gal Elidan , Amir Globerson

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…

Probability · Mathematics 2019-07-02 Natan T'Joens , Thomas Krak , Jasper De Bock , Gert de Cooman

In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…

Quantum Physics · Physics 2022-02-10 P. H. Lundow , K. Markström

We establish the average-case hardness of the algorithmic problem of exact computation of the partition function associated with the Sherrington-Kirkpatrick model of spin glasses with Gaussian couplings and random external field. In…

Probability · Mathematics 2023-09-19 David Gamarnik , Eren Kizildag

Algorithms for exact and approximate inference in stochastic logic programs (SLPs) are presented, based respectively, on variable elimination and importance sampling. We then show how SLPs can be used to represent prior distributions for…

Artificial Intelligence · Computer Science 2013-01-18 James Cussens

Split conformal prediction is a computationally efficient method for performing distribution-free predictive inference in regression. It involves, however, a one-time random split of the data, and the result depends on the particular split.…

Methodology · Statistics 2021-07-22 Aldo Solari , Vera Djordjilović

Probabilistic circuits (PCs) represent a probability distribution as a computational graph. Enforcing structural properties on these graphs guarantees that several inference scenarios become tractable. Among these properties, structured…

Machine Learning · Computer Science 2020-09-03 Meihua Dang , Antonio Vergari , Guy Van den Broeck

Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate…

Programming Languages · Computer Science 2023-02-14 Lutz Klinkenberg , Tobias Winkler , Mingshuai Chen , Joost-Pieter Katoen

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

Applications · Statistics 2016-06-29 Ying Sun , Prabhu Babu , Daniel P. Palomar

This paper studies a Markov network model for unbalanced data, aiming to solve the problems of classification bias and insufficient minority class recognition ability of traditional machine learning models in environments with uneven class…

Machine Learning · Computer Science 2025-02-06 Junliang Du , Shiyu Dou , Bohuan Yang , Jiacheng Hu , Tai An

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

Partitioning large machine learning models across distributed accelerator systems is a complex process, requiring a series of interdependent decisions that are further complicated by internal sharding ambiguities. Consequently, existing…

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh
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