Related papers: Gibbs Sampling in Factorized Continuous-Time Marko…

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…

In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…

The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…

Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…

In signal processing, the data collected from sensing devices is often a noisy linear superposition of multiple components, and the estimation of components of interest constitutes a crucial pre-processing step. In this work, we develop a…

Energy-Based Models (EBMs) offer a versatile framework for modeling complex data distributions. However, training and sampling from EBMs continue to pose significant challenges. The widely-used Denoising Score Matching (DSM) method for…

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

The emergence of big data has led to so-called convergence complexity analysis, which is the study of how Markov chain Monte Carlo (MCMC) algorithms behave as the sample size, $n$, and/or the number of parameters, $p$, in the underlying…

The objective of this paper is to study the Gibbs sampling for computing the mean of observable in very high dimension - a powerful Markov chain Monte Carlo method. Under the Dobrushin's uniqueness condition, we establish some explicit and…

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

The MC$^3$ (Madigan and York, 1995) and Gibbs (George and McCulloch, 1997) samplers are the most widely implemented algorithms for Bayesian Model Averaging (BMA) in linear regression models. These samplers draw a variable at random in each…

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Dirichlet Process Mixture Models (DPMMs) are widely used to address clustering problems. Their main advantage lies in their ability to automatically estimate the number of clusters during the inference process through the Bayesian…

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

In this paper, we study Bayesian approach for solving large scale linear inverse problems arising in various scientific and engineering fields. We propose a fused $L_{1/2}$ prior with edge-preserving and sparsity-promoting properties and…

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Markov Chain Monte Carlo (MCMC) methods are a popular technique in Bayesian statistical modeling. They have long been used to obtain samples from posterior distributions, but recent research has focused on the scalability of these…

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…