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We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Computation · Statistics 2023-10-06 Ameer Dharamshi , Vivian Ngo , Jeffrey S. Rosenthal

Statistical machine learning has widespread application in various domains. These methods include probabilistic algorithms, such as Markov Chain Monte-Carlo (MCMC), which rely on generating random numbers from probability distributions.…

Hardware Architecture · Computer Science 2021-08-03 Ramin Bashizade , Xiangyu Zhang , Sayan Mukherjee , Alvin R. Lebeck

In the design and analysis of political redistricting maps, it is often useful to be able to sample from the space of all partitions of the graph of census blocks into connected subgraphs of equal population. There are influential Markov…

Discrete Mathematics · Computer Science 2021-10-28 Ariel D. Procaccia , Jamie Tucker-Foltz

Normalized random measures (NRMs) provide a broad class of discrete random measures that are often used as priors for Bayesian nonparametric models. Dirichlet process is a well-known example of NRMs. Most of posterior inference methods for…

Machine Learning · Statistics 2015-11-19 Juho Lee , Seungjin Choi

Dynamic trees are mixtures of tree structured belief networks. They solve some of the problems of fixed tree networks at the cost of making exact inference intractable. For this reason approximate methods such as sampling or mean field…

Machine Learning · Computer Science 2013-01-18 Amos J. Storkey

Markov Chain Monte Carlo (MCMC) methods sample from unnormalized probability distributions and offer guarantees of exact sampling. However, in the continuous case, unfavorable geometry of the target distribution can greatly limit the…

Machine Learning · Statistics 2020-10-09 Zengyi Li , Yubei Chen , Friedrich T. Sommer

The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…

Computation · Statistics 2015-07-29 Nicolas Chopin , Sumeetpal S. Singh

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

In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…

Computation · Statistics 2025-02-06 Wei Yuan , Guanyang Wang

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires…

Computation · Statistics 2020-03-11 Haoyun Ying , Keheng Mao , Klaus Mosegaard

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Computation · Statistics 2016-05-25 Iain Murray , Matthew M. Graham

We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear…

Machine Learning · Computer Science 2012-03-19 Qiang Liu , Alexander T. Ihler

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Machine Learning · Computer Science 2024-08-26 Yanbo Wang , Wenyu Chen , Shimin Shan

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Ertunc Erdil , Sinan Yildirim , Tolga Tasdizen , Mujdat Cetin

We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…

Numerical Analysis · Mathematics 2021-10-07 Tony Lelièvre , Gabriel Stoltz , Wei Zhang

A method was developed for Bayesian inference of species phylogeny using the multi-species coalescent model. To improve the mixing properties of the Markov chain Monte Carlo (MCMC) algorithm that traverses the space of species trees, we…

Populations and Evolution · Quantitative Biology 2015-12-15 Bruce Rannala , Ziheng Yang

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…

Computation · Statistics 2017-03-14 Alan Benson , Nial Friel

We propose a method for the classification of objects that are structured as random trees. Our aim is to model a distribution over the node label assignments in settings where the tree data structure is associated with node attributes…

Machine Learning · Computer Science 2024-09-18 Wouter W. L. Nuijten , Vlado Menkovski