Related papers: Ancestor Sampling for Particle Gibbs

The fusion of multispectral and panchromatic images is always dubbed pansharpening. Most of the available deep learning-based pan-sharpening methods sharpen the multispectral images through a one-step scheme, which strongly depends on the…

A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a…

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Weak lensing mass-mapping is a useful tool to access the full distribution of dark matter on the sky, but because of intrinsic galaxy ellipticies and finite fields/missing data, the recovery of dark matter maps constitutes a challenging…

The particle Gibbs (PG) sampler is a Markov Chain Monte Carlo (MCMC) algorithm, which uses an interacting particle system to perform the Gibbs steps. Each Gibbs step consists of simulating a particle system conditioned on one particle path.…

We propose a novel blocked version of the continuous-time bouncy particle sampler of [Bouchard-C\^ot\'e et al., 2018] which is applicable to any differentiable probability density. This alternative implementation is motivated by blocked…

We develop efficient simulation techniques for Bayesian inference on switching GARCH models. Our contribution to existing literature is manifold. First, we discuss different multi-move sampling techniques for Markov Switching (MS) state…

We present a sequential sampling methodology for weakly structural Markov laws, arising naturally in a Bayesian structure learning context for decomposable graphical models. As a key component of our suggested approach, we show that the…

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

An Automated Sliced Gibbs framework is proposed for fully automated Markov chain Monte Carlo sampling from arbitrary finite dimensional probability kernels. The method targets unnormalized, non-smooth, heavy tailed, and highly multimodal…

The particle-based, rapid incremental smoother (PARIS) is a sequential Monte Carlo technique allowing for efficient online approximation of expectations of additive functionals under Feynman--Kac path distributions. Under weak assumptions,…

Over the past decade, Plug-and-Play (PnP) has become a popular method for reconstructing images using a modular framework consisting of a forward and prior model. The great strength of PnP is that an image denoiser can be used as a prior…

The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…

We present a Gibbs sampling solution to the map-making problem for CMB measurements, building on existing destriping methodology. Gibbs sampling breaks the computationally heavy destriping problem into two separate steps; noise filtering…

To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

State space models (SSMs) are widely used to describe dynamic systems. However, when the likelihood of the observations is intractable, parameter inference for SSMs cannot be easily carried out using standard Markov chain Monte Carlo or…

This work presents a tractable approach to multi-object posterior computation under a generic measurement likelihood function. While filtering is a popular solution, valuable historical information is discarded. Posterior inference, which…

In this work, we review previously developed coarse-grained (CG) particle models for biological membrane and red blood cells (RBCs) and discuss the advantages of the CG particle method over the continuum and atomic simulations on modeling…