Related papers: Stochastic Logic Programs: Sampling, Inference and…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
Stochastic simulation algorithms such as likelihood weighting often give fast, accurate approximations to posterior probabilities in probabilistic networks, and are the methods of choice for very large networks. Unfortunately, the special…
Stochastic simulation approaches perform probabilistic inference in Bayesian networks by estimating the probability of an event based on the frequency that the event occurs in a set of simulation trials. This paper describes the evidence…
This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…
This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…
In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…
Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…
Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…
Large Language Models (LLMs) are machine learning models that have seen widespread adoption due to their capability of handling previously difficult tasks. LLMs, due to their training, are sensitive to how exactly a question is presented,…
Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…
Many practical techniques for probabilistic inference require a sequence of distributions that interpolate between a tractable distribution and an intractable distribution of interest. Usually, the sequences used are simple, e.g., based on…
We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques…
Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each…
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
Monte Carlo inference has asymptotic guarantees, but can be slow when using generic proposals. Handcrafted proposals that rely on user knowledge about the posterior distribution can be efficient, but are difficult to derive and implement.…