Related papers: Algorithms of the LDA model [REPORT]
Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…
Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…
Being among the easiest ways to find meaningful structure from discrete data, Latent Dirichlet Allocation (LDA) and related component models have been applied widely. They are simple, computationally fast and scalable, interpretable, and…
Latent position network models are a versatile tool in network science; applications include clustering entities, controlling for causal confounders, and defining priors over unobserved graphs. Estimating each node's latent position is…
Latent Dirichlet allocation (LDA) is a widely-used probabilistic topic modeling paradigm, and recently finds many applications in computer vision and computational biology. In this paper, we propose a fast and accurate batch algorithm,…
Latent Dirichlet Allocation (LDA) is a popular topic modeling technique for hidden semantic discovery of text data and serves as a fundamental tool for text analysis in various applications. However, the LDA model as well as the training…
For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of…
In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…
Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…
The data augmentation (DA) algorithms are popular Markov chain Monte Carlo (MCMC) algorithms often used for sampling from intractable probability distributions. This review article comprehensively surveys DA MCMC algorithms, highlighting…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…
We review an algorithm developed for parameter estimation within the Continuous Data Assimilation (CDA) approach. We present an alternative derivation for the algorithm presented in a paper by Carlson, Hudson, and Larios (CHL, 2021). This…
We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…
We present a hybrid algorithm for Bayesian topic models that combines the efficiency of sparse Gibbs sampling with the scalability of online stochastic inference. We used our algorithm to analyze a corpus of 1.2 million books (33 billion…
Markov chain Monte Carlo (MCMC), such as Langevin dynamics, is valid for approximating intractable distributions. However, its usage is limited in the context of deep latent variable models owing to costly datapoint-wise sampling iterations…
Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…