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This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We propose a robust methodology to evaluate the performance and computational efficiency of non-parametric two-sample tests, specifically designed for high-dimensional generative models in scientific applications such as in particle…

Machine Learning · Statistics 2024-09-26 Samuele Grossi , Marco Letizia , Riccardo Torre

We provide a new strategy built on the divide-and-conquer approach by Lindsten et al. (2017) to investigate the smoothing problem in a hidden Markov model. We employ this approach to decompose a hidden Markov model into sub-models with…

Methodology · Statistics 2018-08-28 Dong Ding , Axel Gandy

Phylogenetic analyses which include fossils or molecular sequences that are sampled through time require models that allow one sample to be a direct ancestor of another sample. As previously available phylogenetic inference tools assume…

Populations and Evolution · Quantitative Biology 2014-12-08 Alexandra Gavryushkina , David Welch , Tanja Stadler , Alexei Drummond

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…

Methodology · Statistics 2026-01-14 Kosuke Morikawa , Jae Kwang Kim

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

We present new MCMC algorithms for computing the posterior distributions and expectations of the unknown variables in undirected graphical models with regular structure. For demonstration purposes, we focus on Markov Random Fields (MRFs).…

Computation · Statistics 2012-07-19 Firas Hamze , Nando de Freitas

Markov random fields are common prior distributions used in Bayesian inverse imaging problems. In particular, difference priors assign probability distributions to differences between neighbouring pixels, such as Gaussian, Laplace, or…

Methodology · Statistics 2026-05-19 Jasper Marijn Everink

This paper applies probabilistic model checking techniques for discrete Markov chains to inference in Bayesian networks. We present a simple translation from Bayesian networks into tree-like Markov chains such that inference can be reduced…

Artificial Intelligence · Computer Science 2020-07-31 Bahare Salmani , Joost-Pieter Katoen

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

Logic in Computer Science · Computer Science 2017-01-11 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate

Problems in the field of open quantum systems often involve an environment that strongly influences the dynamics of excited states. Here we present a numerical method to model optical spectra of non-Markovian open quantum systems. The…

Quantum Physics · Physics 2025-05-01 Roosmarijn de Wit , Jonathan Keeling , Brendon W. Lovett , Alex W. Chin

We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated…

Probability · Mathematics 2011-11-02 Harry Crane

Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the…

Quantitative Methods · Quantitative Biology 2007-08-13 Mukhtar Ullah , Olaf Wolkenhauer

We propose a two-sample testing procedure based on learned deep neural network representations. To this end, we define two test statistics that perform an asymptotic location test on data samples mapped onto a hidden layer. The tests are…

Machine Learning · Statistics 2020-03-11 Matthias Kirchler , Shahryar Khorasani , Marius Kloft , Christoph Lippert

Recent work has proven the existence of extreme inbreeding in a European ancestry sample taken from the contemporary UK population \cite{nature_01}. This result brings our attention again to a math problem related to inbreeding family trees…

Populations and Evolution · Quantitative Biology 2021-09-08 C. Jarne , F A. Gómez Albarracín , M. Caruso

When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Methodology · Statistics 2021-11-19 Yuling Yao , Aki Vehtari , Andrew Gelman

Spectral clustering views the similarity matrix as a weighted graph, and partitions the data by minimizing a graph-cut loss. Since it minimizes the across-cluster similarity, there is no need to model the distribution within each cluster.…

Methodology · Statistics 2023-04-14 Leo L. Duan , Arkaprava Roy