Related papers: Quantifying MCMC Exploration of Phylogenetic Tree …
Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…
Phylogenetic trees constitute an interesting class of objects for stochastic processes due to the non-standard nature of the space they inhabit. In particular, many statistical applications require the construction of Markov processes on…
Inferring directed acyclic graphs (DAGs) from data via Markov chain Monte Carlo (MCMC) is computationally challenging in moderate-to-high dimensional settings because their discrete sampling space grows super-exponentially with the number…
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…
This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical result established recently by the authors shows that…
Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the…
In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…
Decision trees are highly famous in machine learning and usually acquire state-of-the-art performance. Despite that, well-known variants like CART, ID3, random forest, and boosted trees miss a probabilistic version that encodes prior…
The rooted subtree prune and regraft (rSPR) distance between two rooted binary phylogenetic trees is a well-studied measure of topological dissimilarity that is NP-hard to compute. Here we describe an improved linear kernel for the problem.…
We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…
Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…
Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…
The success of Bayesian inference with MCMC depends critically on Markov chains rapidly reaching the posterior distribution. Despite the plentitude of inferential theory for posteriors in Bayesian non-parametrics, convergence properties of…
Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…
We study Markov chain Monte Carlo (MCMC) algorithms for target distributions defined on matrix spaces. Such an important sampling problem has yet to be analytically explored. We carry out a major step in covering this gap by developing the…
Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…
This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…
We apply Markov Chain Monte Carlo (MCMC) to the problem of parametric galaxy modeling, estimating posterior distributions of galaxy properties such as ellipticity and brightness for more than 100,000 images of galaxies taken from DC2, a…
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…