Related papers: Extending the Latent Multinomial Model with Comple…
Markov chain Monte Carlo (MCMC) produces a correlated sample for estimating expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities?…
Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…
Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…
This paper proposes a new sequential model learning architecture to solve partially observable Markov decision problems. Rather than compressing sequential information at every timestep as in conventional recurrent neural network-based…
Markov chain Monte Carlo (MCMC) is a commonly used method for approximating expectations with respect to probability distributions. Uncertainty assessment for MCMC estimators is essential in practical applications. Moreover, for…
Long Short-Term Memory (LSTM) neural network models have become the cornerstone for sequential data modeling in numerous applications, ranging from natural language processing to time series forecasting. Despite their success, the problem…
Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…
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…
Although stochastic models driven by latent Markov processes are widely used, the classical importance sampling methods based on the exponential tilting for these models suffers from the difficulties in computing the eigenvalues and…
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…
In recent years, Markov logic networks (MLNs) have been proposed as a potentially useful paradigm for music signal analysis. Because all hidden Markov models can be reformulated as MLNs, the latter can provide an all-encompassing framework…
While existing benchmarks demonstrate the near-perfect performance of large language models (LLMs) on various tasks, this apparent saturation often obscures the need for rigorous evaluation of their reliability. In real-world deployment,…
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…
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…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
Data augmentation improves the convergence of iterative algorithms, such as the EM algorithm and Gibbs sampler by introducing carefully designed latent variables. In this article, we first propose a data augmentation scheme for the…
Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…
The methodology of Markov basis initiated by Diaconis and Sturmfels(1998) stimulated active research on Markov bases for more than ten years. It also motivated improvements of algorithms for Grobner basis computation for toric ideals, such…
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…
We study the problem of multi-bit watermarking for large language models (LLMs). We introduce a block-autoregressive model inspired by multi-token prediction, in which the encoder has limited non-causal access to token distributions within…