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Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

Various studies that address the compressed sensing problem with Multiple Measurement Vectors (MMVs) have been recently carried. These studies assume the vectors of the different channels to be jointly sparse. In this paper, we relax this…

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

This paper addresses the key challenge of estimating the asymptotic covariance associated with the Markov chain central limit theorem, which is essential for visualizing and terminating Markov Chain Monte Carlo (MCMC) simulations. We focus…

Energy-based models (EBMs) are a flexible class of deep generative models and are well-suited to capture complex dependencies in multimodal data. However, learning multimodal EBM by maximum likelihood requires Markov Chain Monte Carlo…

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Rule mining in knowledge graphs enables interpretable link prediction. However, deep learning-based rule mining methods face significant memory and time challenges for large-scale knowledge graphs, whereas traditional approaches, limited by…

Discrete latent space models have recently achieved performance on par with their continuous counterparts in deep variational inference. While they still face various implementation challenges, these models offer the opportunity for a…

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…

We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that a Metropolis-Hastings implementation of PL-MCMC…

Cognitive diagnosis models (CDMs) are useful statistical tools to provide rich information relevant for intervention and learning. As a popular approach to estimate and make inference of CDMs, the Markov chain Monte Carlo (MCMC) algorithm…

Continual incorporation of new knowledge is essential for the long-term evolution of large language models (LLMs). Existing approaches typically rely on parameter-update algorithms to mitigate catastrophic forgetting, yet they suffer from…

Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…

This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…

Language models, being at the heart of many NLP problems, are always of great interest to researchers. Neural language models come with the advantage of distributed representations and long range contexts. With its particular dynamics that…

Interactive assessments generate sequential process data that are not well handled by conventional item response models. Existing MDP-based measurement approaches, such as the Markov decision process measurement model (MDP-MM, LaMar, 2018),…

Linear mixed models (LMMs) have emerged as the method of choice for confounded genome-wide association studies. However, the performance of LMMs in non-randomly ascertained case-control studies deteriorates with increasing sample size. We…