Related papers: The Metropolis-Hastings algorithm
A classical approach for approximating expectations of functions w.r.t. partially known distributions is to compute the average of function values along a trajectory of a Metropolis-Hastings (MH) Markov chain. A key part in the MH algorithm…
In this paper, we introduce a new approach for integrating score-based models with the Metropolis-Hastings algorithm. While traditional score-based diffusion models excel in accurately learning the score function from data points, they lack…
Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good proposal distributions to sample efficiently from the target,…
Markov chain Monte Carlo (MCMC) methods are one of the most popular classes of algorithms for sampling from a target probability distribution. A rising trend in recent years consists in analyzing the convergence of MCMC algorithms using…
Sampling from distributions of implicitly defined shapes enables analysis of various energy functionals used for image segmentation. Recent work describes a computationally efficient Metropolis-Hastings method for accomplishing this task.…
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…
The classical Metropolis-Hastings (MH) algorithm can be extended to generate non-reversible Markov chains. This is achieved by means of a modification of the acceptance probability, using the notion of vorticity matrix. The resulting Markov…
Sampling random graphs is essential in many applications, and often algorithms use Markov chain Monte Carlo methods to sample uniformly from the space of graphs. However, often there is a need to sample graphs with some property that we are…
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…
This work is driven by the ubiquitous dissent over the abilities and contributions of the Metropolis-Hastings and reversible jump algorithm within the context of trans dimensional sampling. We demystify this topic by taking a deeper look…
This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred…
We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra computational cost. This results in a general, convenient,…
Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and…
So far, various techniques have been implemented for generating discrete distributions based on continuous distributions. The characteristics and properties of this kind of probability distributions have been studied. Furthermore, the…
Since its inception the Metropolis-Hastings kernel has been applied in sophisticated ways to address ever more challenging and diverse sampling problems. Its success stems from the flexibility brought by the fact that its verification and…
We study the computational complexity of a Metropolis-Hastings algorithm for Bayesian community detection. We first establish a posterior strong consistency result for a natural prior distribution on stochastic block models under the…
The exchange algorithm is one of the most popular extensions of the Metropolis--Hastings algorithm to sample from doubly-intractable distributions. However, the theoretical exploration of the exchange algorithm is very limited. For example,…
Can we make Bayesian posterior MCMC sampling more efficient when faced with very large datasets? We argue that computing the likelihood for N datapoints in the Metropolis-Hastings (MH) test to reach a single binary decision is…
A significant part of MCMC methods can be considered as the Metropolis-Hastings (MH) algorithm with different proposal distributions. From this point of view, the problem of constructing a sampler can be reduced to the question - how to…
I generalize the well-known classical Metropolis-Hastings algorithm into a quantum algorithm that can equilibrate, measure, and mix a quantum thermal state on a quantum computer. It performs non-symmetric transitions on labels of state…