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This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

Probability · Mathematics 2024-05-14 Evan Camrud , Alain Durmus , Pierre Monmarché , Gabriel Stoltz

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

A new class of nonparametric prior distributions, termed Beta-Binomial stick-breaking process, is proposed. By allowing the underlying length random variables to be dependent through a Beta marginals Markov chain, an appealing discrete…

Statistics Theory · Mathematics 2020-08-12 María F. Gil-Leyva , Ramsés H. Mena , Theodoros Nicoleris

Convergence analysis of Markov chain Monte Carlo methods in high-dimensional statistical applications is increasingly recognized. In this paper, we develop general mixing time bounds for Metropolis-Hastings algorithms on discrete spaces by…

Computation · Statistics 2025-07-29 Hyunwoong Chang , Quan Zhou

The hard-sphere model is one of the most extensively studied models in statistical physics. It describes the continuous distribution of spherical particles, governed by hard-core interactions. An important quantity of this model is the…

Probability · Mathematics 2021-02-16 Tobias Friedrich , Andreas Göbel , Martin S. Krejca , Marcus Pappik

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

Optimization and Control · Mathematics 2018-02-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

Discrete diffusion models, like continuous diffusion models, generate high-quality samples by gradually undoing noise applied to datapoints with a Markov process. Gradual generation in theory comes with many conceptual benefits; for…

Machine Learning · Computer Science 2025-09-30 Alan N. Amin , Nate Gruver , Andrew Gordon Wilson

Low-discrepancy points (also called Quasi-Monte Carlo points) are deterministically and cleverly chosen point sets in the unit cube, which provide an approximation of the uniform distribution. We explore two methods based on such…

Machine Learning · Statistics 2024-12-16 Simone Göttlich , Jacob Heieck , Andreas Neuenkirch

Global search and optimization of long-duration, low-thrust spacecraft trajectories with the indirect method is challenging due to a complex solution space and the difficulty of generating good initial guesses for the costate variables.…

Earth and Planetary Astrophysics · Physics 2025-10-06 Jannik Graebner , Ryne Beeson

Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we…

Discrete diffusion models have recently emerged as a promising alternative to the autoregressive approach for generating discrete sequences. Sample generation via gradual denoising or demasking processes allows them to capture hierarchical…

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…

Machine Learning · Computer Science 2020-03-06 David Tolpin , Yuan Zhou , Hongseok Yang

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

Slow mixing is the central hurdle when working with Markov chains, especially those used for Monte Carlo approximations (MCMC). In many applications, it is only of interest to estimate the stationary expectations of a small set of…

Statistics Theory · Mathematics 2016-10-04 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Time-varying mixture densities occur in many scenarios, for example, the distributions of keywords that appear in publications may evolve from year to year, video frame features associated with multiple targets may evolve in a sequence. Any…

Machine Learning · Statistics 2016-04-19 Cheng Luo , Yang Xiang , Richard Yi Da Xu

Statistical depths have been well studied for multivariate and functional data over the past few decades, but remain under-explored for point processes. A first attempt on the notion of point process depth was conducted recently where the…

Methodology · Statistics 2019-09-17 Kai Qi , Yang Chen , Wei Wu

We consider local Markov chain Monte-Carlo algorithms for sampling from the weighted distribution of independent sets with activity $\l$, where the weight of an independent set $I$ is $\l^{|I|}$. A recent result has established that Gibbs…

Probability · Mathematics 2007-05-23 Elchanan Mossel , Dror Weitz , Nicholas Wormald

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

Methodology · Statistics 2012-09-21 Francesca Petralia , Vinayak Rao , David B. Dunson

The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to…