Related papers: Rapidly Mixing Gibbs Sampling for a Class of Facto…
Gibbs samplers are popular algorithms to approximate posterior distributions arising from Bayesian hierarchical models. Despite their popularity and good empirical performances, however, there are still relatively few quantitative results…
Gibbs sampling is the de facto Markov chain Monte Carlo method used for inference and learning on large scale graphical models. For complicated factor graphs with lots of factors, the performance of Gibbs sampling can be limited by the…
In this work we show that for every $d < \infty$ and the Ising model defined on $G(n,d/n)$, there exists a $\beta_d > 0$, such that for all $\beta < \beta_d$ with probability going to 1 as $n \to \infty$, the mixing time of the dynamics on…
Gibbs sampling is a Markov chain Monte Carlo technique commonly used for estimating marginal distributions. To speed up Gibbs sampling, there has recently been interest in parallelizing it by executing asynchronously. While empirical…
We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…
Gibbs sampling methods are standard tools to perform posterior inference for mixture models. These have been broadly classified into two categories: marginal and conditional methods. While conditional samplers are more widely applicable…
Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We…
Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale…
We introduce a new perfect sampling technique that can be applied to general Gibbs distributions and runs in linear time if the correlation decays faster than the neighborhood growth. In particular, in graphs with sub-exponential…
Motivated by the `subgraphs world' view of the ferromagnetic Ising model, we develop a general approach to studying mixing times of Glauber dynamics based on subset expansion expressions for a class of graph polynomials. With a canonical…
Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We…
The Gibbs Sampler is a general method for sampling high-dimensional distributions, dating back to Turchin, 1971. In each step of the Gibbs Sampler, we pick a random coordinate and re-sample that coordinate from the distribution induced by…
We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models…
Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the…
We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs…
A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…
Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…
Exponential random graph models have become increasingly important in the study of modern networks ranging from social networks, economic networks, to biological networks. They seek to capture a wide variety of common network tendencies…
This study presents a hierarchical mining framework for high-dimensional imbalanced data, leveraging a depth graph model to address the inherent performance limitations of conventional approaches in handling complex, high-dimensional data…