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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…

Computation · Statistics 2023-10-31 Filippo Ascolani , Giacomo Zanella

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…

Machine Learning · Computer Science 2018-06-19 Christopher De Sa , Vincent Chen , Wing Wong

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…

Probability · Mathematics 2009-01-29 Elchanan Mossel , Allan Sly

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…

Machine Learning · Computer Science 2016-06-20 Christopher De Sa , Kunle Olukotun , Christopher Ré

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…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

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…

Methodology · Statistics 2023-02-21 Pierpaolo De Blasi , María F. Gil-Leyva

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…

Machine Learning · Computer Science 2018-11-27 Constantinos Daskalakis , Nishanth Dikkala , Siddhartha Jayanti

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…

Machine Learning · Computer Science 2019-11-25 Ruqi Zhang , Christopher De Sa

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…

Data Structures and Algorithms · Computer Science 2020-04-27 Weiming Feng , Heng Guo , Yitong Yin

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…

Combinatorics · Mathematics 2015-10-29 Magnus Bordewich , Ross J. Kang

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…

Machine Learning · Computer Science 2014-10-09 Justin Domke , Xianghang Liu

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…

Data Structures and Algorithms · Computer Science 2022-03-03 Aditi Laddha , Santosh Vempala

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…

Machine Learning · Computer Science 2016-11-23 Lars Mescheder , Sebastian Nowozin , Andreas Geiger

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…

Methodology · Statistics 2012-07-02 Ian Porteous , Alexander T. Ihler , Padhraic Smyth , Max Welling

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…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

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…

Machine Learning · Computer Science 2013-03-19 Luke Bornn , Yutian Chen , Nando de Freitas , Mareija Eskelin , Jing Fang , Max Welling

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…

Artificial Intelligence · Computer Science 2012-06-18 Tal El-Hay , Nir Friedman , Raz Kupferman

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…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

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…

Probability · Mathematics 2019-06-07 Ryan DeMuse , Terry Easlick , Mei Yin

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…

Machine Learning · Computer Science 2025-02-07 Yijiashun Qi , Quanchao Lu , Shiyu Dou , Xiaoxuan Sun , Muqing Li , Yankaiqi Li
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