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We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…
In the United States, regions are frequently divided into districts for the purpose of electing representatives. How the districts are drawn can affect who's elected, and drawing districts to give an advantage to a certain group is known as…
This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…
The problem of belief tracking in the presence of stochastic actions and observations is pervasive and yet computationally intractable. In this work we show however that probabilistic beliefs can be maintained in factored form exactly and…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
Many scientific analyses require simultaneous comparison of multiple functionals of an unknown signal at once, calling for multidimensional confidence regions with guaranteed simultaneous frequentist under structural constraints (e.g.,…
Region-based free energy was originally proposed for generalized belief propagation (GBP) to improve loopy belief propagation (loopy BP). In this paper, we propose a neural network based energy model for inference in general Markov random…
This paper is devoted to expressiveness of hypergraphs for which uncertainty propagation by local computations via Shenoy/Shafer method applies. It is demonstrated that for this propagation method for a given joint belief distribution no…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
We propose to perform mean-field variational inference (MFVI) in a rotated coordinate system that reduces correlations between variables. The rotation is determined by principal component analysis (PCA) of a cross-covariance matrix…
Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we…
Belief systems are rarely globally consistent, yet effective reasoning often persists locally. We propose a novel graph-theoretic framework that cleanly separates credibility--external, a priori trust in sources--from confidence--an…
Belief Propagation algorithms acting on Graphical Models of classical probability distributions, such as Markov Networks, Factor Graphs and Bayesian Networks, are amongst the most powerful known methods for deriving probabilistic inferences…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…
Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…
We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…
Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…
Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum…