Related papers: Regularization and decimation pseudolikelihood app…

This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

State-of-the-art algorithms for imaging inverse problems (namely deblurring and reconstruction) are typically iterative, involving a denoising operation as one of its steps. Using a state-of-the-art denoising method in this context is not…

We study the stochastic dynamics of Ising spin models with random bonds, interacting on finitely connected Poissonnian random graphs. We use the dynamical replica method to derive closed dynamical equations for the joint spin-field…

We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…

Polynomial time reductions between problems have long been used to delineate problem classes. Simulation reductions also exist, where an oracle for simulation from some probability distribution can be employed together with an oracle for…

Many algorithms have been proposed for fitting network models with communities, but most of them do not scale well to large networks, and often fail on sparse networks. Here we propose a new fast pseudo-likelihood method for fitting the…

Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

The recovery of images from the observations that are degraded by a linear operator and further corrupted by Poisson noise is an important task in modern imaging applications such as astronomical and biomedical ones. Gradient-based…

Bayesian inference for spatial point patterns is often hindered computationally by intractable likelihoods. In the frequentist literature, estimating equations utilizing pseudolikelihoods have long been used for simulation-free parameter…

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

We propose the superiorization of incremental algorithms for tomographic image reconstruction. The resulting methods follow a better path in its way to finding the optimal solution for the maximum likelihood problem in the sense that they…

Energy-based probabilistic models learned by maximizing the likelihood of the data are limited by the intractability of the partition function. A widely used workaround is to maximize the pseudo-likelihood, which replaces the global…

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Video deblurring is a challenging task that aims to recover sharp sequences from blur and noisy observations. The image-formation model plays a crucial role in traditional model-based methods, constraining the possible solutions. However,…

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…