Related papers: MCMC assisted by Belief Propagation

Bayesian inference for models with intractable likelihoods, such as Markov random fields, poses a fundamental computational challenge due to the tradeoff between inferential accuracy and computational cost. Various MCMC methods have been…

Inferring directed acyclic graphs (DAGs) from data via Markov chain Monte Carlo (MCMC) is computationally challenging in moderate-to-high dimensional settings because their discrete sampling space grows super-exponentially with the number…

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

The computer revolution has been driven by a sustained increase of computational speed of approximately one order of magnitude (a factor of ten) every five years since about 1950. In natural sciences this has led to a continuous increase of…

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…

Markov chain Monte Carlo (MCMC) is a popular and successful general-purpose tool for Bayesian inference. However, MCMC cannot be practically applied to large data sets because of the prohibitive cost of evaluating every likelihood term at…

Markov chain Monte Carlo (MCMC) algorithms are widely used to sample from complicated distributions, especially to sample from the posterior distribution in Bayesian inference. However, MCMC is not directly applicable when facing the doubly…

We study the performance of different message passing algorithms in the two dimensional Edwards Anderson model. We show that the standard Belief Propagation (BP) algorithm converges only at high temperature to a paramagnetic solution. Then,…

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations of MCMC methods do not extend easily to…

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

We propose an improved Path Integral Monte Carlo (PIMC) algorithm called Harmonic PIMC (H-PIMC) and its generalization, Mixed PIMC (M-PIMC). PIMC is a powerful tool for studying quantum condensed phases. However, it often suffers from a low…

We propose a novel approximate inference algorithm that approximates a target distribution by amortising the dynamics of a user-selected MCMC sampler. The idea is to initialise MCMC using samples from an approximation network, apply the…

In the context of inference with expectation constraints, we propose an approach based on the "loopy belief propagation" algorithm LBP, as a surrogate to an exact Markov Random Field MRF modelling. A prior information composed of…

Finite mixture models are used in statistics and other disciplines, but inference for mixture models is challenging due, in part, to the multimodality of the likelihood function and the so-called label switching problem. We propose…

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a…