Related papers: Rapid Mixing Swendsen-Wang Sampler for Stochastic …
Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial…
The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables…
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…
Gaussian graphical models can capture complex dependency structures among variables. For such models, Bayesian inference is attractive as it provides principled ways to incorporate prior information and to quantify uncertainty through the…
Diffusion models suffer from slow sample generation at inference time. Despite recent efforts, improving the sampling efficiency of stochastic samplers for diffusion models remains a promising direction. We propose Splitting Integrators for…
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…
We present a sequential sampling methodology for weakly structural Markov laws, arising naturally in a Bayesian structure learning context for decomposable graphical models. As a key component of our suggested approach, we show that the…
In recent years, network models have gained prominence for their ability to capture complex associations. In statistical omics, networks can be used to model and study the functional relationships between genes, proteins, and other types of…
In high-throughput genetics studies, an important aim is to identify gene-environment interactions associated with the clinical outcomes. Recently, multiple marginal penalization methods have been developed and shown to be effective in…
We introduce a new framework for analyzing Glauber dynamics for the Ising model. The traditional approach for obtaining sharp mixing results has been to appeal to estimates on spatial properties of the stationary measure from within a…
Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery.…
We develop a framework for approximating collapsed Gibbs sampling in generative latent variable cluster models. Collapsed Gibbs is a popular MCMC method, which integrates out variables in the posterior to improve mixing. Unfortunately for…
The paper concerns a particular example of the Gibbs sampler and its mixing efficiency. Coordinates of a point are rerandomized in the unit square $[0,1]^2$ to approach a stationary distribution with density proportional to…
We establish bounds on the conductance for the systematic-scan and random-scan Gibbs samplers when the target distribution satisfies a Poincar\'e or log-Sobolev inequality and possesses sufficiently regular conditional distributions. These…
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…
The antiferromagnetic Ising model samples subsets of vertices of a graph with weight decaying exponentially in the number of edges induced. We study the problem of sampling from this model on the class of bipartite, regular graphs with good…
We study the single-site Glauber dynamics for the fugacity $\lambda$, Hard-core model on the random graph $G(n, d/n)$. We show that for the typical instances of the random graph $G(n,d/n)$ and for fugacity $\lambda <…
This work addresses the problem of efficient sampling of Markov random fields (MRF). The sampling of Potts or Ising MRF is most often based on Gibbs sampling, and is thus computationally expensive. We consider in this work how to circumvent…
Standard Gaussian graphical models (GGMs) implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected form heterogeneous…
Due to the outstanding capability for data generation, Generative Adversarial Networks (GANs) have attracted considerable attention in unsupervised learning. However, training GANs is difficult, since the training distribution is dynamic…