Related papers: Metropolis-Hastings Algorithms for Estimating Betw…

Betweenness is a well-known centrality measure that ranks the nodes according to their participation in the shortest paths of a network. In several scenarios, having a high betweenness can have a positive impact on the node itself. Hence,…

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of verifiable conditions, ergodic averages calculated…

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Betweenness centrality---measuring how many shortest paths pass through a vertex---is one of the most important network analysis concepts for assessing the relative importance of a vertex. The well-known algorithm of Brandes [J. Math.…

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target…

The betweenness centrality (BC) of a node in a network (or graph) is a measure of its importance in the network. BC is widely used in a large number of environments such as social networks, transport networks, security/mobile networks and…

Random geometric networks consist of 1) a set of nodes embedded randomly in a bounded domain $\mathcal{V} \subseteq \mathbb{R}^d$ and 2) links formed probabilistically according to a function of mutual Euclidean separation. We quantify how…

Metropolis-Hastings estimates intractable expectations - can differentiating the algorithm estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not conventionally differentiable due to the discrete…

Finding central nodes is a fundamental problem in network analysis. Betweenness centrality is a well-known measure which quantifies the importance of a node based on the fraction of shortest paths going though it. Due to the dynamic nature…

In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…

Network metrics form a fundamental part of the network analysis toolbox. Used to quantitatively measure different aspects of the network, these metrics can give insights into the underlying network structure and function. In this work, we…

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

This paper introduces two new closely related betweenness centrality measures based on the Randomized Shortest Paths (RSP) framework, which fill a gap between traditional network centrality measures based on shortest paths and more recent…

Tasks such as record linkage and multi-target tracking, which involve reconstructing the set of objects that underlie some observed data, are particularly challenging for probabilistic inference. Recent work has achieved efficient and…

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…