Related papers: Metropolis-Hastings Algorithms for Estimating Betw…
Online users are typically active on multiple social media networks (SMNs), which constitute a multiplex social network. It is becoming increasingly challenging to determine whether given accounts on different SMNs belong to the same user;…
This paper introduces some tools from graph theory and distributed consensus algorithms to construct an optimal, yet robust, hierarchical information sharing structure for large-scale decision making and control problems. The proposed…
In this work we present PercIS, an algorithm based on Importance Sampling to approximate the percolation centrality of all the nodes of a graph. Percolation centrality is a generalization of betweenness centrality to attributed graphs, and…
Spanning Centrality is a measure used in network analysis to determine the importance of an edge in a graph based on its contribution to the connectivity of the entire network. Specifically, it quantifies how critical an edge is in terms of…
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…
In static graphs, the betweenness centrality of a graph vertex measures how many times this vertex is part of a shortest path between any two graph vertices. Betweenness centrality is efficiently computable and it is a fundamental tool in…
Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…
Identifying influential nodes in a network is a major issue due to the great deal of applications concerned, such as disease spreading and rumor dynamics. That is why, a plethora of centrality measures has emerged over the years in order to…
In this paper we propose a general framework of performing MCMC with only a mini-batch of data. We show by estimating the Metropolis-Hasting ratio with only a mini-batch of data, one is essentially sampling from the true posterior raised to…
This short note is a self-contained and basic introduction to the Metropolis-Hastings algorithm, this ubiquitous tool used for producing dependent simulations from an arbitrary distribution. The document illustrates the principles of the…
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…
We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and…
It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to their variance reduction…
We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$…
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…
The literature in social network analysis has largely focused on methods and models which require complete network data; however there exist many networks which can only be studied via sampling methods due to the scale or complexity of the…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
We sample from a given target distribution by constructing a neural network which maps samples from a simple reference, e.g. the standard normal distribution, to samples from the target. To that end, we propose using a neural network…