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In this paper we propose a prior distribution for the clique set and dependence structure of binary Markov random fields (MRFs). In the formulation we allow both pairwise and higher order interactions. We construct the prior by first…

Methodology · Statistics 2015-01-27 Petter Arnesen , Håkon Tjelmeland

We propose a flexible prior model for the parameters of binary Markov random fields (MRF) defined on rectangular lattices and with maximal cliques defined from a template maximal clique. The prior model allows higher-order interactions to…

Methodology · Statistics 2015-01-20 Petter Arnesen , Håkon Tjelmeland

In this paper, we introduce a reversible version of a genetically modified mode jumping Markov chain Monte Carlo algorithm (GMJMCMC) for inference on posterior model probabilities in complex model spaces, where the number of explanatory…

Methodology · Statistics 2021-10-18 Aliaksandr Hubin , Florian Frommlet , Geir Storvik

In Bayesian statistics, the choice of the prior can have an important influence on the posterior and the parameter estimation, especially when few data samples are available. To limit the added subjectivity from a priori information, one…

Methodology · Statistics 2025-12-05 Nils Baillie , Antoine Van Biesbroeck , Clément Gauchy

Reversible jump Markov chain Monte Carlo (RJMCMC) extends ordinary MCMC methods for use in Bayesian multimodel inference. We show that RJMCMC can be implemented as Gibbs sampling with alternating updates of a model indicator and a…

Computation · Statistics 2011-05-27 Richard J. Barker , William A. Link

We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network…

Machine Learning · Computer Science 2013-01-18 Christophe Andrieu , Nando de Freitas , Arnaud Doucet

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Ertunc Erdil , Sinan Yıldırım , Müjdat Çetin , Tolga Taşdizen

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

Methodology · Statistics 2026-05-01 Don van den Bergh , Merlise A. Clyde , Adrian E. Raftery , Maarten Marsman

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…

Computation · Statistics 2023-02-28 Laurence Davies , Robert Salomone , Matthew Sutton , Christopher Drovandi

We apply Markov Chain Monte Carlo (MCMC) to the problem of parametric galaxy modeling, estimating posterior distributions of galaxy properties such as ellipticity and brightness for more than 100,000 images of galaxies taken from DC2, a…

Instrumentation and Methods for Astrophysics · Physics 2023-09-20 James J. Buchanan , Michael D. Schneider , Kerianne Pruett , Robert E. Armstrong

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Ertunc Erdil , Sinan Yildirim , Tolga Tasdizen , Mujdat Cetin

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

Computation · Statistics 2020-08-19 Gregory Herschlag , Jonathan C. Mattingly , Matthias Sachs , Evan Wyse

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Computation · Statistics 2022-03-18 Cosma Rohilla Shalizi

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…

Artificial Intelligence · Computer Science 2023-09-13 Xiongming Dai , Gerald Baumgartner
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