Related papers: Complexity Results for MCMC derived from Quantitat…
This paper deals with a complete bipartite matching problem with the objective of finding an optimal matching that maximizes a certain generic predefined utility function on the set of all matchings. After proving the NP-hardness of the…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
For any stationary $\mZ^d$-Gibbs measure that satisfies strong spatial mixing, we obtain sequences of upper and lower approximations that converge to its entropy. In the case, $d=2$, these approximations are efficient in the sense that the…
In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…
We address the issue of reducing the resource required to compute information-theoretic quantum correlation measures like quantum discord and quantum work deficit in two qubits and higher dimensional systems. We show that determination of…
Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…
Standard variational methods tend to obtain upper bounds on the ground state energy of quantum many-body systems. Here we study a complementary method that determines lower bounds on the ground state energy in a systematic fashion, scales…
Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…
Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…
Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…
Bayesian analysis of data from the general linear mixed model is challenging because any nontrivial prior leads to an intractable posterior density. However, if a conditionally conjugate prior density is adopted, then there is a simple…
We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC…
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…
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…
We develop a rigorous and implementable framework for Gibbs sampling of infinite-dimensional quantum systems governed by unbounded Hamiltonians. Extending dissipative Gibbs samplers beyond finite dimensions raises fundamental obstacles,…
This paper proposes a novel similarity measure for clustering sequential data. We first construct a common state-space by training a single probabilistic model with all the sequences in order to get a unified representation for the dataset.…
We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise…
Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the…
This paper proposes and compares two new sampling schemes for sparse deconvolution using a Bernoulli-Gaussian model. To tackle such a deconvolution problem in a blind and unsupervised context, the Markov Chain Monte Carlo (MCMC) framework…
Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…