Related papers: Umbrella sampling: a powerful method to sample tai…
Sampling is a key operation in point-cloud task and acts to increase computational efficiency and tractability by discarding redundant points. Universal sampling algorithms (e.g., Farthest Point Sampling) work without modification across…
Object detection is an important task in computer vision and learning systems. Multistage particle windows (MPW), proposed by Gualdi et al., is an algorithm of fast and accurate object detection. By sampling particle windows from a proposal…
Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…
We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\boldsymbol{\theta}$, given linear observations $\boldsymbol{y} = \boldsymbol{X}\boldsymbol{\theta}+\boldsymbol{\varepsilon}$. In…
We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…
In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…
This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…
Undersampling is a common method in Magnetic Resonance Imaging (MRI) to subsample the number of data points in k-space, reducing acquisition times at the cost of decreased image quality. A popular approach is to employ undersampling…
Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from a distribution by sampling uniformly from the region under…
Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…
We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…
Well-spread samples are desirable in many disciplines because they improve estimation when target variables exhibit spatial structure. This paper introduces an integrated methodological framework for spreading samples over the population's…
We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…
We assess the coverage properties of confidence and credible intervals on the CMSSM parameter space inferred from a Bayesian posterior and the profile likelihood based on an ATLAS sensitivity study. In order to make those calculations…
Prior work has shown that Visual Recognition datasets frequently underrepresent bias groups $B$ (\eg Female) within class labels $Y$ (\eg Programmers). This dataset bias can lead to models that learn spurious correlations between class…
We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…
Consistent sampling is a technique for specifying, in small space, a subset $S$ of a potentially large universe $U$ such that the elements in $S$ satisfy a suitably chosen sampling condition. Given a subset $\mathcal{I}\subseteq U$ it…
Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…
We introduce collapsed compilation, a novel approximate inference algorithm for discrete probabilistic graphical models. It is a collapsed sampling algorithm that incrementally selects which variable to sample next based on the partial…
The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…