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We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Machine Learning · Statistics 2018-11-27 Ari Pakman , Liam Paninski

This paper presents our recent efforts, zenLDA, an efficient and scalable Collapsed Gibbs Sampling system for Latent Dirichlet Allocation training, which is thought to be challenging that both data parallelism and model parallelism are…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-23 Bo Zhao , Hucheng Zhou , Guoqiang Li , Yihua Huang

Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations of MCMC methods do not extend easily to…

Computation · Statistics 2019-06-03 Alexander Terenin , Shawfeng Dong , David Draper

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

Machine Learning · Computer Science 2022-02-14 Daniel Watson , William Chan , Jonathan Ho , Mohammad Norouzi

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

Zero-shot diffusion posterior sampling offers a flexible framework for inverse problems by accommodating arbitrary degradation operators at test time, but incurs high computational cost due to repeated likelihood-guided updates. In…

Machine Learning · Statistics 2026-02-10 Léon Zheng , Thomas Hirtz , Yazid Janati , Eric Moulines

We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete…

Machine Learning · Computer Science 2025-11-04 Wenda Chu , Zihui Wu , Yifan Chen , Yang Song , Yisong Yue

The recent ground-breaking advances in deep learning networks ( DNNs ) make them attractive for embedded systems. However, it can take a long time for DNNs to make an inference on resource-limited embedded devices. Offloading the…

Performance · Computer Science 2018-05-14 Ben Taylor , Vicent Sanz Marco , Willy Wolff , Yehia Elkhatib , Zheng Wang

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…

Methodology · Statistics 2023-03-13 Solt Kovács , Housen Li , Peter Bühlmann , Axel Munk

Scaling distributed training of Large Language Models (LLMs) requires not only algorithmic advances but also efficient utilization of heterogeneous hardware resources. While existing methods such as DiLoCo have demonstrated promising…

Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…

Computation · Statistics 2020-03-03 Alexander Terenin , Daniel Simpson , David Draper

This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…

Computational Engineering, Finance, and Science · Computer Science 2020-11-06 Marco De Stefano , Stefano Grivet-Talocia , Torben Wendt , Cheng Yang , Christian Schuster

We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…

Machine Learning · Computer Science 2021-06-08 Will Grathwohl , Kevin Swersky , Milad Hashemi , David Duvenaud , Chris J. Maddison

The scalability of Generalized Linear Models (GLMs) for large-scale, high-dimensional data often forces a trade-off between computational feasibility and statistical accuracy, particularly for inference on pre-specified parameters. While…

Methodology · Statistics 2025-12-09 Bo Fu , Dandan Jiang

For Markov chain Monte Carlo methods, one of the greatest discrepancies between theory and system is the scan order - while most theoretical development on the mixing time analysis deals with random updates, real-world systems are…

Machine Learning · Computer Science 2017-10-10 Heng Guo , Kaan Kara , Ce Zhang

We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and…

Probability · Mathematics 2019-01-18 Sarat B. Moka , Dirk P. Kroese

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Machine Learning · Statistics 2023-03-03 Inass Sekkat , Gabriel Stoltz

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi