Related papers: Minibatch Gibbs Sampling on Large Graphical Models

We consider the question of Markov chain Monte Carlo sampling from a general stick-breaking Dirichlet process mixture model, with concentration parameter alpha. This paper introduces a Gibbs sampling algorithm that combines the slice…

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently…

Sampling from matrix generalized inverse Gaussian (MGIG) distributions is required in Markov Chain Monte Carlo (MCMC) algorithms for a variety of statistical models. However, an efficient sampling scheme for the MGIG distributions has not…

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Graph neural networks (GNNs) are powerful tools for learning from graph data and are widely used in various applications such as social network recommendation, fraud detection, and graph search. The graphs in these applications are…

Training large scale Graph Neural Networks (GNNs) requires significant computational resources, and the process is highly data-intensive. One of the most effective ways to reduce resource requirements is minibatch training coupled with…

Gaussian graphical models provide a powerful framework for uncovering conditional dependence relationships between sets of nodes; they have found applications in a wide variety of fields including sensor and communication networks, physics,…

This paper proposes an efficient implementation of the generalized labeled multi-Bernoulli (GLMB) filter by combining the prediction and update into a single step. In contrast to the original approach which involves separate truncations in…

The Griddy Gibbs sampling was proposed by Ritter and Tanner (1992) as a computationally efficient approximation of the well-known Gibbs sampling method. The algorithm is simple and effective and has been used successfully to address…

The emergence of big data has led to so-called convergence complexity analysis, which is the study of how Markov chain Monte Carlo (MCMC) algorithms behave as the sample size, $n$, and/or the number of parameters, $p$, in the underlying…

The Gibbs sampler, also known as the coordinate hit-and-run algorithm, is a Markov chain that is widely used to draw samples from probability distributions in arbitrary dimensions. At each iteration of the algorithm, a randomly selected…

P-splines provide a flexible setting for modeling nonlinear model components based on a discretized penalty structure with a relatively simple computational backbone. Under a Bayesian inferential framework based on Markov chain Monte Carlo,…

Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

The Gibbs sampler (GS) is a crucial algorithm for approximating complex calculations, and it is justified by Markov chain theory, the alternating projection theorem, and $I$-projection, separately. We explore the equivalence between these…

We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction…

We develop efficient simulation techniques for Bayesian inference on switching GARCH models. Our contribution to existing literature is manifold. First, we discuss different multi-move sampling techniques for Markov Switching (MS) state…

The interactions between the components of complex networks are often directed. Proper modeling of such systems frequently requires the construction of ensembles of digraphs with a given sequence of in- and out-degrees. As the number of…

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…