Related papers: Generating and Sampling Orbits for Lifted Probabil…
Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…
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…
The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…
Incorporating information about the target distribution in proposal mechanisms generally produces efficient Markov chain Monte Carlo algorithms (or at least, algorithms that are more efficient than uninformed counterparts). For instance, it…
The promise of lifted probabilistic inference is to carry out probabilistic inference in a relational probabilistic model without needing to reason about each individual separately (grounding out the representation) by treating the…
We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…
We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…
Lifted inference reduces the complexity of inference in relational probabilistic models by identifying groups of constants (or atoms) which behave symmetric to each other. A number of techniques have been proposed in the literature for…
We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…
We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…
Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…
Elliptical slice sampling is a widely used gradient-free Markov chain Monte Carlo algorithm that is tuning-free and capable of adapting to local characteristics of the target distribution. However, its primary limitation is that sampling…
We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…
Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…
Computation of the probability that a random graph is connected is a challenging problem, so it is natural to turn to approximations such as Monte Carlo methods. We describe sequential importance resampling and splitting algorithms for the…
One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…
Probabilistic Inference Modulo Theories (PIMT) is a recent framework that expands exact inference on graphical models to use richer languages that include arithmetic, equalities, and inequalities on both integers and real numbers. In this…
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key…
Motivated by applications of distributed linear estimation, distributed control and distributed optimization, we consider the question of designing linear iterative algorithms for computing the average of numbers in a network. Specifically,…