Related papers: The Implicit Metropolis-Hastings Algorithm
Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…
Generative adversarial networks (GANs) are powerful generative models, but usually suffer from instability and generalization problem which may lead to poor generations. Most existing works focus on stabilizing the training of the…
Generative adversarial networks (GANs) have given us a great tool to fit implicit generative models to data. Implicit distributions are ones we can sample from easily, and take derivatives of samples with respect to model parameters. These…
The Metropolis algorithm is one of the Markov chain Monte Carlo (MCMC) methods that realize sampling from the target probability distribution. In this paper, we are concerned with the sampling from the distribution in non-identifiable cases…
Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…
This paper addresses the problem of estimating the Potts parameter B jointly with the unknown parameters of a Bayesian model within a Markov chain Monte Carlo (MCMC) algorithm. Standard MCMC methods cannot be applied to this problem because…
In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…
We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra computational cost. This results in a general, convenient,…
In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…
We propose a new modeling approach that is a generalization of generative and discriminative models. The core idea is to use an implicit parameterization of a joint probability distribution by specifying only the conditional distributions.…
Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining Markov chain Monte Carlo (MCMC) and particle filtering. The latter is used to estimate the intractable likelihood. In…
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…
Generative adversarial networks (GANs) can implicitly learn rich distributions over images, audio, and data which are hard to model with an explicit likelihood. We present a practical Bayesian formulation for unsupervised and…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
Betweenness centrality is an important index widely used in different domains such as social networks, traffic networks and the world wide web. However, even for mid-size networks that have only a few hundreds thousands vertices, it is…
A well-known difficult problem regarding Metropolis-Hastings algorithms is to get sharp bounds on their convergence rates. Moreover, a fundamental but often overlooked problem in Markov chain theory is to study the convergence rates for…
We consider the application of active subspaces to inform a Metropolis-Hastings algorithm, thereby aggressively reducing the computational dimension of the sampling problem. We show that the original formulation, as proposed by Constantine,…
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…