Related papers: The Implicit Metropolis-Hastings Algorithm
We introduce new Gaussian proposals to improve the efficiency of the standard Hastings-Metropolis algorithm in Markov chain Monte Carlo (MCMC) methods, used for the sampling from a target distribution in large dimension $d$. The improved…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Recent work has shown that energy-based language modeling is an effective framework for controllable text generation because it enables flexible integration of arbitrary discriminators. However, because energy-based LMs are globally…
Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…
The Metropolis-Hastings (MH) algorithm is the prototype for a class of Markov chain Monte Carlo methods that propose transitions between states and then accept or reject the proposal. These methods generate a correlated sequence of random…
Standard neural networks are often overconfident when presented with data outside the training distribution. We introduce HyperGAN, a new generative model for learning a distribution of neural network parameters. HyperGAN does not require…
Generative adversarial networks constitute a powerful approach to generative modeling. While generated samples often are indistinguishable from real data, there is no guarantee that they will follow the true data distribution. For…
Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…
In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…
Metropolis-Hastings (MH) is a foundational Markov chain Monte Carlo (MCMC) algorithm. In this paper, we ask whether it is possible to formulate and analyse MH in terms of categorical probability, using a recent involutive framework for…
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov…
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…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…
Metropolis Hastings nested sampling evolves a Markov chain, accepting new points along the chain according to a version of the Metropolis Hastings acceptance ratio, which has been modified to satisfy the nested sampling likelihood…
Sampling random graphs is essential in many applications, and often algorithms use Markov chain Monte Carlo methods to sample uniformly from the space of graphs. However, often there is a need to sample graphs with some property that we are…
Algorithms for exact and approximate inference in stochastic logic programs (SLPs) are presented, based respectively, on variable elimination and importance sampling. We then show how SLPs can be used to represent prior distributions for…
In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…
We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are…
We introduce the Probabilistic Generative Adversarial Network (PGAN), a new GAN variant based on a new kind of objective function. The central idea is to integrate a probabilistic model (a Gaussian Mixture Model, in our case) into the GAN…
One popular generative model that has high-quality results is the Generative Adversarial Networks(GAN). This type of architecture consists of two separate networks that play against each other. The generator creates an output from the input…