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Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…

Computation · Statistics 2014-12-25 Chris Nemeth , Paul Fearnhead

Probabilistic point-set registration methods have been gaining more attention for their robustness to noise, outliers and occlusions. However, these methods tend to be much slower than the popular iterative closest point (ICP) algorithms,…

Computer Vision and Pattern Recognition · Computer Science 2019-07-17 Wei Gao , Russ Tedrake

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…

Computation · Statistics 2020-02-12 Kamran Javid

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

Computation · Statistics 2017-06-20 Changye Wu , Christian P. Robert

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

Recent studies demonstrate that diffusion models can serve as a strong prior for solving inverse problems. A prominent example is Diffusion Posterior Sampling (DPS), which approximates the posterior distribution of data given the measure…

Machine Learning · Statistics 2024-09-16 Yaxuan Zhu , Zehao Dou , Haoxin Zheng , Yasi Zhang , Ying Nian Wu , Ruiqi Gao

We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…

Computation · Statistics 2014-08-28 Adam Persing , Ajay Jasra , Alexandros Beskos , David Balding , Maria De Iorio

We consider the nonparametric regression problem when the covariates are located on an unknown smooth compact submanifold of a Euclidean space. Under defining a random geometric graph structure over the covariates we analyze the asymptotic…

Statistics Theory · Mathematics 2024-11-05 Paul Rosa , Judith Rousseau

The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…

Machine Learning · Computer Science 2024-10-23 Ipsita Ghosh , Abiy Tasissa , Christian Kümmerle

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Machine Learning · Computer Science 2017-06-05 Giuseppe Nuti

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

In robotic inspection, joint registration of multiple point clouds is an essential technique for estimating the transformation relationships between measured parts, such as multiple blades in a propeller. However, the presence of noise and…

Robotics · Computer Science 2024-09-17 Lingjie Su , Wei Xu , Shuyang Zhao , Yuqi Cheng , Wenlong Li

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

We study computing geometric problems on uncertain points. An uncertain point is a point that does not have a fixed location, but rather is described by a probability distribution. When these probability distributions are restricted to a…

Computational Geometry · Computer Science 2012-05-03 Allan Jorgensen , Maarten Löffler , Jeff M. Phillips

We address the problem of approximating the posterior probability distribution of the fixed parameters of a state-space dynamical system using a sequential Monte Carlo method. The proposed approach relies on a nested structure that employs…

Computation · Statistics 2017-05-12 Dan Crisan , Joaquin Miguez

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

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…

Statistics Theory · Mathematics 2007-06-13 Didier Chauveau , Pierre Vandekerkhove

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

This paper introduces a scalable approach for probabilistic top-k similarity ranking on uncertain vector data. Each uncertain object is represented by a set of vector instances that are assumed to be mutually-exclusive. The objective is to…

Databases · Computer Science 2009-07-17 Thomas Bernecker , Hans-Peter Kriegel , Nikos Mamoulis , Matthias Renz , Andreas Zuefle
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