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This paper introduces a concept of approximate spectral gap to analyze the mixing time of Markov Chain Monte Carlo (MCMC) algorithms for which the usual spectral gap is degenerate or almost degenerate. We use the idea to analyze a class of…

Computation · Statistics 2019-08-26 Yves F. Atchadé

Gibbs sampling methods are standard tools to perform posterior inference for mixture models. These have been broadly classified into two categories: marginal and conditional methods. While conditional samplers are more widely applicable…

Methodology · Statistics 2023-02-21 Pierpaolo De Blasi , María F. Gil-Leyva

We study the following problem: given an integer $k \ge 3$ and a simple graph $G$, sample a connected induced $k$-node subgraph of $G$ uniformly at random. This is a fundamental graph mining primitive with applications in social network…

Data Structures and Algorithms · Computer Science 2021-10-29 Marco Bressan

Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…

Statistics Theory · Mathematics 2024-11-04 David Michael Swanson

A fundamental task in machine learning and related fields is to perform inference on Bayesian networks. Since exact inference takes exponential time in general, a variety of approximate methods are used. Gibbs sampling is one of the most…

Machine Learning · Computer Science 2015-11-23 Daniel Seita , Haoyu Chen , John Canny

We give an efficient perfect sampling algorithm for weighted, connected induced subgraphs (or graphlets) of rooted, bounded degree graphs. Our algorithm utilizes a vertex-percolation process with a carefully chosen rejection filter and…

Data Structures and Algorithms · Computer Science 2023-11-17 Antonio Blanca , Sarah Cannon , Will Perkins

The Hamiltonian Monte Carlo (HMC) algorithm is often lauded for its ability to effectively sample from high-dimensional distributions. In this paper we challenge the presumed domination of HMC for the Bayesian analysis of GLMs. By utilizing…

Gibbs samplers are popular algorithms to approximate posterior distributions arising from Bayesian hierarchical models. Despite their popularity and good empirical performances, however, there are still relatively few quantitative results…

Computation · Statistics 2023-10-31 Filippo Ascolani , Giacomo Zanella

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…

Statistics Theory · Mathematics 2024-12-25 Neha S. Wadia

We examine the problem of almost-uniform sampling proper $q$-colorings of a graph whose maximum degree is $\Delta$. A famous result, discovered independently by Jerrum(1995) and Salas and Sokal(1997), is that, assuming $q > (2+\delta)…

Data Structures and Algorithms · Computer Science 2018-06-22 Weiming Feng , Thomas P. Hayes , Yitong Yin

Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…

Computation · Statistics 2020-03-03 Alexander Terenin , Daniel Simpson , David Draper

In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…

Machine Learning · Computer Science 2013-10-01 Tamir Hazan , Subhransu Maji , Tommi Jaakkola

Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the…

Methodology · Statistics 2012-07-02 Ian Porteous , Alexander T. Ihler , Padhraic Smyth , Max Welling

We consider the problem of generating uniformly random partitions of the vertex set of a graph such that every piece induces a connected subgraph. For the case where we want to have partitions with linearly many pieces of bounded size, we…

Probability · Mathematics 2022-06-02 Alan Frieze , Wesley Pegden

We give a Markov chain based perfect sampler for uniform sampling solutions of constraint satisfaction problems (CSP). Under some mild Lov\'asz local lemma conditions where each constraint of the CSP has a small number of forbidden local…

Data Structures and Algorithms · Computer Science 2021-07-09 Kun He , Xiaoming Sun , Kewen Wu

Efficiently finding the maximum a posteriori (MAP) configuration of a graphical model is an important problem which is often implemented using message passing algorithms. The optimality of such algorithms is only well established for…

Artificial Intelligence · Computer Science 2012-05-14 Tony S. Jebara

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

Statistics Theory · Mathematics 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

Artificial Intelligence · Computer Science 2012-06-18 Tal El-Hay , Nir Friedman , Raz Kupferman

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…

Computation · Statistics 2015-07-29 Nicolas Chopin , Sumeetpal S. Singh

In this paper we further investigate the well-studied problem of finding a perfect matching in a regular bipartite graph. The first non-trivial algorithm, with running time $O(mn)$, dates back to K\"{o}nig's work in 1916 (here $m=nd$ is the…

Data Structures and Algorithms · Computer Science 2008-11-18 Ashish Goel , Michael Kapralov , Sanjeev Khanna