Related papers: FunMC: A functional API for building Markov Chains
Statistical machine learning has widespread application in various domains. These methods include probabilistic algorithms, such as Markov Chain Monte-Carlo (MCMC), which rely on generating random numbers from probability distributions.…
In many classification tasks there is a requirement of monotonicity. Concretely, if all else remains constant, increasing (resp. decreasing) the value of one or more features must not decrease (resp. increase) the value of the prediction.…
In this paper we develop the elements of the theory of algorithmic randomness in continuous-time Markov chains (CTMCs). Our main contribution is a rigorous, useful notion of what it means for an individual trajectory of a CTMC to be random.…
We propose a new fiducial Markov Chain Monte Carlo (MCMC) method for fitting parametric Gaussian models. We utilize the Cayley transform to decompose the parametric covariance matrix, which in turn allows us to formulate a general data…
Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be subject of…
Fuzzy Cognitive Maps (FCMs) is a complex systems modeling technique which, due to its unique advantages, has lately risen in popularity. They are based on graphs that represent the causal relationships among the parameters of the system to…
Today's programmers, especially data science practitioners, make heavy use of data-processing libraries (APIs) such as PyTorch, Tensorflow, NumPy, Pandas, and the like. Program synthesizers can provide significant coding assistance to this…
Bernoulli factory MCMC algorithms implement accept-reject Markov chains without explicit computation of acceptance probabilities, and are used to target posterior distributions associated with intractable likelihood models. Intractable…
Continuous normalizing flows (CNFs) learn the probability path between a reference distribution and a target distribution by modeling the vector field generating said path using neural networks. Recently, Lipman et al. (2022) introduced a…
Markov Logic Networks (MLNs) have emerged as a powerful framework that combines statistical and logical reasoning; they have been applied to many data intensive problems including information extraction, entity resolution, and text mining.…
In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…
Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Probabilistic computations, often considered too slow on conventional processors, can be…
We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler…
FEniCS Mechanics is a Python package to facilitate computational mechanics simulations. The Python library dolfin, from the FEniCS Project, is used to formulate and numerically solve the problem in variational form. The general balance laws…
We present the \texttt{NeuMC} software package, based on \pytorch, aimed at facilitating the research on neural samplers in lattice field theories. Neural samplers based on normalizing flows are becoming increasingly popular in the context…
Probabilistic Programming Languages (PPLs) allow users to encode statistical inference problems and automatically apply an inference algorithm to solve them. Popular inference algorithms for PPLs, such as sequential Monte Carlo (SMC) and…
In high performance systems it is sometimes hard to build very large graphs that are efficient both with respect to memory and compute. This paper proposes a data structure called Markov-chain-priority-queue (MCPrioQ), which is a lock-free…
Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…
Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Many accelerators are proposed using specialized hardware to address sampling inefficiency, the…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…