Related papers: Improved mixing time for k-subgraph sampling
Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…
Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty. The method…
In network modeling of complex systems one is often required to sample random realizations of networks that obey a given set of constraints, usually in form of graph measures. A much studied class of problems targets uniform sampling of…
The $k$-core decomposition is a widely studied summary statistic that describes a graph's global connectivity structure. In this paper, we move beyond using $k$-core decomposition as a tool to summarize a graph and propose using $k$-core…
Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…
In this paper, we propose a MCMC algorithm based on elliptical slice sampling with the purpose to improve sampling efficiency. During sampling, a mixture distribution is fitted periodically to previous samples. The components of the mixture…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
Applied researchers often construct a network from a random sample of nodes in order to infer properties of the parent network. Two of the most widely used sampling schemes are subgraph sampling, where we sample each vertex independently…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
This paper is concerned with sampling from the uniform distribution on H-colourings of the n-vertex path using systematic scan Markov chains. An H-colouring of the n-vertex path is a homomorphism from the n-vertex path to some fixed graph…
Markov Chain Monte Carlo (MCMC) method is a widely used algorithm design scheme with many applications. To make efficient use of this method, the key step is to prove that the Markov chain is rapid mixing. Canonical paths is one of the two…
Graph Sampling provides an efficient yet inexpensive solution for analyzing large graphs. While extracting small representative subgraphs from large graphs, the challenge is to capture the properties of the original graph. Several sampling…
Gibbs sampling is the de facto Markov chain Monte Carlo method used for inference and learning on large scale graphical models. For complicated factor graphs with lots of factors, the performance of Gibbs sampling can be limited by the…
In this paper we study a natural generalization of both {\sc $k$-Path} and {\sc $k$-Tree} problems, namely, the {\sc Subgraph Isomorphism} problem. In the {\sc Subgraph Isomorphism} problem we are given two graphs $F$ and $G$ on $k$ and $n$…
Trajectory mining has attracted significant attention. This paper addresses the Top-k Representative Similar Subtrajectory Query (TRSSQ) problem, which aims to find the k most representative subtrajectories similar to a query. Existing…
Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…
We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…
We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…
Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…