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Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

From basic considerations of the Lie group that preserves a target probability measure, we derive the Barker, Metropolis, and ensemble Markov chain Monte Carlo (MCMC) algorithms, as well as variants of waste-recycling Metropolis-Hastings…

Statistics Theory · Mathematics 2020-01-29 Steve Huntsman

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

Applications · Statistics 2023-11-09 Cory McCartan , Kosuke Imai

We introduce the Markov Stochastic Block Model (MSBM): a growth model for community based networks where node attributes are assigned through a Markovian dynamic. We rely on HMMs' literature to design prediction methods that are robust to…

Social and Information Networks · Computer Science 2023-01-09 Quentin Duchemin

Community detection seeks to recover mesoscopic structure from network data that may be binary, count-valued, signed, directed, weighted, or multilayer. The stochastic block model (SBM) explains such structure by positing a latent partition…

Statistics Theory · Mathematics 2026-01-07 Marios Papamichalis , Regina Ruane

The stochastic block model (SBM) is a fundamental tool for community detection in networks, yet the finite-sample performance of inference methods remains underexplored. We evaluate key algorithms-spectral methods, variational inference,…

Social and Information Networks · Computer Science 2024-12-06 Tianjun Ke , Zhiyu Xu

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Computation · Statistics 2016-05-25 Iain Murray , Matthew M. Graham

The mixed membership stochastic blockmodel (MMSB) is a popular Bayesian network model for community detection. Fitting such large Bayesian network models quickly becomes computationally infeasible when the number of nodes grows into…

Social and Information Networks · Computer Science 2024-05-24 Timothy Jones , Owen G. Ward , Yiran Jiang , John Paisley , Tian Zheng

Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named…

Statistics Theory · Mathematics 2012-11-13 Anthony Brockwell , Pierre Del Moral , Arnaud Doucet

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

Computation · Statistics 2020-08-19 Gregory Herschlag , Jonathan C. Mattingly , Matthias Sachs , Evan Wyse

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Computation · Statistics 2022-03-18 Cosma Rohilla Shalizi

The stochastic block model is able to generate different network partitions, ranging from traditional assortative communities to disassortative structures. Since the degree-corrected stochastic block model does not specify which mixing…

Social and Information Networks · Computer Science 2019-09-16 Xiaoyan Lu , Boleslaw K. Szymanski

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to…

Computation · Statistics 2017-05-30 Alexandre Bouchard-Côté , Arnaud Doucet , Andrew Roth

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

Spectral clustering is a widely used method for community detection in networks. We focus on a semi-supervised community detection scenario in the Partially Labeled Stochastic Block Model (PL-SBM) with two balanced communities, where a…

Statistics Theory · Mathematics 2024-12-16 Nicolas Fraiman , Michael Nisenzon

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

Real-world networks usually have community structure, that is, nodes are grouped into densely connected communities. Community detection is one of the most popular and best-studied research topics in network science and has attracted…

Social and Information Networks · Computer Science 2018-09-21 Yunpeng Zhao