Related papers: Is the NUTS algorithm correct?
This work is driven by the ubiquitous dissent over the abilities and contributions of the Metropolis-Hastings and reversible jump algorithm within the context of trans dimensional sampling. We demystify this topic by taking a deeper look…
Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvature, due to their constant step size for leapfrog…
We assess the usefulness of gradient-based samplers, such as the No-U-Turn Sampler (NUTS), by comparison with traditional Metropolis-Hastings algorithms, in tomographic $3 \times 2$ point analyses. Specifically, we use the DES Year 1 data…
Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…
arXiv:2206.10812v1 [stat.ME] proposes a useful algorithm, named generalized Diversity Subsampling (g-DS) algorithm, to select a subsample following some target probability distribution from a finite data set and demonstrates its…
We revisit skip-gram negative sampling (SGNS), one of the most popular neural-network based approaches to learning distributed word representation. We first point out the ambiguity issue undermining the SGNS model, in the sense that the…
The Newton method is a powerful optimization algorithm, valued for its rapid local convergence and elegant geometric properties. However, its theoretical guarantees are usually limited to convex problems. In this work, we ask whether…
This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…
Analysts routinely use Bayesian hierarchical models to understand natural processes. The no-U-turn sampler (NUTS) is the most widely used algorithm to sample high-dimensional, continuously differentiable models. But NUTS is slowed by high…
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs…
As a problem in data science the inverse Ising (or Potts) problem is to infer the parameters of a Gibbs-Boltzmann distributions of an Ising (or Potts) model from samples drawn from that distribution. The algorithmic and computational…
Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…
Consider a randomized algorithm that draws samples exactly from a distribution using recursion. Such an algorithm is called a perfect simulation, and here a variety of methods for building this type of algorithm are shown to derive from the…
Languages for open-universe probabilistic models (OUPMs) can represent situations with an unknown number of objects and iden- tity uncertainty. While such cases arise in a wide range of important real-world appli- cations, existing general…
The target measure $\mu$ is the distribution of a random vector in a box $\cB$, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure $\mu$. A ``coupling from the past'' construction of the…
We consider estimating the edge-probability matrix of a network generated from a graphon model when the full network is not observed---only some overlapping subgraphs are. We extend the neighbourhood smoothing (NBS) algorithm of Zhang et…
Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…
Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…
Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…