Related papers: Efficient Evaluation of the Partition Function of …
Gaussian-Bernoulli restricted Boltzmann machines (GBRBMs) are often used for semi-supervised anomaly detection, where they are trained using only normal data points. In GBRBM-based anomaly detection, normal and anomalous data are classified…
In recent years, researchers in decision analysis and artificial intelligence (AI) have used Bayesian belief networks to build models of expert opinion. Using standard methods drawn from the theory of computational complexity, workers in…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…
The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…
Restricted Boltzmann machines (RBMs) have proven to be a powerful tool for learning quantum wavefunction representations from qubit projective measurement data. Since the number of classical parameters needed to encode a quantum…
Given a sequence of observations from a discrete-time, finite-state hidden Markov model, we would like to estimate the sampling distribution of a statistic. The bootstrap method is employed to approximate the confidence regions of a…
The Boltzmann Machine (BM) is a neural network composed of stochastically firing neurons that can learn complex probability distributions by adapting the synaptic interactions between the neurons. BMs represent a very generic class of…
Multiple importance sampling (MIS) methods use a set of proposal distributions from which samples are drawn. Each sample is then assigned an importance weight that can be obtained according to different strategies. This work is motivated by…
This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…
Ensuring the safety of autonomous vehicles (AVs) requires both accurate estimation of their performance and efficient discovery of potential failure cases. This paper introduces Bayesian adaptive multifidelity sampling (BAMS), which…
Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…
In probability theory, the partition function is a factor used to reduce any probability function to a density function with total probability of one. Among other statistical models used to represent joint distribution, Markov random fields…
Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usually intractable and presents an open problem. A crude Monte…
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…
Learning in restricted Boltzmann machine is typically hard due to the computation of gradients of log-likelihood function. To describe the network state statistics of the restricted Boltzmann machine, we develop an advanced mean field…
Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…
Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…
We investigate the use of variational wave-functions that mimic stochastic recurrent neural networks, specifically, unrestricted Boltzmann machines, as guiding functions in projective quantum Monte Carlo (PQMC) simulations of quantum spin…