Related papers: Sampling random graphs with specified degree seque…

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Generating graphs subject to strict structural constraints is a fundamental computational challenge in network science. Simultaneously preserving interacting properties-such as the diameter and the clustering coefficient- is particularly…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Random graphs with a given degree sequence are often constructed using the configuration model, which yields a random multigraph. We may adjust this multigraph by a sequence of switchings, eventually yielding a simple graph. We show that,…

This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is…

We propose a novel Markov chain Monte-Carlo (MCMC) method for reverse engineering the topological structure of stochastic reaction networks, a notoriously challenging problem that is relevant in many modern areas of research, like…

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Uniform sampling of simple graphs having a given degree sequence is a known problem with exponential complexity in the square of the mean degree. For undirected graphs, randomised approximation algorithms have nonetheless been shown to…

We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC…

Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling are finding widespread use in applied statistics and machine learning. These often lead to difficult computational problems, which are increasingly being solved on parallel and…

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007)…

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Many real-world networks exhibit correlations between the node degrees. For instance, in social networks nodes tend to connect to nodes of similar degree. Conversely, in biological and technological networks, high-degree nodes tend to be…

We propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in mixed-membership stochastic blockmodels (MMSB). Our algorithm is based on the stochastic gradient Riemannian Langevin sampler and…

Network reconstruction is the task of inferring the unseen interactions between elements of a system, based only on their behavior or dynamics. This inverse problem is in general ill-posed, and admits many solutions for the same…

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…