Related papers: Sampling random graphs with specified degree seque…
We present a Markov chain Monte-Carlo (MCMC) method to make a geometric graph which satisfies the following two conditions: (i) The degree of each vertex is fixed to a positive integer $k$. (ii) The probability that two vertices located on…
A joint degree matrix (JDM) specifies the number of connections between nodes of given degrees in a graph, for all degree pairs and uniquely determines the degree sequence of the graph. We consider the space of all balanced realizations of…
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…
We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…
This study proposes a trainable sampling-based solver for combinatorial optimization problems (COPs) using a deep-learning technique called deep unfolding. The proposed solver is based on the Ohzeki method that combines Markov-chain…
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
Markov chain Monte Carlo (MCMC) is one of the most useful approaches to scientific computing because of its flexible construction, ease of use and generality. Indeed, MCMC is indispensable for performing Bayesian analysis. Two critical…
Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…
Markov Chain Monte Carlo (MCMC) methods are a popular technique in Bayesian statistical modeling. They have long been used to obtain samples from posterior distributions, but recent research has focused on the scalability of these…
Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…
Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov Chain Monte Carlo (rjMCMC), it is possible to vary this…
In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the…
Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…
Sampling random graphs with given properties is a key step in the analysis of networks, as random ensembles represent basic null models required to identify patterns such as communities and motifs. An important requirement is that the…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…
Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…
Markov chain Monte Carlo (MCMC) methods are ubiquitous tools for simulation-based inference in many fields but designing and identifying good MCMC samplers is still an open question. This paper introduces a novel MCMC algorithm, namely,…
Variable selection is a key issue when analyzing high-dimensional data. The explosion of data with large sample sizes and dimensionality brings new challenges to this problem in both inference accuracy and computational complexity. To…
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…