Related papers: Gibbs sampling for mixtures in order of appearance…
Mixture models have received a great deal of attention in statistics due to the wide range of applications found in recent years. This paper discusses a finite mixture model of Birnbaum- Saunders distributions with G components, as an…
In this paper a simple procedure to deal with label switching when exploring complex posterior distributions by MCMC algorithms is proposed. Although it cannot be generalized to any situation, it may be handy in many applications because of…
For Markov chain Monte Carlo methods, one of the greatest discrepancies between theory and system is the scan order - while most theoretical development on the mixing time analysis deals with random updates, real-world systems are…
This paper introduces a concept of approximate spectral gap to analyze the mixing time of Markov Chain Monte Carlo (MCMC) algorithms for which the usual spectral gap is degenerate or almost degenerate. We use the idea to analyze a class of…
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…
The sample-based Gibbs sampler has been the dominant method for approximating joint distribution from a collection of compatible full-conditional distributions. However for conditionally specified model, mixtures of incompatible full and…
Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…
High throughput technologies have become the practice of choice for comparative studies in biomedical applications. Limited number of sample points due to sequencing cost or access to organisms of interest necessitates the development of…
Statistical methods for reconstructing networks from repeated measurements typically assume that all measurements are generated from the same underlying network structure. This need not be the case, however. People's social networks might…
Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscience, and quantum computing. To address the intractability of…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…
Gibbs states are familiar from statistical mechanics, yet their use is not limited to that domain. For instance, they also feature in the maximum entropy reconstruction of quantum states from incomplete measurement data. Outside the…
We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…
Cognitive diagnosis models (CDMs) are useful statistical tools to provide rich information relevant for intervention and learning. As a popular approach to estimate and make inference of CDMs, the Markov chain Monte Carlo (MCMC) algorithm…
We propose a flexible class of models based on scale mixture of uniform distributions to construct shrinkage priors for covariance matrix estimation. This new class of priors enjoys a number of advantages over the traditional scale mixture…
Deterministic dynamics is an essential part of many MCMC algorithms, e.g. Hybrid Monte Carlo or samplers utilizing normalizing flows. This paper presents a general construction of deterministic measure-preserving dynamics using autonomous…
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…
We study Gibbs partition models, also known as composition schemes. Our main results comprehensively describe their phase diagram, including a phase transition from the convergent case described in Stufler (2018, Random Structures \&…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…