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Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Computation · Statistics 2017-10-16 Aidan Boland , Nial Friel , Florian Maire

Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Many accelerators are proposed using specialized hardware to address sampling inefficiency, the…

Signal Processing · Electrical Eng. & Systems 2020-03-09 Xiangyu Zhang , Sayan Mukherjee , Alvin R. Lebeck

Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Probabilistic computations, often considered too slow on conventional processors, can be…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Xiangyu Zhang , Ramin Bashizade , Yicheng Wang , Cheng Lyu , Sayan Mukherjee , Alvin R. Lebeck

We present an information-based uncertainty quantification method for general Markov Random Fields. Markov Random Fields (MRF) are structured, probabilistic graphical models over undirected graphs, and provide a fundamental unifying…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Markos A. Katsoulakis

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Machine Learning · Statistics 2014-03-31 Elaine Angelino , Eddie Kohler , Amos Waterland , Margo Seltzer , Ryan P. Adams

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

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…

Emerging Technologies · Computer Science 2025-01-03 Timothe Presles , Cyrille Enderli , Gilles Burel , El Houssain Baghious

We present new MCMC algorithms for computing the posterior distributions and expectations of the unknown variables in undirected graphical models with regular structure. For demonstration purposes, we focus on Markov Random Fields (MRFs).…

Computation · Statistics 2012-07-19 Firas Hamze , Nando de Freitas

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Computation · Statistics 2014-10-23 Jamie Owen , Darren J. Wilkinson , Colin S. Gillespie

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…

Machine Learning · Computer Science 2021-02-09 Salar Fattahi , Andres Gomez

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Methodology · Statistics 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Priyesh Shukla , Ahish Shylendra , Theja Tulabandhula , Amit Ranjan Trivedi

Markov random field (MRF) learning is intractable, and its approximation algorithms are computationally expensive. We target a small subset of MRF that is used frequently in computer vision. We characterize this subset with three concepts:…

Machine Learning · Computer Science 2016-06-09 Rajasekaran Masatran

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Information Theory · Computer Science 2017-07-13 Jonathan C. Hedstrom , Chung Him , Yuen , Rong-Rong Chen , Behrouz Farhang-Boroujeny

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks
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