Related papers: Accelerating Markov Random Field Inference with Un…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
Neural Radiance Field (NeRF) is widely known for high-fidelity novel view synthesis. However, even the state-of-the-art NeRF model, Gaussian Splatting, requires minutes for training, far from the real-time performance required by multimedia…
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…
The exponential growth of data-intensive machine learning workloads has exposed significant limitations in conventional GPU-accelerated systems, especially when processing datasets exceeding GPU DRAM capacity. We propose MQMS, an augmented…
Recently-proposed particle MCMC methods provide a flexible way of performing Bayesian inference for parameters governing stochastic kinetic models defined as Markov (jump) processes (MJPs). Each iteration of the scheme requires an estimate…
Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Sampling from the stationary distribution is one of the fundamental tasks of Markov chain-based algorithms and has important applications in machine learning, combinatorial optimization and network science. For the quantum case, qsampling…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is…
We propose MRU (Multi-Range Reasoning Units), a new fast compositional encoder for machine comprehension (MC). Our proposed MRU encoders are characterized by multi-ranged gating, executing a series of parameterized contract-and-expand…
Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…
Markov Chain Monte Carlo (MCMC) sampling is computationally expensive, especially for complex models. Alternative methods make simplifying assumptions about the posterior to reduce computational burden, but their impact on predictive…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
We propose a novel sampling-based federated learning framework for statistical inference on M-estimators with non-smooth objective functions, which frequently arise in modern statistical applications such as quantile regression and AUC…
Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
Despite the availability of many Markov Random Field (MRF) optimization algorithms, their widespread usage is currently limited due to imperfect MRF modelling arising from hand-crafted model parameters and the selection of inferior…