Related papers: Efficient Sampling for Ising and Potts Models usin…
We introduce a variational algorithm based on Matrix Product States that is trained by minimizing a generalized free energy defined using Tsallis entropy instead of the standard Gibbs entropy. As a result, our model can generate the…
Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…
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…
As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…
We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside…
This work addresses the problem of efficient sampling of Markov random fields (MRF). The sampling of Potts or Ising MRF is most often based on Gibbs sampling, and is thus computationally expensive. We consider in this work how to circumvent…
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…
Gaussian processes are the gold standard for many real-world modeling problems, especially in cases where a model's success hinges upon its ability to faithfully represent predictive uncertainty. These problems typically exist as parts of…
We consider Ising mixed $p$-spin glasses at high-temperature and without external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We develop a new sampling algorithm with complexity of the same…
Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…
Sampling from matrix generalized inverse Gaussian (MGIG) distributions is required in Markov Chain Monte Carlo (MCMC) algorithms for a variety of statistical models. However, an efficient sampling scheme for the MGIG distributions has not…
This note introduces a method for sampling Ising models with mixed boundary conditions. As an application of annealed importance sampling and the Swendsen-Wang algorithm, the method adopts a sequence of intermediate distributions that keeps…
We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it. Our approach fuses recent advances in…
In this paper, we consider the problem of numerical investigation of the counting statistics for a class of one-dimensional systems. Importance sampling, the cornerstone technique usually implemented for such problems, critically hinges on…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
We consider the Ising, and more generally, $q$-state Potts Glauber dynamics on random $d$-regular graphs on $n$ vertices at low temperatures $\beta \gtrsim \frac{\log d}{d}$. The mixing time is exponential in $n$ due to a bottleneck between…
When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…
The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…
In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…
Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to the high number of parameters. Therefore…