Related papers: Efficient Sampling for Ising and Potts Models usin…
The dual tasks of quantum Hamiltonian learning and quantum Gibbs sampling are relevant to many important problems in physics and chemistry. In the low temperature regime, algorithms for these tasks often suffer from intractabilities, for…
We introduce efficient parallel algorithms for sampling from the Gibbs distribution and estimating the partition function of Ising models. These algorithms achieve parallel efficiency, with polylogarithmic depth and polynomial total work,…
Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…
Additive-interactive regression has recently been shown to offer attractive minimax error rates over traditional nonparametric multivariate regression in a wide variety of settings, including cases where the predictor count is much larger…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
We study the mixing time of Glauber dynamics for Ising models in which the interaction matrix contains a single negative spectral outlier. This class includes the anti-ferromagnetic Curie-Weiss model, the anti-ferromagnetic Ising model on…
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…
We develop an efficient posterior sampling scheme for the Poisson INGARCH models. The proposed method is based on the approximation of the posterior density that exploits the Poisson limit of the negative binomial distribution. It allows us…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete…
We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…
Gaussian boson sampling (GBS) allows for a way to demonstrate quantum supremacy with the relatively modest experimental resources of squeezed light sources, linear optics, and photon detection. In a realistic experimental setting, numerous…
We introduce a new family of MCMC samplers that combine auxiliary variables, Gibbs sampling and Taylor expansions of the target density. Our approach permits the marginalisation over the auxiliary variables yielding marginal samplers, or…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
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…
The Gibbs sampler is a particularly popular Markov chain used for learning and inference problems in Graphical Models (GMs). These tasks are computationally intractable in general, and the Gibbs sampler often suffers from slow mixing. In…
We consider estimating the marginal likelihood in settings with independent and identically distributed (i.i.d.) data. We propose estimating the predictive distributions in a sequential factorization of the marginal likelihood in such…
Machine learning for phase transition has received intensive research interest in recent years. However, its application in percolation still remains challenging. We propose an auxiliary Ising mapping method for machine learning study of…
The inverse temperature parameter of the Potts model governs the strength of spatial cohesion and therefore has a major influence over the resulting model fit. A difficulty arises from the dependence of an intractable normalising constant…