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Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

Machine Learning · Statistics 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

Computation of the probability that a random graph is connected is a challenging problem, so it is natural to turn to approximations such as Monte Carlo methods. We describe sequential importance resampling and splitting algorithms for the…

Computation · Statistics 2015-06-04 Rohan Shah , Dirk P. Kroese

We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstruction sequence from a Boltzmann distribution associated with an…

Information Theory · Computer Science 2016-11-17 Shirin Jalali , Tsachy Weissman

Pedigrees are directed acyclic graphs that represent ancestral relationships between individuals in a population. Based on a schematic recombination process, we describe two simple Markov models for sequences evolving on pedigrees - Model R…

Populations and Evolution · Quantitative Biology 2013-01-18 Bhalchandra D. Thatte

This paper proposes and compares two new sampling schemes for sparse deconvolution using a Bernoulli-Gaussian model. To tackle such a deconvolution problem in a blind and unsupervised context, the Markov Chain Monte Carlo (MCMC) framework…

Numerical Analysis · Computer Science 2009-09-18 D. Ge , J. Idier , E. Le Carpentier

We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…

Graphics · Computer Science 2023-05-08 Eric Heitz , Laurent Belcour , Thomas Chambon

We consider a Markov chain obtained by random iterations of Lipschitz maps $T_i$ chosen with a probability $p_i(x)$ depending on the current position $x$. We assume this system has a property of "contraction on average", that is $\sum_i…

Probability · Mathematics 2012-06-22 Olivier Durieu

Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet…

Physics and Society · Physics 2010-04-14 Charo I. Del Genio , Hyunju Kim , Zoltan Toroczkai , Kevin E. Bassler

Markov chain Monte Carlo methods have become popular in statistics as versatile techniques to sample from complicated probability distributions. In this work, we propose a method to parameterize and train transition kernels of Markov chains…

Machine Learning · Computer Science 2024-06-05 Evgenii Egorov , Ricardo Valperga , Efstratios Gavves

Conventional tomographic reconstruction typically depends on centralized servers for both data storage and computation, leading to concerns about memory limitations and data privacy. Distributed reconstruction algorithms mitigate these…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-10 Runxuan Miao , Selin Aslan , Erdem Koyuncu , Doğa Gürsoy

Joint time-vertex graph signals are pervasive in real-world. This paper focuses on the fundamental problem of sampling and reconstruction of joint time-vertex graph signals. We prove the existence and the necessary condition of a critical…

Signal Processing · Electrical Eng. & Systems 2019-11-20 Junhao Yu , Xuan Xie , Hui Feng , Bo Hu

The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…

Combinatorics · Mathematics 2024-01-09 Péter L. Erdős , Tamás Róbert Mezei , István Miklós

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

Machine Learning · Statistics 2022-02-25 Vincent Stimper , Bernhard Schölkopf , José Miguel Hernández-Lobato

The interpolation step in the Guruswami-Sudan algorithm is a bivariate interpolation problem with multiplicities commonly solved in the literature using either structured linear algebra or basis reduction of polynomial lattices. This…

Information Theory · Computer Science 2015-02-16 Muhammad F. I. Chowdhury , Claude-Pierre Jeannerod , Vincent Neiger , Eric Schost , Gilles Villard

We propose a new method, probabilistic divide-and-conquer, for improving the success probability in rejection sampling. For the example of integer partitions, there is an ideal recursive scheme which improves the rejection cost from…

Probability · Mathematics 2015-11-25 Richard Arratia , Stephen DeSalvo

Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…

Machine Learning · Computer Science 2024-07-16 Kaiwen Wu , Jacob R. Gardner

Consider a collection of random variables attached to the vertices of a graph. The reconstruction problem requires to estimate one of them given `far away' observations. Several theoretical results (and simple algorithms) are available when…

Probability · Mathematics 2007-09-10 Antoine Gerschenfeld , Andrea Montanari

We consider the irreducibility of switch-based Markov chains for the approximate uniform sampling of Hamiltonian cycles in a given undirected dense graph on $n$ vertices. As our main result, we show that every pair of Hamiltonian cycles in…

Combinatorics · Mathematics 2020-11-20 Pieter Kleer , Viresh Patel , Fabian Stroh

Uniform sampling of binary matrix with fixed margins is an important and difficult problem in statistics, computer science, ecology and so on. The well-known swap algorithm would be inefficient when the size of the matrix becomes large or…

Computation · Statistics 2020-05-20 Guanyang Wang
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