Related papers: Single MCMC Chain Parallelisation on Decision Tree…

Computing stands to be radically improved by neuromorphic computing (NMC) approaches inspired by the brain's incredible efficiency and capabilities. Most NMC research, which aims to replicate the brain's computational structure and…

Specifying a full Bayesian model that integrates multiple data sources can be challenging. One natural approach is to specify each individual model separately and join them afterwards. This is the approach adopted in Markov melding.…

Constructing unbiased estimators from Markov chain Monte Carlo (MCMC) outputs is a difficult problem that has recently received a lot of attention in the statistics and machine learning communities. However, the current unbiased MCMC…

Both resources in the natural environment and concepts in a semantic space are distributed "patchily", with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have…

We present the simplicial sampler, a class of parallel MCMC methods that generate and choose from multiple proposals at each iteration. The algorithm's multiproposal randomly rotates a simplex connected to the current Markov chain state in…

Using (a,b)-trees as an example, we show how to perform a parallel split with logarithmic latency and parallel join, bulk updates, intersection, union (or merge), and (symmetric) set difference with logarithmic latency and with information…

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there…

Balanced search trees are widely used in computer science to efficiently maintain dynamic ordered data. To support efficient set operations (e.g., union, intersection, difference) using trees, the join-based framework is widely studied.…

Markov Chain Monte Carlo (MCMC) algorithms are widely used for stochastic optimization, sampling, and integration of mathematical objective functions, in particular, in the context of Bayesian inverse problems and parameter estimation. For…

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

We study the problem of sampling a uniformly random directed rooted spanning tree, also known as an arborescence, from a possibly weighted directed graph. Classically, this problem has long been known to be polynomial-time solvable; the…

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…

We propose a secure multi-party computation (MPC) protocol that constructs a secret-shared decision tree for a given secret-shared dataset. The previous MPC-based decision tree training protocol (Abspoel et al. 2021) requires $O(2^hmn\log…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Arrival of multicore systems has enforced a new scenario in computing, the parallel and distributed algorithms are fast replacing the older sequential algorithms, with many challenges of these techniques. The distributed algorithms provide…

State-machine replication, a fundamental approach to fault tolerance, requires replicas to execute commands deterministically, which usually results in sequential execution of commands. Sequential execution limits performance and underuses…

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…