Related papers: Parallel sampling of decomposable graphs using Mar…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions.…
One of the simplest problems on directed graphs is that of identifying the set of vertices reachable from a designated source vertex. This problem can be solved easily sequentially by performing a graph search, but efficient parallel…
This paper studies the nucleus decomposition problem, which has been shown to be useful in finding dense substructures in graphs. We present a novel parallel algorithm that is efficient both in theory and in practice. Our algorithm achieves…
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…
We consider unsupervised estimation of mixtures of discrete graphical models, where the class variable corresponding to the mixture components is hidden and each mixture component over the observed variables can have a potentially different…
We present a parallel version of the cut-pursuit algorithm for minimizing functionals involving the graph total variation. We show that the decomposition of the iterate into constant connected components, which is at the center of this…
We propose a novel unsupervised approach for linking records across arbitrarily many files, while simultaneously detecting duplicate records within files. Our key innovation is to represent the pattern of links between records as a {\em…
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…
An undirected graphical model is a joint probability distribution defined on an undirected graph G*, where the vertices in the graph index a collection of random variables and the edges encode conditional independence relationships among…
We initiate the study of graph algorithms in the streaming setting on massive distributed and parallel systems inspired by practical data processing systems. The objective is to design algorithms that can efficiently process evolving graphs…
Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty. The method…
Edge-centric distributed computations have appeared as a recent technique to improve the shortcomings of think-like-a-vertex algorithms on large scale-free networks. In order to increase parallelism on this model, edge partitioning -…
Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…
Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…
We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…
Machine learning models, and deep neural networks in particular, are increasingly deployed in risk-sensitive domains such as healthcare, environmental forecasting, and finance, where reliable quantification of predictive uncertainty is…
The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly…
We consider the probability that a spanning tree chosen uniformly at random from a graph can be partitioned into a fixed number $k$ of trees of equal size by removing $k-1$ edges. In that case, the spanning tree is called {\em splittable}.…