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Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…
Finite order Markov models are theoretically well-studied models for dependent discrete data. Despite their generality, application in empirical work when the order is large is rare. Practitioners avoid using higher order Markov models…
This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…
Recommendation systems that automatically generate personalized music playlists for users have attracted tremendous attention in recent years. Nowadays, most music recommendation systems rely on item-based or user-based collaborative…
Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…
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…
It is common practice in Markov chain Monte Carlo to update the simulation one variable (or sub-block of variables) at a time, rather than conduct a single full-dimensional update. When it is possible to draw from each full-conditional…
In this paper we consider the problem of sparse signal recovery in Multiple Measurement Vectors (MMVs) case. Recently, ample researches have been conducted to solve this problem and diverse methods are proposed, one of which is deep neural…
We provide a new methodology for statistical recovery of single linear mixtures of piecewise constant signals (sources) with unknown mixing weights and change points in a multiscale fashion. We show exact recovery within an…
Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…
We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…
The SDN and NFV paradigms enable novel network services which can be realized and embedded in a flexible and rapid manner. For example, SDN can be used to flexibly steer traffic from a source to a destination through a sequence of…
In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…
We study the problem of learning tree-structured Markov random fields (MRF) on discrete random variables with common support when the observations are corrupted by a $k$-ary symmetric noise channel with unknown probability of error. For…
Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…
Language-supervised vision models have recently attracted great attention in computer vision. A common approach to build such models is to use contrastive learning on paired data across the two modalities, as exemplified by Contrastive…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…
The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…
Two major tasks in applications of hidden Markov models are to (i) compute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequence. We describe finite Markov chain imbedding (FMCI) and…