Related papers: On Gibbs Sampling Architecture for Labeled Random …

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

An Automated Sliced Gibbs framework is proposed for fully automated Markov chain Monte Carlo sampling from arbitrary finite dimensional probability kernels. The method targets unnormalized, non-smooth, heavy tailed, and highly multimodal…

Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Much recent research on multi-target tracking has focused on multi-hypothesis approaches leveraging random finite sets. Of particular interest are labeled random finite set methods that maintain temporally coherent labels for each object.…

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Investigating critical phenomena or phase transitions is of high interest in physics and chemistry, for which Monte Carlo (MC) simulations, a crucial tool for numerically analyzing macroscopic properties of given systems, are often hindered…

\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise…

We consider local Markov chain Monte-Carlo algorithms for sampling from the weighted distribution of independent sets with activity $\l$, where the weight of an independent set $I$ is $\l^{|I|}$. A recent result has established that Gibbs…

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

In geostatistics, Gaussian random fields are often used to model heterogeneities of soil or subsurface parameters. To give spatial approximations of these random fields, they are discretized. Then, different techniques of geostatistical…

Sampling from matrix generalized inverse Gaussian (MGIG) distributions is required in Markov Chain Monte Carlo (MCMC) algorithms for a variety of statistical models. However, an efficient sampling scheme for the MGIG distributions has not…

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…