Related papers: Gradient-Based Markov Chain Monte Carlo for MIMO D…
Recent work has suggested using Monte Carlo methods based on piecewise deterministic Markov processes (PDMPs) to sample from target distributions of interest. PDMPs are non-reversible continuous-time processes endowed with momentum, and…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over…
The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…
In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…
This paper proposes a Bayes Net based Monte Carlo optimization for motion planning (BN-MCO). Primarily, we adjust the potential fields determined by goal and start constraints to progressively guide the sampled clusters toward the goal and…
Sampling from the lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, lattice reduction technique is adopted to Gibbs sampler for lattice Gaussian sampling. Firstly, with…
The discovery of patterns that accurately discriminate one class label from another remains a challenging data mining task. Subgroup discovery (SD) is one of the frameworks that enables to elicit such interesting hypotheses from labeled…
An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the…
Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approaches, the proposed method is derived from an approximation of…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
In massive multiple-input multiple-output (MIMO) systems, hybrid analog-digital (AD) beamforming can be used to attain a high directional gain without requiring a dedicated radio frequency (RF) chain for each antenna element, which…
In this paper, we investigate jointly sparse signal recovery and jointly sparse support recovery in Multiple Measurement Vector (MMV) models for complex signals, which arise in many applications in communications and signal processing.…
In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…
In this paper, channel estimation for millimeter wave (mmWave) massive multiple-input multiple-output (MIMO) systems with one-bit analog-to-digital converters (ADCs) is considered. In the mmWave band, the number of propagation paths is…
In this thesis, we investigate the problem of efficient data detection in large MIMO and high order MU-MIMO systems. First, near-optimal low-complexity detection algorithms are proposed for regular MIMO systems. Then, a family of…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Data-driven iterative learning control can achieve high performance for systems performing repeating tasks without the need for modeling. The aim of this paper is to develop a fast data-driven method for iterative learning control that is…
Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…