Related papers: Scaling up Dynamic Edge Partition Models via Stoch…

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…

Time-varying parameter (TVP) regression models can involve a huge number of coefficients. Careful prior elicitation is required to yield sensible posterior and predictive inferences. In addition, the computational demands of Markov Chain…

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Stochastic gradient MCMC (SGMCMC) offers a scalable alternative to traditional MCMC, by constructing an unbiased estimate of the gradient of the log-posterior with a small, uniformly-weighted subsample of the data. While efficient to…

Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…

This article investigates and compares three approaches to link prediction in colaboration networks, namely, an ERGM (Exponential Random Graph Model; Robins et al. 2007), a GCN (Graph Convolutional Network; Kipf and Welling 2017), and a…

I introduce a Markov chain Monte Carlo (MCMC) scheme in which sampling from a distribution with density pi(x) is done using updates operating on an "ensemble" of states. The current state x is first stochastically mapped to an ensemble,…

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Monte Carlo sampling of the canonical distribution presents a formidable challenge when the potential energy landscape is characterized by a large number of local minima separated by high barriers. The principal observation of this work is…

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

The graph-theoretical task of determining most likely inter-community edges based on disconnected subgraphs' intra-community connectivity is proposed. An algorithm is developed for this edge augmentation task, based on elevating the zero…

How can we analyze enormous networks including the Web and social networks which have hundreds of billions of nodes and edges? Network analyses have been conducted by various graph mining methods including shortest path computation,…

A new class of models for dynamic networks is proposed, called mutually exciting point process graphs (MEG). MEG is a scalable network-wide statistical model for point processes with dyadic marks, which can be used for anomaly detection…

Reliably learning group structures among nodes in network data is challenging in several applications. We are particularly motivated by studying covert networks that encode relationships among criminals. These data are subject to…

In this paper we address the problem of Monte Carlo approximation of posterior probability distributions in stochastic kinetic models (SKMs). SKMs are multivariate Markov jump processes that model the interactions among species in…

We investigate the widely encountered problem of detecting communities in multiplex networks, such as social networks, with an unknown arbitrary heterogeneous structure. To improve detectability, we propose a generative model that leverages…

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Many algorithms have been proposed in the last ten years for the discovery of dynamic communities. However, these methods are seldom compared between themselves. In this article, we propose a generator of dynamic graphs with planted…

The uniform sampling of simple graphs matching a prescribed degree sequence is an important tool in network science, e.g. to construct graph generators or null-models. Here, the Edge Switching Markov Chain (ES-MC) is a common choice. Given…

We propose a novel Markov chain Monte-Carlo (MCMC) method for reverse engineering the topological structure of stochastic reaction networks, a notoriously challenging problem that is relevant in many modern areas of research, like…