Related papers: Hybrid Geometry-Adaptive MCMC for Bayesian Inferen…
The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…
Given an unnormalized target distribution we want to obtain approximate samples from it and a tight lower bound on its (log) normalization constant log Z. Annealed Importance Sampling (AIS) with Hamiltonian MCMC is a powerful method that…
Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their scalability…
We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging…
In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g.,…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…
This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…
We develop a method for solving elliptic partial differential equations on surfaces described by CAD patches that may have gaps/overlaps. The method is based on hybridization using a three-dimensional mesh that covers the gap/overlap…
We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood approximated by the particle filter. Furthermore, an adapyive…
Learning representations of multimodal data that are both informative and robust to missing modalities at test time remains a challenging problem due to the inherent heterogeneity of data obtained from different channels. To address it, we…
In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…
The prediction of crack initiation and propagation in ductile failure processes are challenging tasks for the design and fabrication of metallic materials and structures on a large scale. Numerical aspects of ductile failure dictate a…
Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and…
Multidimensional imaging, capturing image data in more than two dimensions, has been an emerging field with diverse applications. Due to the limitation of two-dimensional detectors in obtaining the high-dimensional image data, computational…
Electromagnetic metasurface design based on far-field constraints without the complete knowledge of the fields on both sides of the metasurface is typically a time consuming and iterative process, which relies heavily on heuristics and ad…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…
We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…
The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…
Proposals for Metropolis-Hastings MCMC derived by discretizing Langevin diffusion or Hamiltonian dynamics are examples of stochastic autoregressive proposals that form a natural wider class of proposals with equivalent computability. We…
The Bose-Hubbard model effectively describes bosons on a lattice with on-site interactions and nearest-neighbour hopping, serving as a foundational framework for understanding strong particle interactions and the superfluid to Mott…