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Another facet of the elegant link between random processes on graphs and Laplacian-based numerical linear algebra is uncovered: based on random spanning forests, novel Monte-Carlo estimators for graph signal smoothing are proposed. These…

Discrete Mathematics · Computer Science 2020-02-06 Yusuf Y. Pilavci , Pierre-Olivier Amblard , Simon Barthelmé , Nicolas Tremblay

Incorporating information about the target distribution in proposal mechanisms generally produces efficient Markov chain Monte Carlo algorithms (or at least, algorithms that are more efficient than uninformed counterparts). For instance, it…

Computation · Statistics 2021-08-27 Philippe Gagnon

Sequential Monte Carlo has become a standard tool for Bayesian Inference of complex models. This approach can be computationally demanding, especially when initialized from the prior distribution. On the other hand, deter-ministic…

Methodology · Statistics 2017-07-26 Sophie Donnet , Stéphane Robin

We present network embedding algorithms that capture information about a node from the local distribution over node attributes around it, as observed over random walks following an approach similar to Skip-gram. Observations from…

Machine Learning · Computer Science 2021-03-23 Benedek Rozemberczki , Carl Allen , Rik Sarkar

Node embeddings have become an ubiquitous technique for representing graph data in a low dimensional space. Graph autoencoders, as one of the widely adapted deep models, have been proposed to learn graph embeddings in an unsupervised way by…

Machine Learning · Computer Science 2019-08-13 Vaibhav , Po-Yao Huang , Robert Frederking

Full Bayesian computational inference for model determination in undirected graphical models is currently restricted to decomposable graphs, except for problems of very small scale. In this paper we develop new, more efficient methodology…

Computation · Statistics 2012-06-05 Peter J. Green , Alun Thomas

Recently there has been much interest in graph-based learning, with applications in collaborative filtering for recommender networks, link prediction for social networks and fraud detection. These networks can consist of millions of…

Social and Information Networks · Computer Science 2012-06-26 Purnamrita Sarkar , Andrew Moore

Predicting links in complex networks has been one of the essential topics within the realm of data mining and science discovery over the past few years. This problem remains an attempt to identify future, deleted, and redundant links using…

Social and Information Networks · Computer Science 2021-05-21 Kamal Berahmand , Elahe Nasiri , Saman Forouzandeh , Yuefeng Li

We propose a principled method for autoencoding with random forests. Our strategy builds on foundational results from nonparametric statistics and spectral graph theory to learn a low-dimensional embedding of the model that optimally…

Machine Learning · Statistics 2026-01-16 Binh Duc Vu , Jan Kapar , Marvin Wright , David S. Watson

According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…

Probability · Mathematics 2023-12-05 Simon Schwarz , Michael Herrmann , Anja Sturm , Max Wardetzky

Approximate Thompson sampling with Langevin Monte Carlo broadens its reach from Gaussian posterior sampling to encompass more general smooth posteriors. However, it still encounters scalability issues in high-dimensional problems when…

Machine Learning · Statistics 2024-06-24 Haoyang Zheng , Wei Deng , Christian Moya , Guang Lin

Vector autoregression has been widely used for modeling and analysis of multivariate time series data. In high-dimensional settings, model parameter regularization schemes inducing sparsity yield interpretable models and achieved good…

Methodology · Statistics 2023-06-08 Leo L. Duan , Zeyu Yuwen , George Michailidis , Zhengwu Zhang

We extend the Aldous-Broder algorithm to generate the wired uniform spanning forests (WUSFs) of infinite, transient graphs. We do this by replacing the simple random walk in the classical algorithm with Sznitman's random interlacement…

Probability · Mathematics 2018-05-01 Tom Hutchcroft

We develop a novel method for measuring the similarity between complete weighted graphs, which are probed by means of discrete-time quantum walks. Directly probing complete graphs using discrete-time quantum walks is intractable due to the…

Data Structures and Algorithms · Computer Science 2019-05-01 Lu Bai , Luca Rossi , Lixin Cui , Jian Cheng , Edwin R. Hancock

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

We apply the power-of-two-choices paradigm to a random walk on a graph: rather than moving to a uniform random neighbour at each step, a controller is allowed to choose from two independent uniform random neighbours. We prove that this…

Discrete Mathematics · Computer Science 2023-06-22 Agelos Georgakopoulos , John Haslegrave , Thomas Sauerwald , John Sylvester

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

For $\lambda>0$, we define a $\lambda$-damped random walk to be a random walk that is started from a random vertex of a graph and stopped at each step with probability $\frac{\lambda}{1+\lambda}$, otherwise continued with probability…

Probability · Mathematics 2012-01-17 Madhav Desai , Hariharan Narayanan

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…

Social and Information Networks · Computer Science 2021-10-27 Omri Ben-Eliezer , Talya Eden , Joel Oren , Dimitris Fotakis