Related papers: Bayesian Federated Learning with Hamiltonian Monte…
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…
We propose a modified coupled cluster Monte Carlo algorithm that stochastically samples connected terms within the truncated Baker--Campbell--Hausdorff expansion of the similarity transformed Hamiltonian by construction of coupled cluster…
The paper proposes a new hybrid Bayesian network learning algorithm, termed Forward Early Dropping Hill Climbing (FEDHC), devised to work with either continuous or categorical variables. Further, the paper manifests that the only…
Hierarchical Bayesian models based on Gaussian processes are considered useful for describing complex nonlinear statistical dependencies among variables in real-world data. However, effective Monte Carlo algorithms for inference with these…
Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
We propose a novel hierarchical Bayesian approach to Federated Learning (FL), where our model reasonably describes the generative process of clients' local data via hierarchical Bayesian modeling: constituting random variables of local…
We propose an optimization algorithm called Frictionless Hamiltonian Descent, which is a direct counterpart of classical Hamiltonian Monte Carlo in sampling. We analyze Frictionless Hamiltonian Descent for strongly convex quadratic…
Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…
We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…
In this work we combine two distinct machine learning methodologies, sequential Monte Carlo and Bayesian experimental design, and apply them to the problem of inferring the dynamical parameters of a quantum system. We design the algorithm…
Probabilistic programming uses programs to express generative models whose posterior probability is then computed by built-in inference engines. A challenging goal is to develop general purpose inference algorithms that work out-of-the-box…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…
Federated learning is a decentralized and privacy-preserving technique that enables multiple clients to collaborate with a server to learn a global model without exposing their private data. However, the presence of statistical…
This article introduces the Modified Parameterized Leapfrog Hamiltonian Monte Carlo (MPL-HMC) method, a novel extension of HMC addressing key limitations through tunable integration parameters $\alpha(\delta t)$ and $\beta(\delta t)$,…
Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…
The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all…