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We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…
In multi-robot informative path planning the problem is to find a route for each robot in a team to visit a set of locations that can provide the most useful data to reconstruct an unknown scalar field. In the budgeted version, each robot…
With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…
Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…
The multi-robot adaptive sampling problem aims at finding trajectories for a team of robots to efficiently sample the phenomenon of interest within a given endurance budget of the robots. In this paper, we propose a robust and scalable…
Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…
Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…
In this paper, we consider a multi-user multiple-input multiple-output (MIMO) system aided by multiple intelligent reflecting surfaces (IRSs) that are deployed to increase the coverage and, possibly, the rank of the channel. We propose an…
We introduce a new Markov chain Monte Carlo (MCMC) sampler called the Markov Interacting Importance Sampler (MIIS). The MIIS sampler uses conditional importance sampling (IS) approximations to jointly sample the current state of the Markov…
Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient…
Multi-agent reinforcement learning (MARL) methods have achieved state-of-the-art results on a range of multi-agent tasks. Yet, MARL algorithms typically require significantly more environment interactions than their single-agent…
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…
Slice Sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling's performance is highly sensitive to the…
Intelligent reflecting surface (IRS) is a potential candidate for massive multiple-input multiple-output (MIMO) 2.0 technology due to its low cost, ease of deployment, energy efficiency and extended coverage. This chapter investigates the…
Given a sequence of observations from a discrete-time, finite-state hidden Markov model, we would like to estimate the sampling distribution of a statistic. The bootstrap method is employed to approximate the confidence regions of a…
Identifying the underlying models in a set of data points contaminated by noise and outliers, leads to a highly complex multi-model fitting problem. This problem can be posed as a clustering problem by the projection of higher order…
This article deals with the spatio-temporal sensors deployment in order to maximize detection probability of an intelligent and randomly moving target in an area under surveillance. Our work is based on the rare events simulation framework.…
We propose a new framework for efficiently sampling from complex probability distributions using a combination of normalizing flows and elliptical slice sampling (Murray et al., 2010). The central idea is to learn a diffeomorphism, through…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
Importance sampling (IS) is a Monte Carlo technique for the approximation of intractable distributions and integrals with respect to them. The origin of IS dates from the early 1950s. In the last decades, the rise of the Bayesian paradigm…