Related papers: PolytopeWalk: Sparse MCMC Sampling over Polytopes

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have…

Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

Decomposing a flow on a Directed Acyclic Graph (DAG) into a weighted sum of a small number of paths is an essential task in operations research and bioinformatics. This problem, referred to as Sparse Flow Decomposition (SFD), has gained…

This paper proposes Scalene, a profiler specialized for Python. Scalene combines a suite of innovations to precisely and simultaneously profile CPU, memory, and GPU usage, all with low overhead. Scalene's CPU and memory profilers help…

This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…

We introduce Multiproposal Elliptical Slice Sampling, a self-tuning multiproposal Markov chain Monte Carlo method for Bayesian inference with Gaussian priors. Our method generalizes the Elliptical Slice Sampling algorithm by 1) allowing…

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Applying iterative solvers on sparsity-constrained optimization (SCO) requires tedious mathematical deduction and careful programming/debugging that hinders these solvers' broad impact. In the paper, the library skscope is introduced to…

We develop, analyze, implement, and compare new algorithms for creating $\varepsilon$-samples of range spaces defined by halfspaces which have size sub-quadratic in $1/\varepsilon$, and have runtime linear in the input size and…

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

We present the umbrella sampling (US) technique and show that it can be used to sample extremely low probability areas of the posterior distribution that may be required in statistical analyses of data. In this approach sampling of the…

Accurate polyp segmentation in colonoscopy is essential for early colorectal cancer detection, yet real-world clinical environments pose persistent challenges such as motion blur, specular reflections, and illumination instability. Most…

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

We present a highly scalable algorithm for multiplying sparse multivariate polynomials represented in a distributed format. This algo- rithm targets not only the shared memory multicore computers, but also computers clusters or specialized…

In an era where big and high-dimensional data is readily available, data scientists are inevitably faced with the challenge of reducing this data for expensive downstream computation or analysis. To this end, we present here a new method…

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…