Related papers: Local Gibbs sampling beyond local uniformity
In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…
In this paper, we study the problem of sampling from a graphical model when the model itself is changing dynamically with time. This problem derives its interest from a variety of inference, learning, and sampling settings in machine…
Local constraint is closely related to the gauge field, so constrained models are usually effective low energy descriptions and important in condensed matter physics. On the other hand, local restriction hinders the application of numerical…
Numerous sophisticated local algorithm were suggested in the literature for various fundamental problems. Notable examples are the MIS and $(\Delta+1)$-coloring algorithms by Barenboim and Elkin [6], by Kuhn [22], and by Panconesi and…
We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…
Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
We propose a general framework for the estimation of observables with generative neural samplers focusing on modern deep generative neural networks that provide an exact sampling probability. In this framework, we present asymptotically…
Consider an algorithm performing a computation on a huge random object. Is it necessary to generate the entire object up front, or is it possible to provide query access to the object and sample it incrementally "on-the-fly"? Such an…
An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…
We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to…
Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…
Samplers are the backbone of the implementations of any randomised algorithm. Unfortunately, obtaining an efficient algorithm to test the correctness of samplers is very hard to find. Recently, in a series of works, testers like…
We develop a general deterministic distributed method for locally rounding fractional solutions of graph problems for which the analysis can be broken down into analyzing pairs of vertices. Roughly speaking, the method can transform…
Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…
In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the…
A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…
We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…
This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we…
Curve samplers are sampling algorithms that proceed by viewing the domain as a vector space over a finite field, and randomly picking a low-degree curve in it as the sample. Curve samplers exhibit a nice property besides the sampling…