Related papers: Local Gibbs sampling beyond local uniformity

We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Gibbs sampling is one of the most popular Markov chain Monte Carlo algorithms because of its simplicity, scalability, and wide applicability within many fields of statistics, science, and engineering. In the labeled random finite sets…

Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…

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…

We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients through sampling from the variational distribution. This algorithm divides the problem of…

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…

Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…

Hybrid Gibbs samplers represent a prominent class of approximated Gibbs algorithms that utilize Markov chains to approximate conditional distributions, with the Metropolis-within-Gibbs algorithm standing out as a well-known example. Despite…

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

A sampling algorithm is presented that generates spin glass configurations of the 2D Edwards-Anderson Ising spin glass at finite temperature, with probabilities proportional to their Boltzmann weights. Such an algorithm overcomes the slow…

We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…

Sampling-based planners are effective in many real-world applications such as robotics manipulation, navigation, and even protein modeling. However, it is often challenging to generate a collision-free path in environments where key areas…

Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…

Sampling-based planning is the predominant paradigm for motion planning in robotics. Most sampling-based planners use a global random sampling scheme to guarantee probabilistic completeness. However, most schemes are often inefficient as…

Optimized sensing is important for computational imaging in low-resource environments, when images must be recovered from severely limited measurements. In this paper, we propose a physics-constrained, fully differentiable, autoencoder that…

We study sampling problems associated with potentials that lack smoothness. The potentials can be either convex or non-convex. Departing from the standard smooth setting, the potentials are only assumed to be weakly smooth or non-smooth, or…

We consider the Sherrington-Kirkpatrick model of spin glasses at high-temperature and no external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We prove that, for any inverse temperature…

Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…

We investigate how ideas from covariance localization in numerical weather prediction can be used in Markov chain Monte Carlo (MCMC) sampling of high-dimensional posterior distributions arising in Bayesian inverse problems. To localize an…