Related papers: Efficient Classical Sampling from Gaussian Boson S…

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Gaussian Graphical Models (GGMs) are widely used in high-dimensional data analysis to synthesize the interaction between variables. In many applications, such as genomics or image analysis, graphical models rely on sparsity and clustering…

A basic premise in graph signal processing (GSP) is that a graph encoding pairwise (anti-)correlations of the targeted signal as edge weights is exploited for graph filtering. However, existing fast graph sampling schemes are designed and…

In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…

The present work deals with active sampling of graph nodes representing training data for binary classification. The graph may be given or constructed using similarity measures among nodal features. Leveraging the graph for classification…

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

We consider the problem of generating uniformly random partitions of the vertex set of a graph such that every piece induces a connected subgraph. For the case where we want to have partitions with linearly many pieces of bounded size, we…

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

This work addresses the problem of graph learning from data following a Gaussian Graphical Model (GGM) with a time-varying mean. Graphical Lasso (GL), the standard method for estimating sparse precision matrices, assumes that the observed…

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a…

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Boson Sampling is the problem of sampling from the same distribution as indistinguishable single photons at the output of a linear optical interferometer. It is an example of a non-universal quantum computation which is believed to be…

Computational validation is vital for all large-scale quantum computers. One needs computers that are both fast and accurate. Here we apply precise, scalable, high order statistical tests to data from large Gaussian boson sampling (GBS)…

A new algorithm based on bayesian inference for learning local graph conductance based on Gaussian Process(GP) is given that uses advanced MCMC convergence ideas to create a scalable and fast algorithm for convergence to stationary…

Sampling from matrix generalized inverse Gaussian (MGIG) distributions is required in Markov Chain Monte Carlo (MCMC) algorithms for a variety of statistical models. However, an efficient sampling scheme for the MGIG distributions has not…

Subject of this paper is the simplification of Markov chain Monte Carlo sampling as used in Bayesian statistical inference by means of normalising flows, a machine learning method which is able to construct an invertible and differentiable…

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…