Related papers: Efficient Classical Sampling from Gaussian Boson S…

Given a graph $G$, the hard-core model defines a probability distribution over its independent sets, assigning to each set of size $k$ a probability of $\frac{\lambda^k}{Z}$, where $\lambda>0$ is a parameter known as the \emph{fugacity} and…

Given a sequence of convex functions $f_0, f_1, \ldots, f_T$, we study the problem of sampling from the Gibbs distribution $\pi_t \propto e^{-\sum_{k=0}^tf_k}$ for each epoch $t$ in an online manner. Interest in this problem derives from…

This paper introduces Polynomial Graphical Lasso (PGL), a new approach to learning graph structures from nodal signals. Our key contribution lies in modeling the signals as Gaussian and stationary on the graph, enabling the development of a…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…

We propose estimating Gaussian graphical models (GGMs) that are fair with respect to sensitive nodal attributes. Many real-world models exhibit unfair discriminatory behavior due to biases in data. Such discrimination is known to be…

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered…

This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…

Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary…

In the past decade, many Bayesian shrinkage models have been developed for linear regression problems where the number of covariates, $p$, is large. Computing the intractable posterior are often done with three-block Gibbs samplers (3BG),…

In this paper we give an explicit and algorithmic description of Graver basis for the toric ideal associated with a simple undirected graph and apply the basis for testing the beta model of random graphs by Markov chain Monte Carlo method.

In this paper, we study Bayesian approach for solving large scale linear inverse problems arising in various scientific and engineering fields. We propose a fused $L_{1/2}$ prior with edge-preserving and sparsity-promoting properties and…

We introduce a connection between a near-term quantum computing device, specifically a Gaussian boson sampler, and the graph isomorphism problem. We propose a scheme where graphs are encoded into quantum states of light, whose properties…

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

Validation of quantum advantage claims in the context of Gaussian Boson Sampling (GBS) currently relies on providing evidence that the experimental samples genuinely follow their corresponding ground truth, i.e., the theoretical model of…

We propose efficient classical algorithms which (strongly) simulate the action of bosonic linear optics circuits applied to superpositions of Gaussian states. Our approach relies on an augmented covariance matrix formalism to keep track of…