Related papers: Stereographic Multiple-Try Metropolis
This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…
A new improved transfer matrix method (TMM) is presented. It is shown that the method not only overcomes the numerical instability found in the original TMM, but also greatly improves the scalability of computation. The new improved TMM has…
We study the benefits and limits of parallelised Markov chain Monte Carlo (MCMC) sampling in cosmology. MCMC methods are widely used for the estimation of cosmological parameters from a given set of observations and are typically based on…
Our goal here is threefold: [1] To present a new dense-stereo matching algorithm, tMGM, that by combining the hierarchical logic of tSGM with the support structure of MGM achieves 6-8\% performance improvement over the baseline SGM (these…
The discrete nature of transmitted symbols poses challenges for achieving optimal detection in multiple-input multiple-output (MIMO) systems associated with a large number of antennas. Recently, the combination of two powerful machine…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
Sampling from the lattice Gaussian distribution plays an important role in various research fields. In this paper, the Markov chain Monte Carlo (MCMC)-based sampling technique is advanced in several fronts. Firstly, the spectral gap for the…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
Symbolic regression aims to discover concise, interpretable mathematical expressions that satisfy desired objectives, such as fitting data, posing a highly combinatorial optimization problem. While genetic programming has been the dominant…
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…
This paper investigates the efficacy of a regularized multi-task learning (MTL) framework based on SVM (M-SVM) to answer whether MTL always provides reliable results and how MTL outperforms independent learning. We first find that M-SVM is…
Fitting stochastic kinetic models represented by Markov jump processes within the Bayesian paradigm is complicated by the intractability of the observed data likelihood. There has therefore been considerable attention given to the design of…
Decentralized optimization over directed networks is frequently challenged by asymmetric communication and the inherent high variance of stochastic gradients, which collectively cause severe oscillations and hinder algorithmic convergence.…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
Large language models (LLMs) have demonstrated remarkable capabilities in code generation and structured reasoning; however, their performance often degrades on complex tasks that require consistent multi-step planning. Recent work has…
We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesian inverse problems. In this context, the likelihood function…
An algorithm for sampling from non-log-concave multivariate distributions is proposed, which improves the adaptive rejection Metropolis sampling (ARMS) algorithm by incorporating the hit and run sampling. It is not rare that the ARMS is…
Multi-task learning (MTL) aims at learning related tasks in a unified model to achieve mutual improvement among tasks considering their shared knowledge. It is an important topic in recommendation due to the demand for multi-task prediction…
We aim to improve upon the exploration of the general-purpose random walk Metropolis algorithm when the target has non-convex support $A \subset \mathbb{R}^d$, by reusing proposals in $A^c$ which would otherwise be rejected. The algorithm…