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We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Computation · Statistics 2017-07-27 Roberto Fontana , Francesca Romana Crucinio

This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…

Optimization and Control · Mathematics 2025-05-21 Nahom Seyoum , Haoxiang You

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…

Methodology · Statistics 2025-03-06 Lucas Seiffert , Felipe Pereira

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Practitioners have access to an abundance of language models and prompting strategies for solving many language modeling tasks; yet prior work shows that modeling performance is highly sensitive to both choices. Classical machine learning…

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…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

Numerical Analysis · Mathematics 2026-04-27 Xuyuan Wang , Donglin Han

To ensure that text generated by large language models (LLMs) is in an expected format, constrained decoding proposes to enforce strict formal language constraints during generation. However, as we show in this work, not only do such…

Machine Learning · Computer Science 2024-03-13 Luca Beurer-Kellner , Marc Fischer , Martin Vechev

This paper introduces the Constrained Monte Carlo Tree Search (CMCTS) framework to enhance the mathematical reasoning capabilities of Large Language Models (LLM). By incorporating a constrained action space, Process Reward Model (PRM), and…

Computation and Language · Computer Science 2025-06-17 Qingwen Lin , Boyan Xu , Guimin Hu , Zijian Li , Zhifeng Hao , Keli Zhang , Ruichu Cai

Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

Computation · Statistics 2024-03-04 Liwei Wang , Xinru Liu , Aaron Smith , Yves Atchade

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

Streamlining constraints (or streamliners, for short) narrow the search space, enhancing the speed and feasibility of solving complex constraint satisfaction problems. Traditionally, streamliners were crafted manually or generated through…

Software Engineering · Computer Science 2025-11-19 Florentina Voboril , Vaidyanathan Peruvemba Ramaswamy , Stefan Szeider

Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…

This paper presents NgramMarkov, a variant of the Markov constraints. It is dedicated to text generation in constraint programming (CP). It involves a set of n-grams (i.e., sequence of n words) associated with probabilities given by a large…

Computation and Language · Computer Science 2024-08-06 Alexandre Bonlarron , Jean-Charles Régin

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Computation · Statistics 2017-10-30 Ajay Jasra , Kengo Kamatani , Kody Law , Yan Zhou

Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…

Astrophysics · Physics 2007-05-23 Anze Slosar , Michael Hobson