Related papers: SAT-sampling for statistical significance testing …
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…
In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of…
Sampling occupies an important position in theories of various scientific fields, and Markov chain Monte Carlo (MCMC) provides the most common technique of sampling. In the progress of MCMC, a huge number of studies have aimed the…
Motivated by the problem of exploring discrete but very complex state spaces in Bayesian models, we propose a novel Markov Chain Monte Carlo search algorithm: the taxicab sampler. We describe the construction of this sampler and discuss how…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…
A novel parallel algorithm for solving the classical Decision Boolean Satisfiability problem with clauses in conjunctive normal form is depicted. My approach for solving SAT is without using algebra or other computational search strategies…
In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…
Many constraint satisfaction and optimisation problems can be solved effectively by encoding them as instances of the Boolean Satisfiability problem (SAT). However, even the simplest types of constraints have many encodings in the…
In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
In this comment on "Solving Statistical Mechanics Using Variational Autoregressive Networks" by Wu et al., we propose a subtle yet powerful modification of their approach. We show that the inherent sampling error of their method can be…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the…
Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…
We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…
Discrete variables are common in many applications, such as probabilistic reasoning, planning and explainable AI. When symbolic reasoning techniques are brought in to bear on these applications, a standard technique for handling discrete…
In this paper, we introduce the fundamental notion of a Markov basis, which is one of the first connections between commutative algebra and statistics. The notion of a Markov basis is first introduced by Diaconis and Sturmfels (1998) for…
When creating benchmarks for SAT solvers, we need SAT instances that are easy to build but hard to solve. A recent development in the search for such methods has led to the Balanced SAT algorithm, which can create k-SAT instances with m…
Sorting networks are oblivious sorting algorithms with many practical applications and rich theoretical properties. Propositional encodings of sorting networks are a key tool for proving concrete bounds on the minimum number of comparators…