Related papers: SAT-sampling for statistical significance testing …

In this work, we introduce a novel GPU-accelerated circuit satisfiability (CircuitSAT) sampling technique for sequential circuits. This work is motivated by the requirement in constrained random verification (CRV) to generate input stimuli…

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

We propose to use local search algorithms to produce SAT instances which are harder to solve than randomly generated k-CNF formulae. The first results, obtained with rudimentary search algorithms, show that the approach deserves further…

In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…

Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…

In geostatistics, Gaussian random fields are often used to model heterogeneities of soil or subsurface parameters. To give spatial approximations of these random fields, they are discretized. Then, different techniques of geostatistical…

Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the…

Markov chain Monte Carlo (MCMC) algorithms for hidden Markov models often rely on the forward-backward sampler. This makes them computationally slow as the length of the time series increases, motivating the development of…

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

A valuable step in the modeling of multiscale dynamical systems in fields such as computational chemistry, biology, materials science and more, is the representative sampling of the phase space over long timescales of interest; this task is…

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 this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Particle degeneracy can hinder the use of SMC when the target distribution is highly constrained or multimodal. As a motivating…

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

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…

The perceived advantage of machine learning (ML) models is that they are flexible and can incorporate a large number of features. However, many of these are typically correlated or dependent, and incorporating all of them can hinder model…

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Markov chain Monte Carlo (MCMC) produces a correlated sample for estimating expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities?…