Related papers: Accurate and Efficient MCMC for Latent Position Mo…

In recent years, pre-trained large language models (LLMs) have demonstrated remarkable efficiency in achieving an inference-time few-shot learning capability known as in-context learning. However, existing literature has highlighted the…

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Bayesian inference for hierarchical models can be very challenging. MCMC methods have difficulty scaling to large models with many observations and latent variables. While variational inference (VI) and reweighted wake-sleep (RWS) can be…

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Latent Euclidean embedding models a given network by representing each node in a Euclidean space, where the probability of two nodes sharing an edge is a function of the distances between the nodes. This implies that for two nodes to share…

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…

In this paper, we begin the exploration of vertex-ordering problems through the lens of exponential-time approximation algorithms. In particular, we ask the following question: Can we simultaneously beat the running times of the fastest…

The parametric shortest path problem is to find the shortest paths in graph where the edge costs are of the form w_ij+lambda where each w_ij is constant and lambda is a parameter that varies. The problem is to find shortest path trees for…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Recent work in theoretical computer science and scientific computing has focused on nearly-linear-time algorithms for solving systems of linear equations. While introducing several novel theoretical perspectives, this work has yet to lead…

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…

This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…

Graph alignment aims at finding the vertex correspondence between two correlated graphs, a task that frequently occurs in graph mining applications such as social network analysis. Attributed graph alignment is a variant of graph alignment,…

The Massively Parallel Computation (MPC) model serves as a common abstraction of many modern large-scale parallel computation frameworks and has recently gained a lot of importance, especially in the context of classic graph problems.…

We present a new interior-point potential-reduction algorithm for solving monotone linear complementarity problems (LCPs) that have a particular special structure: their matrix $M\in{\mathbb R}^{n\times n}$ can be decomposed as $M=\Phi U +…

Recurrent Neural Networks and in particular Long Short-Term Memory (LSTM) networks have demonstrated state-of-the-art accuracy in several emerging Artificial Intelligence tasks. However, the models are becoming increasingly demanding in…

The rate constant matrix contraction (RCMC) method, proposed by Sumiya et al. (2015, 2017), enables fast and numerically stable simulations of chemical kinetics on large-scale reaction path networks. Later, Iwata et al. (2023)…

Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.),…