Related papers: Perfectly random sampling of truncated multinormal…

Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…

Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…

This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A…

This paper proposes an efficient implementation of the generalized labeled multi-Bernoulli (GLMB) filter by combining the prediction and update into a single step. In contrast to an earlier implementation that involves separate truncations…

The Gibbs Sampler is a general method for sampling high-dimensional distributions, dating back to Turchin, 1971. In each step of the Gibbs Sampler, we pick a random coordinate and re-sample that coordinate from the distribution induced by…

Grubbs and Weaver (JASA 42 (1947) 224--241) suggest a minimum-variance unbiased estimator for the population standard deviation of a normal random variable, where a random sample is drawn and a weighted sum of the ranges of subsamples is…

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

We introduce a new perfect sampling technique that can be applied to general Gibbs distributions and runs in linear time if the correlation decays faster than the neighborhood growth. In particular, in graphs with sub-exponential…

Gibbs sampling is a Markov chain Monte Carlo technique commonly used for estimating marginal distributions. To speed up Gibbs sampling, there has recently been interest in parallelizing it by executing asynchronously. While empirical…

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

GNM: The MCMC Jagger. A rocking awesome sampler. This python package is an affine invariant Markov chain Monte Carlo (MCMC) sampler based on the dynamic Gauss-Newton-Metropolis (GNM) algorithm. The GNM algorithm is specialized in sampling…

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…

We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…

In order to sample from a given target distribution (often of Gibbs type), the Monte Carlo Markov chain method consists in constructing an ergodic Markov process whose invariant measure is the target distribution. By sampling the Markov…

We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset $S \subseteq \R^d$. This core problem in truncated statistics has long history going back to…

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

This work introduces a class of rejection-free Markov chain Monte Carlo (MCMC) samplers, named the Bouncy Hybrid Sampler, which unifies several existing methods from the literature. Examples include the Bouncy Particle Sampler of Peters and…