相关论文: Beyond Random Walk and Metropolis-Hastings Sampler…

Given a large graph, how can we determine similarity between nodes in a fast and accurate way? Random walk with restart (RWR) is a popular measure for this purpose and has been exploited in numerous data mining applications including…

Network meta-analysis (NMA) is a central tool for evidence synthesis in clinical research. The results of an NMA depend critically on the quality of evidence being pooled. In assessing the validity of an NMA, it is therefore important to…

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Graph embedding based on random-walks supports effective solutions for many graph-related downstream tasks. However, the abundance of embedding literature has made it increasingly difficult to compare existing methods and to identify…

For sufficiently smooth targets of product form it is known that the variance of a single coordinate of the proposal in RWM (Random walk Metropolis) and MALA (Metropolis adjusted Langevin algorithm) should optimally scale as $n^{-1}$ and as…

Node embeddings have become an ubiquitous technique for representing graph data in a low dimensional space. Graph autoencoders, as one of the widely adapted deep models, have been proposed to learn graph embeddings in an unsupervised way by…

In recent years, graph neural networks (GNNs) have gained increasing popularity and have shown very promising results for data that are represented by graphs. The majority of GNN architectures are designed based on developing new…

A hypergraph is a generalization of a graph that arises naturally when attribute-sharing among entities is considered. Compared to graphs, hypergraphs have the distinct advantage that they contain explicit communities and are more…

Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while…

Eigenvalues of a graph are of high interest in graph analytics for Big Data due to their relevance to many important properties of the graph including network resilience, community detection and the speed of viral propagation. Accurate…

Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…

MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper a useful generalisation of the Delayed Acceptance approach,…

Hypergraph has been selected as a powerful candidate for characterizing higher-order networks and has received increasing attention in recent years. In this article, we study random walks with resetting on hypergraph by utilizing spectral…

When conducting Bayesian inference, delayed acceptance (DA) Metropolis-Hastings (MH) algorithms and DA pseudo-marginal MH algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased estimate…

We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra computational cost. This results in a general, convenient,…

In this work, we propose Random Walk-steered Majority Undersampling (RWMaU), which undersamples the majority points of a class imbalanced dataset, in order to balance the classes. Rather than marking the majority points which belong to the…

Given a time-evolving graph, how can we track similarity between nodes in a fast and accurate way, with theoretical guarantees on the convergence and the error? Random Walk with Restart (RWR) is a popular measure to estimate the similarity…

We examine the behaviour of the pseudo-marginal random walk Metropolis algorithm, where evaluations of the target density for the accept/reject probability are estimated rather than computed precisely. Under relatively general conditions on…

Estimating distributions of node characteristics (labels) such as number of connections or citizenship of users in a social network via edge and node sampling is a vital part of the study of complex networks. Due to its low cost, sampling…

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…