相关论文: Prior specification of neighbourhood and interacti…

This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…

Statistical Relational Learning (SRL) models have attracted significant attention due to their ability to model complex data while handling uncertainty. However, most of these models have been limited to discrete domains due to their…

Motivated by the physics of strings and branes, we develop a class of Markov chain Monte Carlo (MCMC) algorithms involving extended objects. Starting from a collection of parallel Metropolis-Hastings (MH) samplers, we place them on an…

Markov networks are widely studied and used throughout multivariate statistics and computer science. In particular, the problem of learning the structure of Markov networks from data without invoking chordality assumptions in order to…

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…

A new class of nonparametric prior distributions, termed Beta-Binomial stick-breaking process, is proposed. By allowing the underlying length random variables to be dependent through a Beta marginals Markov chain, an appealing discrete…

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

The Markov chain random field (MCRF) model/theory provides a non-linear spatial Bayesian updating solution at the neighborhood nearest data level for simulating categorical spatial variables. In the MCRF solution, the spatial dependencies…

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

In this paper, we introduce a reversible version of a genetically modified mode jumping Markov chain Monte Carlo algorithm (GMJMCMC) for inference on posterior model probabilities in complex model spaces, where the number of explanatory…

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Markov chain Monte Carlo (MCMC) sampling of posterior distributions arising in Bayesian inverse problems is challenging when evaluations of the forward model are computationally expensive. Replacing the forward model with a low-cost,…

We consider the problem of estimating the interacting neighborhood of a Markov Random Field model with finite support and homogeneous pairwise interactions based on relative positions of a two-dimensional lattice. Using a Bayesian…

The construction of objective priors is, at best, challenging for multidimensional parameter spaces. A common practice is to assume independence and set up the joint prior as the product of marginal distributions obtained via "standard"…

Gaussian graphical models are useful tools for conditional independence structure inference of multivariate random variables. Unfortunately, Bayesian inference of latent graph structures is challenging due to exponential growth of…

The reversible jump Markov chain Monte Carlo (RJMCMC) method offers an across-model simulation approach for Bayesian estimation and model comparison, by exploring the sampling space that consists of several models of possibly varying…