相关论文: Improving Gibbs Sampler Scan Quality with DoGS

The particle-based, rapid incremental smoother (PARIS) is a sequential Monte Carlo technique allowing for efficient online approximation of expectations of additive functionals under Feynman--Kac path distributions. Under weak assumptions,…

Bayesian analysis of data from the general linear mixed model is challenging because any nontrivial prior leads to an intractable posterior density. However, if a conditionally conjugate prior density is adopted, then there is a simple…

Recently, Eldan, Koehler, and Zeitouni (2020) showed that Glauber dynamics mixes rapidly for general Ising models so long as the difference between the largest and smallest eigenvalues of the coupling matrix is at most $1 - \epsilon$ for…

The Griddy Gibbs sampling was proposed by Ritter and Tanner (1992) as a computationally efficient approximation of the well-known Gibbs sampling method. The algorithm is simple and effective and has been used successfully to address…

Local approximations are popular methods to scale Gaussian processes (GPs) to big data. Local approximations reduce time complexity by dividing the original dataset into subsets and training a local expert on each subset. Aggregating the…

Gibbs sampling repeatedly samples from the conditional distribution of one variable, x_i, given other variables, either choosing i randomly, or updating sequentially using some systematic or random order. When x_i is discrete, a Gibbs…

We present a Gibbs sampler for the Dempster-Shafer (DS) approach to statistical inference for Categorical distributions. The DS framework extends the Bayesian approach, allows in particular the use of partial prior information, and yields…

We study the convergence properties of a collapsed Gibbs sampler for Bayesian vector autoregressions with predictors, or exogenous variables. The Markov chain generated by our algorithm is shown to be geometrically ergodic regardless of…

Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…

The performance of Markov chain Monte Carlo samplers strongly depends on the properties of the target distribution such as its covariance structure, the location of its probability mass and its tail behavior. We explore the use of bijective…

Optimized sensing is important for computational imaging in low-resource environments, when images must be recovered from severely limited measurements. In this paper, we propose a physics-constrained, fully differentiable, autoencoder that…

Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We…

Gaussian boson sampling (GBS) has emerged as a promising quantum computing paradigm, demonstrating its potential in various applications. However, most existing works focus on theoretical aspects or simple tasks, with limited exploration of…

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

We explore the use of Gibbs sampling in estimating the noise properties of individual pulsars and illustrate its effectiveness using the NANOGrav 11-year data set. We find that Gibbs sampling noise modeling (GM) is more efficient than the…

We investigate the systematic mechanism for designing fast mixing Markov chain Monte Carlo algorithms to sample from discrete point processes under the Dobrushin uniqueness condition for Gibbs measures. Discrete point processes are defined…

IRGAN is an information retrieval (IR) modeling approach that uses a theoretical minimax game between a generative and a discriminative model to iteratively optimize both of them, hence unifying the generative and discriminative approaches.…

Measuring di-Higgs production in the four-bottom channel is challenged by overwhelming QCD backgrounds and imperfect simulations. We develop a Bayesian mixture model that simultaneously infers signal and background fractions and their…

The emergence of big data has led to a growing interest in so-called convergence complexity analysis, which is the study of how the convergence rate of a Monte Carlo Markov chain (for an intractable Bayesian posterior distribution) scales…