相关论文: Umbrella sampling: a powerful method to sample tai…

Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…

We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction…

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for…

In a multifidelity setting, data are available under the same conditions from two (or more) sources, e.g. computer codes, one being lower-fidelity but computationally cheaper, and the other higher-fidelity and more expensive. This work…

We propose a unified mixture sampler (UMS) that provides a universal estimation framework for nonlinear state-space models with "exp-exp" likelihood kernels. Unlike existing methods that require deriving new mixture approximations for each…

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Faced with massive data, subsampling is a commonly used technique to improve computational efficiency, and using nonuniform subsampling probabilities is an effective approach to improve estimation efficiency. For computational efficiency,…

Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive…

A common problem in Bayesian inference is the sampling of target probability distributions at sufficient resolution and accuracy to estimate the probability density, and to compute credible regions. Often by construction, many target…

The local pivotal method (LPM) is a successful sampling method for taking well-spread samples from discrete populations. We show how the LPM can be utilized to sample from arbitrary continuous distributions and thereby give powerful…

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…

To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…

Diffusion models have excellent capacity to model complex distributions of natural data, which has made them a popular and effective choice for posterior sampling in imaging inverse problems. Existing methods can incorporate any measurement…

Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest…

Geographical data are generally autocorrelated. In this case, it is preferable to select spread units. In this paper, we propose a new method for selecting well-spread samples from a finite spatial population with equal or unequal inclusion…

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability…