相关论文: Sequential Stratified Regeneration: MCMC for Large…

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Graphs are ubiquitous real-world data structures, and generative models that approximate distributions over graphs and derive new samples from them have significant importance. Among the known challenges in graph generation tasks,…

In the realm of generative models for graphs, extensive research has been conducted. However, most existing methods struggle with large graphs due to the complexity of representing the entire joint distribution across all node pairs and…

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…

Stochastic processes on complex networks, where each node is in one of several compartments, and neighboring nodes interact with each other, can be used to describe a variety of real-world spreading phenomena. However, computational…

Subgraph counting aims to count occurrences of a template T in a given network G(V, E). It is a powerful graph analysis tool and has found real-world applications in diverse domains. Scaling subgraph counting problems is known to be memory…

As the popularity of graph data increases, there is a growing need to count the occurrences of subgraph patterns of interest, for a variety of applications. Many graphs are massive in scale and also fully dynamic (with insertions and…

From basic considerations of the Lie group that preserves a target probability measure, we derive the Barker, Metropolis, and ensemble Markov chain Monte Carlo (MCMC) algorithms, as well as variants of waste-recycling Metropolis-Hastings…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…

We develop a new Markov chain on graph partitions that makes relatively global moves yet is computationally feasible to be used as the proposal in the Metropolis-Hastings method. Our resulting algorithm can be made reversible and able to…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Exploratory analysis over network data is often limited by the ability to efficiently calculate graph statistics, which can provide a model-free understanding of the macroscopic properties of a network. We introduce a framework for…

Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which…

Computing subgraph frequencies is a fundamental task that lies at the core of several network analysis methodologies, such as network motifs and graphlet-based metrics, which have been widely used to categorize and compare networks from…

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…