相关论文: Scalable MCMC Sampling for Nonsymmetric Determinan…

We present a new parallel algorithm for probabilistic graphical model optimization. The algorithm relies on data-parallel primitives (DPPs), which provide portable performance over hardware architecture. We evaluate results on CPUs and GPUs…

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

Sampling a random permutation with restricted positions, or equivalently approximating the permanent of a 0-1 matrix, is a fundamental problem in computer science, with several notable results achieved over the years. However, existing…

Learning rich skills under the option framework without supervision of external rewards is at the frontier of reinforcement learning research. Existing works mainly fall into two distinctive categories: variational option discovery that…

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

In order to tackle the problem of sampling from heavy tailed, high dimensional distributions via Markov Chain Monte Carlo (MCMC) methods, Yang, Latuszy\'nski, and Roberts (2022) (arXiv:2205.12112) introduces the stereographic projection as…

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

Large dimensional least-squares and regularised least-squares problems are expensive to solve. There exist many approximate techniques, some deterministic (like conjugate gradient), some stochastic (like stochastic gradient descent). Among…

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy…

Advances in deep neural network (DNN) based molecular property prediction have recently led to the development of models of remarkable accuracy and generalization ability, with graph convolution neural networks (GCNNs) reporting…

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…

A multiply-accumulate (MAC) operation is the main computation unit for DSP applications. DSP blocks are one of the efficient solutions to implement MACs in FPGA's. However, since the DSP blocks have wide multiplier and adder blocks, MAC…

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

We propose discrete determinantal point processes (DPPs) for priors on the model parameter in Bayesian variable selection. By our variable selection method, collinear predictors are less likely to be selected simultaneously because of the…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…