相关论文: Jump-Diffusion Langevin Dynamics for Multimodal Po…

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove a non-asymptotic upper bound on the mixing time of the Metropolis-adjusted Langevin algorithm (MALA). The method draws samples by…

We introduce the Velocity Jumps approach, denoted as JUMP, a new class of Molecular dynamics integrators, replacing the Langevin dynamics by a hybrid model combining a classical Langevin diffusion and a piecewise deterministic Markov…

In this paper, we introduce a new approach for integrating score-based models with the Metropolis-Hastings algorithm. While traditional score-based diffusion models excel in accurately learning the score function from data points, they lack…

Understanding how adult humans learn non-native speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions…

We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

This paper is concerned with sampling from probability distributions $\pi$ on $\mathbb{R}^d$ admitting a density of the form $\pi(x) \propto e^{-U(x)}$, where $U(x)=F(x)+G(Kx)$ with $K$ being a linear operator and $G$ being…

In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering. In this work, we introduce a novel algorithm that quantifies epistemic uncertainty via Monte Carlo sampling…

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates…

One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…

Monte Carlo sampling for Bayesian posterior inference is a common approach used in machine learning. The Markov Chain Monte Carlo procedures that are used are often discrete-time analogues of associated stochastic differential equations…

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…