相关论文: Metropolis-Hastings algorithm in joint-attention n…

In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…

When conducting Bayesian inference, delayed acceptance (DA) Metropolis-Hastings (MH) algorithms and DA pseudo-marginal MH algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased estimate…

Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

The Naming Games (NG) are agent-based models for agreement dynamics, peer pressure and herding in social networks, and protocol selection in autonomous ad-hoc sensor networks. By introducing a small noise term to the NG, the resulting…

Naming game simulates the process of naming an object by a single word, in which a population of communicating agents can reach global consensus asymptotically through iteratively pair-wise conversations. We propose an extension of the…

MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper a useful generalisation of the Delayed Acceptance approach,…

In the naming game, individuals or agents exchange pairwise local information in order to communicate about objects in their common environment. The goal of the game is to reach a consensus about naming these objects. Originally used to…

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper an approach to reduce the computational costs of such…

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Hypothesis Testing Minority Game (HMG) is a variant of the standard Minority Game (MG) that models the inertial behavior of agents in the market. In the earlier study of our group, we find that agents cooperate better in HMG than in the…

We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…

The general applicability and ease of use of the pseudo-marginal Metropolis--Hastings (PMMH) algorithm, and particle Metropolis--Hastings in particular, makes it a popular method for inference on discretely observed Markovian stochastic…

Humans use signs, e.g., sentences in a spoken language, for communication and thought. Hence, symbol systems like language are crucial for our communication with other agents and adaptation to our real-world environment. The symbol systems…

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…

Humans are sensitive to suspicious coincidences when generalizing inductively over data, as they make assumptions as to how the data was sampled. This results in smaller, more specific hypotheses being favored over more general ones. For…

Naming game simulates the process of naming an objective by a population of agents organized in a certain communication network topology. By pair-wise iterative interactions, the population reaches a consensus state asymptotically. In this…