相关论文: Relative Jump Distance: a diagnostic for Nested Sa…

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…

Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of…

Respondent-driven sampling (RDS) is a popular method for sampling hard-to-survey populations that leverages social network connections through peer recruitment. While RDS is most frequently applied to estimate the prevalence of infections…

Respondent-Driven Sampling (RDS) employs a variant of a link-tracing network sampling strategy to collect data from hard-to-reach populations. By tracing the links in the underlying social network, the process exploits the social structure…

Distribution matching is central to many vision and graphics tasks, where the widely used Wasserstein distance is too costly to compute for high dimensional distributions. The Sliced Wasserstein Distance (SWD) offers a scalable alternative,…

We consider the paradigm of unsupervised anomaly detection, which involves the identification of anomalies within a dataset in the absence of labeled examples. Though distance-based methods are top-performing for unsupervised anomaly…

Training a modern deep neural network on massive labeled samples is the main paradigm in solving the scene classification problem for remote sensing, but learning from only a few data points remains a challenge. Existing methods for…

Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov Chain Monte Carlo (rjMCMC), it is possible to vary this…

Using the discrepancy metric, we analyze the rate of convergence of a random walk on the circle generated by d rotations, and establish sharp rates that show that badly approximable d-tuples in R^d give rise to walks with the fastest…

We present dynesty, a public, open-source, Python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using Dynamic Nested Sampling. By adaptively allocating samples based on posterior structure, Dynamic Nested…

We propose a graph-based clustering method based on Cluster Catch Digraphs (CCDs) that extends their applicability to moderate-dimensional data settings. Existing CCD variants, such as RK-CCDs, rely on spatial randomness tests based on…

Nested regular path queries are used for querying graph databases and RDF triple stores. We propose a new algorithm for evaluating nested regular path queries on a graph from a set of start nodes in combined linear time. We show that this…

Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while…

Randomized matrix algorithms have become workhorse tools in scientific computing and machine learning. To use these algorithms safely in applications, they should be coupled with posterior error estimates to assess the quality of the…

The reversible jump Markov chain Monte Carlo (RJMCMC) method offers an across-model simulation approach for Bayesian estimation and model comparison, by exploring the sampling space that consists of several models of possibly varying…

Community detection becomes an important problem with the booming of social networks. The Medoid-Shift algorithm preserves the benefits of Mean-Shift and can be applied to problems based on distance matrix, such as community detection. One…

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Approximate K Nearest Neighbor (AKNN) search in high-dimensional spaces is a critical yet challenging problem. In AKNN search, distance computation is the core task that dominates the runtime. Existing approaches typically use approximate…

In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…