相关论文: Assessment of Gradient-Based Samplers in Standard …

Although the no-u-turn sampler (NUTS) is a widely adopted method for performing Bayesian inference, it requires numerous posterior gradients which can be expensive to compute in practice. Recently, there has been a significant interest in…

In this paper we present a novel implementation of Bayesian CMB component separation. We sample from the full posterior distribution using the No-U-Turn Sampler (NUTS), a gradient-based sampling algorithm. Alongside this, we introduce new…

When sampling for Bayesian inference, one popular approach is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS) which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS…

Analysts routinely use Bayesian hierarchical models to understand natural processes. The no-U-turn sampler (NUTS) is the most widely used algorithm to sample high-dimensional, continuously differentiable models. But NUTS is slowed by high…

It has been widely documented that the sampling and resampling steps in particle filters cannot be differentiated. The {\itshape reparameterisation trick} was introduced to allow the sampling step to be reformulated into a differentiable…

Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvature, due to their constant step size for leapfrog…

Dynamic structural equation modeling (DSEM) is widely used for analyzing intensive longitudinal data (ILD). Although many ILD have categorical (Bernoulli or binomially distributed) responses, currently available Metropolis-within-Gibbs…

Locally adapting parameters within Markov chain Monte Carlo methods while preserving reversibility is notoriously difficult. The success of the No-U-Turn Sampler (NUTS) largely stems from its clever local adaptation of the integration time…

In this work, we introduce the No-Underrun Sampler (NURS), a locally-adaptive, gradient-free Markov chain Monte Carlo method that blends ideas from Hit-and-Run and the No-U-Turn Sampler. NURS dynamically adapts to the local scale of the…

Sampling from high dimensional distributions is a computational bottleneck in many scientific applications. Hamiltonian Monte Carlo (HMC), and in particular the No-U-Turn Sampler (NUTS), are widely used, yet they struggle on problems with a…

Metropolis-Hastings estimates intractable expectations - can differentiating the algorithm estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not conventionally differentiable due to the discrete…

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a series of steps informed by first-order…

Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the…

We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested…

We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…

Field-level inference has emerged as a promising framework to fully harness the cosmological information encoded in next-generation galaxy surveys. It involves performing Bayesian inference to jointly estimate the cosmological parameters…

The No-U-Turn Sampler (NUTS) is the computational workhorse of modern Bayesian software libraries, yet its qualitative and quantitative convergence guarantees were established only recently. A significant gap remains in the theoretical…

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Neutrino mass constraints are a primary focus of current and future large-scale structure (LSS) surveys. Non-linear LSS models rely heavily on cosmological simulations -- the impact of massive neutrinos should therefore be included in these…

This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis-Hastings type Markov kernels widely used in statistical sampling problems. Our approach allows us to derive new classes of kernels which…