相关论文: Mini-Batch Gradient-Based MCMC for Decentralized M…

The multiple-input multiple-output (MIMO) receiver processing is a key technology for current and next-generation wireless communications. However, it faces significant challenges related to complexity and scalability as the number of…

Performing reliable Bayesian inference on a big data scale is becoming a keystone in the modern era of machine learning. A workhorse class of methods to achieve this task are Markov chain Monte Carlo (MCMC) algorithms and their design to…

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…

Algorithms for Massive MIMO uplink detection typically rely on a centralized approach, by which baseband data from all antennas modules are routed to a central node in order to be processed. In case of Massive MIMO, where hundreds or…

Multiple-input multiple-output (MIMO) systems will play a crucial role in future wireless communication, but improving their signal detection performance to increase transmission efficiency remains a challenge. To address this issue, we…

The problem of efficient modulation classification (MC) in multiple-input multiple-output (MIMO) systems is considered. Per-layer likelihood-based MC is proposed by employing subspace decomposition to partially decouple the transmitted…

Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…

The memristive crossbar array (MCA) has been successfully applied to accelerate matrix computations of signal detection in massive multiple-input multiple-output (MIMO) systems. However, the unique property of massive MIMO channel matrix…

In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in Bayesian computations. However, they need to access the full data set in order to evaluate the posterior density at every step of the algorithm. This results in a great…

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Sampling from the lattice Gaussian distribution plays an important role in various research fields. In this paper, the Markov chain Monte Carlo (MCMC)-based sampling technique is advanced in several fronts. Firstly, the spectral gap for the…