相关论文: Sampling via Gaussian Mixture Approximations

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are…

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

We describe the spectroscopic target selection for the Galaxy And Mass Assembly (GAMA) survey. The input catalogue is drawn from the Sloan Digital Sky Survey (SDSS) and UKIRT Infrared Deep Sky Survey (UKIDSS). The aim is to measure…

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Diffusion models optimized via variational inference (VI) have emerged as a promising tool for generating samples from unnormalized target densities. These models create samples by simulating a stochastic differential equation, starting…

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…

Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…

The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…

We propose a relative entropy gradient sampler (REGS) for sampling from unnormalized distributions. REGS is a particle method that seeks a sequence of simple nonlinear transforms iteratively pushing the initial samples from a reference…

We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

This article develops a general-purpose adaptive sampler that approximates the target density by a mixture of multivariate t densities. The adaptive sampler is based on reversible proposal distributions each of which has the mixture of…

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…

We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and…

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…