相关论文: Accurate and Efficient MCMC for Latent Position Mo…

In latent-position random graph models (LPMs), latent vertex positions $U_{1},\ldots,U_{n}$ are sampled from some distribution on a latent space $\Omega$, then edges of an observed graph $G = ([n],E)$ are sampled with some probability…

Over the last two decades, the Latent Position Model (LPM) has become a prominent tool to obtain model-based visualizations of networks. However, the geometric structure of the LPM is inherently symmetric, in the sense that outgoing and…

Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Latent position network models are a versatile tool in network science; applications include clustering entities, controlling for causal confounders, and defining priors over unobserved graphs. Estimating each node's latent position is…

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

The study of approximate matching in the Massively Parallel Computations (MPC) model has recently seen a burst of breakthroughs. Despite this progress, however, we still have a far more limited understanding of maximal matching which is one…

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

We study the allocation problem in the Massively Parallel Computation (MPC) model. This problem is a special case of $b$-matching, in which the input is a bipartite graph with capacities greater than $1$ in only one part of the bipartition.…

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…

We consider the problem of efficiently scheduling jobs with precedence constraints on a set of identical machines in the presence of a uniform communication delay. Such precedence-constrained jobs can be modeled as a directed acyclic graph,…

Minimum-weight perfect matching (MWPM) has been been the primary classical algorithm for error correction in the surface code, since it is of low runtime complexity and achieves relatively low logical error rates [Phys. Rev. Lett. 108,…

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

As massive graphs become more prevalent, there is a rapidly growing need for scalable algorithms that solve classical graph problems, such as maximum matching and minimum vertex cover, on large datasets. For massive inputs, several…

In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…