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

We present fast algorithms for approximate shortest paths in the massively parallel computation (MPC) model. We provide randomized algorithms that take $poly(\log{\log{n}})$ rounds in the near-linear memory MPC model. Our results are for…

Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…

We study the problem of scheduling $m$ tasks to $n$ selfish, unrelated machines in order to minimize the makespan, where the execution times are independent random variables, identical across machines. We show that the VCG mechanism, which…

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

Randomized greedy algorithms form one of the simplest yet most effective approaches for computing approximate matchings in graphs. In this paper, we focus on the class of vertex-iterative (VI) randomized greedy matching algorithms, which…

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

We give algorithms for geometric graph problems in the modern parallel models inspired by MapReduce. For example, for the Minimum Spanning Tree (MST) problem over a set of points in the two-dimensional space, our algorithm computes a…

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Maximum bipartite matching (MBM) is a fundamental problem in combinatorial optimization with a long and rich history. A classic result of Hopcroft and Karp (1973) provides an $O(m \sqrt{n})$-time algorithm for the problem, where $n$ and $m$…

Graph problems are troublesome when it comes to MapReduce. Typically, to be able to design algorithms that make use of the advantages of MapReduce, assumptions beyond what the model imposes, such as the density of the input graph, are…

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte…

Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without…

Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

A fundamental question that shrouds the emergence of massively parallel computing (MPC) platforms is how can the additional power of the MPC paradigm be leveraged to achieve faster algorithms compared to classical parallel models such as…

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…