相关论文: A probabilistic model for the degree of the cancel…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
We present a quantum version of the classical probabilistic algorithms $\grave{a}$ la Rabin. The quantum algorithm is based on the essential use of Grover's operator for the quantum search of a database and of Shor's Fourier transform for…
Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…
Given a sequence of observations from a discrete-time, finite-state hidden Markov model, we would like to estimate the sampling distribution of a statistic. The bootstrap method is employed to approximate the confidence regions of a…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
We develop a probabilistic algorithm for computing elimination ideals of likelihood equations, which is for larger models by far more efficient than directly computing Groebner bases or the interpolation method proposed in the first…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…
The stable numerical integration of shocks in compressible flow simulations relies on the reduction or elimination of Gibbs phenomena (unstable, spurious oscillations). A popular method to virtually eliminate Gibbs oscillations caused by…
Universal probabilistic programming languages (PPLs) make it relatively easy to encode and automatically solve statistical inference problems. To solve inference problems, PPL implementations often apply Monte Carlo inference algorithms…
We consider a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. Our main study is the…
Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in…
Sequential Monte Carlo (SMC) methods, also known as particle filters, constitute a class of algorithms used to approximate expectations with respect to a sequence of probability distributions as well as the normalising constants of those…
Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation.…
In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…
As a special example of piecewise deterministic Markov process, bouncy particle sampler is a rejection-free, irreversible Markov chain Monte Carlo algorithm and can draw samples from target distribution efficiently. We generalize bouncy…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…