Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale to large graphical models by reducing its computational cost. In this paper, we p…
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48 results for “Gibbs sampling”
Diffusive Gibbs Samplingstat.ML
DiGS improves sampling from multi-modal distributions.
problem Inadequate mixing in MCMC methods for multi-modal distributions.
method Integrates diffusion models and Gibbs sampling to create an auxiliary noisy distribution.
result DiGS exhibits better mixing for multi-modal distributions than state-of-the-art methods.
A new algorithm for sampling from complex distributions.
problem Sampling from high-dimensional multivariate probability densities.
method Combines kernel herding and Gibbs sampling for deterministic sampling.
result Significantly lower computation time compared to kernel herding.
New Gibbs sampling method improves MCMC efficiency.
problem Improving efficiency of Gibbs sampling.
method Non-uniform random scan with selection probability optimization.
result Non-uniform scan improves mixing time of Markov chain.
Introduces HMC method for sampling Gibbs densities.
problem Sampling from Gibbs densities efficiently.
method Hamiltonian Monte Carlo (HMC) method based on Hamiltonian dynamics.
result Idealized HMC preserves the target distribution and converges under certain conditions.
We develop a framework for approximating collapsed Gibbs sampling in generative latent variable cluster models. Collapsed Gibbs is a popular MCMC method, which integrates out variables in the posterior to improve mixing. Unfortunately for many complex models, integrating out these variables is either analytically or co…
The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently improve the quality of a discrete Gibbs sampler. Our Dobrushin-optimized Gibbs samp…
Gibbs sampling is the de facto Markov chain Monte Carlo method used for inference and learning on large scale graphical models. For complicated factor graphs with lots of factors, the performance of Gibbs sampling can be limited by the computational cost of executing a single update step of the Markov chain. This cost …
New method transfers instances between domains using Gibbs Sampling and RBM.
problem Transfer Learning between domains with limited target data.
method Gibbs Sampling and RBM for instance transition.
result Significant improvement in target classification.
The paper proposes a Gibbs sampler for neural network posterior sampling.
problem Sampling from the posterior of neural networks.
method Adding noise to activations and using a Gibbs sampler.
result The Gibbs sampler achieves similar performance to MCMC methods on real and synthetic data.
Sampling from Constrained Gibbs Measures: with Applications to High-Dimensional Bayesian Inferencemath.ST
The paper tackles sampling from Gibbs measures with constrained support, providing a sampling guarantee.
problem Sampling from Gibbs measures with constrained support, especially in the pre-asymptotic regime.
method Analyzing the spectral gap of Langevin dynamics to provide a non-asymptotic sampling guarantee.
result The low-temperature Gibbs distribution concentrates on a neighborhood of its mode in the pre-asymptotic regime.
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an convergence rate for models with independent variables and for ful…
New Gibbs sampling reduces GLMB filtering complexity to linear time.
problem NP-hard GLMB density computation in multi-object systems.
method Tempered Gibbs sampler exploiting GLMB structure.
result Linear complexity for GLMB filtering.
Bayesian inference for Levy density with Gibbs posterior in discrete sampling.
problem Inference on Levy density for financial models with jumps.
method Gibbs posterior framework using a loss function for intractable likelihood.
result Gibbs posterior achieves nearly optimal rate of convergence under certain conditions.
Improved Bayesian regression for large datasets using multilevel Gibbs sampling.
problem Efficiently handling large-scale Bayesian regression with complex posterior distributions.
method Developed a multilevel Gibbs sampler for linear mixed models, incorporating data clustering and correlated samples for variance reduction.
result Significant speed-up achieved for Bayesian regression without sacrificing predictive performance.
Estimating Gibbs free energies via isobaric-isothermal flowsphysics.comp-ph
New model estimates Gibbs free energies using machine learning and isobaric-isothermal flows.
problem Estimating Gibbs free energies for complex systems.
method Normalizing flows trained to sample isobaric-isothermal ensemble.
result Excellent agreement with established baselines for water phases.
Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from complicated high-dimensional posterior distributions. The key point for the suc…
A fundamental task in machine learning and related fields is to perform inference on Bayesian networks. Since exact inference takes exponential time in general, a variety of approximate methods are used. Gibbs sampling is one of the most accurate approaches and provides unbiased samples from the posterior but it has hi…
Gibbs sampler mixes quickly for certain smooth distributions.
problem Drawing samples from log-smooth log-concave distributions.
method Analyzes Gibbs sampler on log-smooth and strongly log-concave distributions.
result Gibbs sampler mixes in steps.
GDiff tackles blind denoising with Gibbs sampling and Monte Carlo inference.
problem Blind denoising of signals with unknown noise parameters.
method Gibbs Diffusion (GDiff) method that alternates sampling steps from a conditional diffusion model and a Monte Carlo sampler.
result GDiff achieves blind denoising of natural images and cosmic microwave background data.
Improved MALA method for neural networks uncertainty quantification.
problem Uncertainty quantification in Bayesian neural networks.
method Corrected Stochastic MALA (csMALA) with a simplified correction term.
result Improved surrogate posterior for quantifying uncertainties in neural networks.
Streaming variational Bayes (SVB) is successful in learning LDA models in an online manner. However previous attempts toward developing online Monte-Carlo methods for LDA have little success, often by having much worse perplexity than their batch counterparts. We present a streaming Gibbs sampling (SGS) method, an onli…
GIST adapts HMC by tuning parameters based on position and momentum.
problem Locally adaptive sampling in Hamiltonian Monte Carlo.
method GIST uses Gibbs sampling to adaptively tune HMC parameters.
result GIST improves sampling efficiency for high-dimensional models.
New method improves sampling from noisy energy models.
problem Training and sampling challenges in Energy-Based Models.
method Pseudo-Gibbs sampling with moment matching.
result Effective sampling from clean model using noisy DSM-trained model.
Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also inefficient for large count values and requires averaging over many samples to reduce …
Characterizing and Understanding the Generalization Error of Transfer Learning with Gibbs Algorithmcs.LG
We analyze Gibbs-based transfer learning algorithms using information theory.
problem Understanding the generalization error of transfer learning.
method Information-theoretic analysis focusing on -weighted-ERM and two-stage-ERM.
result Exact characterization of generalization behavior using conditional symmetrized KL information.
Adaptive sampling for multimodal distributions converges faster than classical methods.
problem Sampling from multimodal distributions efficiently.
method Adaptive linear dynamics with adaptive diffusion coefficients and vector fields, interpreted as weighted Wasserstein gradient flows.
result Derivative-free dynamics can achieve significantly faster convergence for nonconvex potentials.
A fast Gibbs sampler for Bayesian HMMs with missing data.
problem Complexity and slow mixing in EM and Gibbs samplers for HMMs with missing observations.
method Proposes a collapsed Gibbs sampler that integrates missing observations and latent states, achieving high accuracy, large ESS, and reduced computational complexity.
result The proposed sampler is faster and more efficient than existing methods, especially with many missing entries.
New algorithm improves mixing in Bayesian mixture models.
problem Slow mixing in Bayesian mixture models.
method A new Monte Carlo algorithm for sampling from the marginal posterior of a general integrable mixture.
result The new algorithm achieves excellent mixing times, outperforming standard Gibbs sampling in some cases.
Discovering Inductive Bias with Gibbs Priors: A Diagnostic Tool for Approximate Bayesian Inferencestat.ML
New diagnostic tool for assessing approximate Bayesian inference.
problem Assessing the trustworthiness of approximate Bayesian inference.
method Reframe the problem in terms of incompatible conditional distributions and use Gibbs priors.
result The diagnostic tool can discover the inductive bias in various Bayesian models and approximations.
Improved sampling for Bayesian neural networks reduces vanishing acceptance rates and increases predictive accuracy.
problem Sampling inefficiency in Bayesian neural networks, especially with deep architectures and large datasets.
method Approximate blocked Gibbs sampling to partition and sample subgroups of parameters.
result Increased predictive accuracy and quantification of predictive uncertainty in classification tasks.
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systemsstat.CO
New methods improve sampling from complex dynamical models.
problem Sampling from high-dimensional, non-linear latent dynamical models is computationally challenging.
method Introduce auxiliary MCMC and Particle Gibbs samplers with improved performance and parallelisation.
result Enhanced samplers maintain performance in high-dimensional latent spaces and support parallelisation.
Study birth-death dynamics for sampling Gibbs measures with nonconvex potentials.
problem Sampling Gibbs measures with nonconvex potentials.
method Birth-death dynamics, Kullback-Leibler divergence, divergence, kernel-based approximations, -convergence of gradient flows.
result Probability density converges exponentially fast to Gibbs equilibrium measure with a universal rate.
The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success o…
Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho…
We study the Gibbs sampling algorithm for continuous determinantal point processes. We show that, given a warm start, the Gibbs sampler generates a random sample from a continuous -DPP defined on a -dimensional domain by only taking number of steps. As an application, we design an algorithm to ge…
We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models with strictly positive factors that requires almost no preprocessing and is easy …
This work analyzes Gibbs samplers for Bayesian hierarchical models without dimensionality constraints.
problem Analyzing convergence properties of Gibbs samplers for Bayesian hierarchical models.
method Using Bayesian asymptotics and total variation mixing times, the study provides dimension-free convergence results.
result Dimension-free convergence results for Gibbs samplers targeting hierarchical models under random data-generating assumptions.
Machine learning models of music typically break up the task of composition into a chronological process, composing a piece of music in a single pass from beginning to end. On the contrary, human composers write music in a nonlinear fashion, scribbling motifs here and there, often revisiting choices previously made. In…
GADD accelerates uniform-rate discrete diffusion models by 2 orders of magnitude.
problem Slow sampling in uniform-rate discrete diffusion models.
method Gibbs-based corrector (GADD) that constructs Gibbs posterior likelihoods directly from the concrete score function.
result Achieves an overall sampling complexity of .
Improved training of GRBMs for image generation.
problem Training Gaussian-Bernoulli RBMs efficiently and effectively.
method Introduces a novel Gibbs-Langevin sampling algorithm and a modified contrastive divergence (CD) algorithm.
result Demonstrates robust training of GRBMs with large learning rates, removing the need for tricks.
Study non-asymptotic Langevin Monte Carlo for Gibbs distributions.
problem Sampling from Gibbs distributions with dissipative potentials.
method Langevin-type algorithms based on Liptser--Shiryaev theory and Poincaré inequalities.
result Upper bound on 2-Wasserstein distance for accurate approximation.
Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that…
Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.
problem Improving the mixing time of Gibbs sampler under strong log-concavity.
method Analyzing Gibbs sampler contraction under strong log-concavity, providing sharp contraction rate.
result Gibbs sampler contracts entropy linearly with condition number and independent of dimension under strong log-concavity.
Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and sequential Monte Carlo to form "exact approximations" to otherwise intractable MCMC methods. The performance of the approximation is limited to t…
Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have bottlenecks, sometimes termed "local maxima", and thus samplers often return suboptima…
New bounds tighten the generalization error of Gibbs algorithm.
problem Bounding the generalization error of Gibbs algorithm.
method Characterization of generalization error in terms of symmetrized KL information.
result Exact characterization of Gibbs algorithm's expected generalization error.
New sampling method using regularized Wasserstein proximal for Gibbs distributions.
problem Sampling from Gibbs distributions with numerical stability and efficiency.
method Preconditioned regularized Wasserstein proximal operator.
result Discrete-time convergence analysis and explicit bias characterization.