Browsing by Subject "stat.CO"
Now showing items 1-7 of 7
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Complexity of zigzag sampling algorithm for strongly log-concave distributions
We study the computational complexity of zigzag sampling algorithm for strongly log-concave distributions. The zigzag process has the advantage of not requiring time discretization for implementation, and that each ... -
Methodological and computational aspects of parallel tempering methods in the infinite swapping limit
(2018-02-14)A variant of the parallel tempering method is proposed in terms of a stochastic switching process for the coupled dynamics of replica configuration and temperature permutation. This formulation is shown to facilitate the ... -
Microclustering: When the Cluster Sizes Grow Sublinearly with the Size of the Data Set
Most generative models for clustering implicitly assume that the number of data points in each cluster grows linearly with the total number of data points. Finite mixture models, Dirichlet process mixture models, and Pitman--Yor ... -
Non-reversible Markov chain Monte Carlo for sampling of districting maps
Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic ... -
On explicit $L^2$-convergence rate estimate for piecewise deterministic Markov processes
We establish $L^2$-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process, and the bouncy particle sampler. ... -
SMERED: A Bayesian Approach to Graphical Record Linkage and De-duplication
We propose a novel unsupervised approach for linking records across arbitrarily many files, while simultaneously detecting duplicate records within files. Our key innovation is to represent the pattern of links between records ...
