Spectral invariant learning for dynamic graphs under distribution shifts

Z Zhang, X Wang, Z Zhang, Z Qin… - Advances in …, 2024 - proceedings.neurips.cc
Dynamic graph neural networks (DyGNNs) currently struggle with handling distribution shifts
that are inherent in dynamic graphs. Existing work on DyGNNs with out-of-distribution …

Perturbations of Markov Chains

D Rudolf, A Smith, M Quiroz - arXiv preprint arXiv:2404.10251, 2024 - arxiv.org
This chapter surveys progress on three related topics in perturbations of Markov chains: the
motivating question of when and how" perturbed" MCMC chains are developed, the …

No free lunch for approximate MCMC

JE Johndrow, NS Pillai, A Smith - arXiv preprint arXiv:2010.12514, 2020 - arxiv.org
It is widely known that the performance of Markov chain Monte Carlo (MCMC) can degrade
quickly when targeting computationally expensive posterior distributions, such as when the …

Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems

A Neufeld, MNC En, Y Zhang - arXiv preprint arXiv:2403.09532, 2024 - arxiv.org
In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm
tailored for solving a certain class of non-convex distributionally robust optimisation …

The block-Poisson estimator for optimally tuned exact subsampling MCMC

M Quiroz, MN Tran, M Villani, R Kohn… - arXiv preprint arXiv …, 2016 - arxiv.org
Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by
data subsampling has recently received considerable attention. A pseudo-marginal MCMC …

Bayesian score calibration for approximate models

JJ Bon, DJ Warne, DJ Nott, C Drovandi - arXiv preprint arXiv:2211.05357, 2022 - arxiv.org
Scientists continue to develop increasingly complex mechanistic models to reflect their
knowledge more realistically. Statistical inference using these models can be challenging …

Accelerating sequential Monte Carlo with surrogate likelihoods

JJ Bon, A Lee, C Drovandi - Statistics and Computing, 2021 - Springer
Delayed-acceptance is a technique for reducing computational effort for Bayesian models
with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte …

Calibrated generalized bayesian inference

DT Frazier, C Drovandi, R Kohn - arXiv preprint arXiv:2311.15485, 2023 - arxiv.org
We provide a simple and general solution to the fundamental open problem of inaccurate
uncertainty quantification of Bayesian inference in misspecified or approximate models, and …

[HTML][HTML] Spectral subsampling MCMC for stationary multivariate time series with applications to vector ARTFIMA processes

M Villani, M Quiroz, R Kohn, R Salomone - Econometrics and Statistics, 2024 - Elsevier
A multivariate generalisation of the Whittle likelihood is used to extend spectral subsampling
MCMC to stationary multivariate time series by subsampling matrix-valued periodogram …

The block-Poisson estimator for optimally tuned exact subsampling MCMC

M Quiroz, MN Tran, M Villani, R Kohn… - … of Computational and …, 2021 - Taylor & Francis
Abstract Speeding up Markov chain Monte Carlo (MCMC) for datasets with many
observations by data subsampling has recently received considerable attention. A pseudo …