arXiv Machine Learning

Folded Transport MCMC: Eliminating Label Switching by Sampling on a Fundamental Domain

arXiv:2606. 04307v2 Announce Type: replace Abstract: In Bayesian mixture models and other exchangeable-component models, the posterior is invariant under permutation of component labels, creating m!

arXiv AI
Jul 20

Energy-based Transport for Amortized Bayesian Inference

arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.

By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart
arXiv Statistics ML
Sep 4

Markov Chain Monte Carlo with Diffusion Paths

The paper introduces a new Markov chain Monte Carlo method that samples from multimodal distributions by interpolating along the diffusion path of a noising diffusion process, preserving mode weights and improving mixing. It proposes a Metropolis-adjusted diffusion path (MAD-Path) sampler that corrects for bias from approximate score estimates and discretization errors, ensuring the target distribution remains invariant. Experiments on Bayesian posteriors demonstrate that MAD-Path outperforms tempering-based MCMC and unadjusted diffusion samplers in global exploration and accurate mode-weight estimation.

By Han Chen, Sifan Liu, Jun Yang
arXiv Statistics ML
6d ago

Learning to Replace MCMC in Split-Gibbs Diffusion Posterior Sampling via Deep Unfolding

The paper introduces a learning-based approach to replace the MCMC step in split-Gibbs diffusion posterior sampling. By reformulating both Gibbs updates as Gaussian denoising problems, the method uses ODE diffusion for the prior step with a pretrained denoiser and a lightweight deep-unfolded network for the likelihood step. Experiments on nonlinear phase retrieval show that this alternative reduces likelihood-update cost while maintaining effectiveness compared to MCMC-based split Gibbs.

By Yi Zhang, Rui Guo, Mengchu Xu, Zhaofeng Liu, Yonina C. Eldar
arXiv Statistics ML
Sep 2

Deep Skew-t Mixture Models

arXiv:2609.00773v1 Announce Type: cross Abstract: High-dimensional clustering is challenging when component distributions are both heavy-tailed and directionally asymmetric. We propose a deep skew-$t...

By Jinran Wu, You-Gan Wang, Geoffrey J. McLachlan