168 citations · 668 across the 22 of their papers we have counts for
6 papers · 1 filter
Discrete Equilibrium Sampling with Arbitrary Nonequilibrium Processes
Firas Hamze, Evgeny Andryash
We present a novel framework for performing statistical sampling, expectation estimation, and partition function approximation using \emph{arbitrary} heuristic stochastic processes…
From Fields to Trees
Firas Hamze, Nando de Freitas
We present new MCMC algorithms for computing the posterior distributions and expectations of the unknown variables in undirected graphical models with regular structure. For demons…
Large-Flip Importance Sampling
Firas Hamze, Nando de Freitas
We propose a new Monte Carlo algorithm for complex discrete distributions. The algorithm is motivated by the N-Fold Way, which is an ingenious event-driven MCMC sampler that avoids…
Intracluster Moves for Constrained Discrete-Space MCMC
Firas Hamze, Nando de Freitas
This paper addresses the problem of sampling from binary distributions with constraints. In particular, it proposes an MCMC method to draw samples from a distribution of the set of…
Self-Avoiding Random Dynamics on Integer Complex Systems
Firas Hamze, Ziyu Wang, Nando de Freitas
This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved b…
Bayesian Optimization for Adaptive MCMC
Nimalan Mahendran, Ziyu Wang, Firas Hamze +1
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off explorat…