4 papers · 1 filter
Stein's method for marginals on large graphical models
Tiangang Cui, Shuigen Liu, Xin T. Tong
Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributi…
Sharp detection of low-dimensional structure in probability measures via dimensional logarithmic Sobolev inequalities
Matthew T. C. Li, Tiangang Cui, Fengyi Li +2
Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and…
Low-rank Bayesian matrix completion via geodesic Hamiltonian Monte Carlo on Stiefel manifolds
Tiangang Cui, Alex Gorodetsky
We present a new sampling-based approach for enabling efficient computation of low-rank Bayesian matrix completion and quantifying the associated uncertainty. Firstly, we design a…
Sequential transport maps using SoS density estimation and -divergences
Benjamin Zanger, Olivier Zahm, Tiangang Cui +1
Transport-based density estimation methods are receiving growing interest because of their ability to efficiently generate samples from the approximated density. We further inverti…