hybrid sampler
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We thank the reviewers for their careful reading of the manuscript and insightful comments. R1: We agree with the remark, there are similarities between the two stick breaking constructions. However, the generative process of section 2.1 and Pitman (2003) is more general, it is valid for any member of the class of Poisson Kingman processes (PKP). Most members of this class do not have a stick breaking construction in terms of independent random variables, see lines 135-136 and Pitman (1996) for further details. However, for the Pitman Yor process, the stick breaking construction does reduce to the one in Ishwaran and James (2001) after integrating out the random variable T and a change of variables given in line 128.
A hybrid sampler for Poisson-Kingman mixture models
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel and compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers.
A hybrid sampler for Poisson-Kingman mixture models
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers.
Lightweight Neural Path Planning
Li, Jinsong, Wang, Shaochen, Chen, Ziyang, Kan, Zhen, Yu, Jun
Learning-based path planning is becoming a promising robot navigation methodology due to its adaptability to various environments. However, the expensive computing and storage associated with networks impose significant challenges for their deployment on low-cost robots. Motivated by this practical challenge, we develop a lightweight neural path planning architecture with a dual input network and a hybrid sampler for resource-constrained robotic systems. Our architecture is designed with efficient task feature extraction and fusion modules to translate the given planning instance into a guidance map. The hybrid sampler is then applied to restrict the planning within the prospective regions indicated by the guide map. To enable the network training, we further construct a publicly available dataset with various successful planning instances. Numerical simulations and physical experiments demonstrate that, compared with baseline approaches, our approach has nearly an order of magnitude fewer model size and five times lower computational while achieving promising performance. Besides, our approach can also accelerate the planning convergence process with fewer planning iterations compared to sample-based methods.
A hybrid sampler for Poisson-Kingman mixture models
Lomeli, Maria, Favaro, Stefano, Teh, Yee Whye
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel and compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers. Papers published at the Neural Information Processing Systems Conference.
Distributed, partially collapsed MCMC for Bayesian Nonparametrics
Dubey, Avinava, Zhang, Michael Minyi, Xing, Eric P., Williamson, Sinead A.
Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used models like the Dirichlet process and the beta-Bernoulli process can be expressed as, are decomposable into independent sub-measures. We use this decomposition to partition the latent measure into a finite measure containing only in-stantiated components, and an infinite measure containing all other components. We then select different inference algorithms for the two components: uncollapsed samplers mix well on the finite measure, while collapsed samplers mix well on the infinite, sparsely occupied tail. The resulting hybrid algorithm can be applied to a wide class of models, and can be easily distributed to allow scalable inference without sacrificing asymptotic convergence guarantees.
A hybrid sampler for Poisson-Kingman mixture models
Lomeli, Maria, Favaro, Stefano, Teh, Yee Whye
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel and compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers.
On Input Selection with Reversible Jump Markov Chain Monte Carlo Sampling
In this paper we will treat input selection for a radial basis function (RBF) like classifier within a Bayesian framework. We approximate the a-posteriori distribution over both model coefficients and input subsets by samples drawn with Gibbs updates and reversible jump moves. Using some public datasets, we compare the classification accuracy of the method with a conventional ARD scheme. These datasets are also used to infer the a-posteriori probabilities of different input subsets. 1 Introduction Methods that aim to determine relevance of inputs have always interested researchers in various communities. Classical feature subset selection techniques, as reviewed in [1], use search algorithms and evaluation criteria to determine one optimal subset.
On Input Selection with Reversible Jump Markov Chain Monte Carlo Sampling
In this paper we will treat input selection for a radial basis function (RBF) like classifier within a Bayesian framework. We approximate the a-posteriori distribution over both model coefficients and input subsets by samples drawn with Gibbs updates and reversible jump moves. Using some public datasets, we compare the classification accuracy of the method with a conventional ARD scheme. These datasets are also used to infer the a-posteriori probabilities of different input subsets. 1 Introduction Methods that aim to determine relevance of inputs have always interested researchers in various communities. Classical feature subset selection techniques, as reviewed in [1], use search algorithms and evaluation criteria to determine one optimal subset.