paper-with-me

Papers

Random Walk Models of Network Formation and Sequential Monte Carlo Methods for Graphs

2016-12-19 · Benjamin Bloem-Reddy, Peter Orbanz

We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by permitting the location of a new edge to explicitly depend on the structure of the graph, but being nonetheless statistically and computationally tractable. In the limit of infinite walk length, the model converges to an extension of the preferential attachment model---in this sense, it can be motivated alternatively by asking what preferential attachment is an approximation to. Theoretical properties, including the limiting degree sequence, are studied analytically. If the entire history of the graph is observed, parameters can be estimated by maximum likelihood. If only the final graph is available, its history can be imputed using MCMC. We develop a class of sequential Monte Carlo algorithms that are more generally applicable to sequential network models, and may be of interest in their own right. The model parameters can be recovered from a single graph generated by the model. Applications to data clarify the role of the random walk length as a length scale of interactions within the graph.

📄 PDF Abstract BibTeX arXiv:1612.06404

Code (1)

ben-br/random_walk_smc 공식 구현

Similar Papers 제목 키워드 기반

Variational Combinatorial Sequential Monte Carlo Methods for Bayesian Phylogenetic Inference

2021-05-31 · Antonio Khalil Moretti, Liyi Zhang, Christian A. Naesseth, Hadiah Venner 외

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte …

Quasi-Monte Carlo Graph Random Features

2023-05-21 · NeurIPS 2023 11

We present a novel mechanism to improve the accuracy of the recently-introduced class of graph random features (GRFs). Our method induces negative correlations between the lengths of the algorithm's random walks by impos…

Repelling Random Walks

2023-10-07 · Isaac Reid, Eli Berger, Krzysztof Choromanski, Adrian Weller

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transit…

Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo

2021-07-05 · Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers abil…

Enhanced SMC$^2$: Leveraging Gradient Information from Differentiable Particle Filters Within Langevin Proposals

2024-07-24 · Conor Rosato, Joshua Murphy, Alessandro Varsi, Paul Horridge 외

Sequential Monte Carlo Squared (SMC$^2$) is a Bayesian method which can infer the states and parameters of non-linear, non-Gaussian state-space models. The standard random-walk proposal in SMC$^2$ faces challenges, parti…

State Space Models