论文标题
使用Markov链在接线树上对可分解图的平行采样
Parallel sampling of decomposable graphs using Markov chain on junction trees
论文作者
论文摘要
贝叶斯对无向图形模型的推断主要仅限于可分解图的类别,因为它们享有丰富的属性,从而使其适合高维问题。虽然参数推断在此设置中很简单,但推断基础图是探索可分解图的空间的计算困难驱动的挑战。这项工作为解决这个问题做出了两项贡献。首先,我们为多边扰动保持图表的可分解性提供足够和必要的条件。使用这些,我们表征了一类简单的分区类,该分区通过维持可分解性来有效地对所有边缘扰动进行分类。其次,我们提出了一种新型的平行非可逆马尔可夫链蒙特卡洛采样器,用于分布图表的连接树表示。在每个步骤中,并行采样器在分区中同时执行所有边缘扰动。通过模拟,我们证明了新的边缘扰动条件和分区类别的效率。我们发现,与单移动变量相比,我们的并行采样器可产生改善的混合特性,并且在准确性和计算效率方面优于当前最新方法。我们的工作的实施可在Python软件包中获得。
Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is straightforward in this setup, inferring the underlying graph is a challenge driven by the computational difficulty in exploring the space of decomposable graphs. This work makes two contributions to address this problem. First, we provide sufficient and necessary conditions for when multi-edge perturbations maintain decomposability of the graph. Using these, we characterize a simple class of partitions that efficiently classify all edge perturbations by whether they maintain decomposability. Second, we propose a novel parallel non-reversible Markov chain Monte Carlo sampler for distributions over junction tree representations of the graph. At every step, the parallel sampler executes simultaneously all edge perturbations within a partition. Through simulations, we demonstrate the efficiency of our new edge perturbation conditions and class of partitions. We find that our parallel sampler yields improved mixing properties in comparison to the single-move variate, and outperforms current state-of-the-arts methods in terms of accuracy and computational efficiency. The implementation of our work is available in the Python package parallelDG.