3 accepted papers
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependent on properly tuned parameters, most of which are difficult if not impossible to know a priori for a given target distribu…
Riemannian manifold Hamiltonian Monte Carlo is traditionally carried out using the generalized leapfrog integrator. However, this integrator is not the only choice and other integrators yielding valid Markov chain transition operators may be considered. In this work, we examine the implicit midpoint…
In this paper, we address the problem of multimodal signal processing and present a manifold learning method to extract the common source of variability from multiple measurements. This method is based on alternating-diffusion and is particularly adapted to time series. We show that the common sourc…