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Record W2963561977

The bouncy particle sampler: A non-reversible rejection free Markov chain Monte Carlo method

2017· article· en· W2963561977 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueOxford University Research Archive (ORA) (University of Oxford) · 2017
Typearticle
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of British Columbia
FundersAir Force Office of Scientific ResearchEngineering and Physical Sciences Research Council
KeywordsMarkov chain Monte CarloMonte Carlo methodMarkov chainStatistical physicsMathematicsApplied mathematicsMarkov chain mixing timeParticle filterComputer sciencePhysicsBalance equationStatisticsMarkov modelKalman filter
DOInot available

Abstract

fetched live from OpenAlex

Many Markov chain Monte Carlo techniques currently available rely on discrete-time reversible Markov processes whose transition kernels are variations of the Metropolis–Hastings algorithm. We explore and generalize an alternative scheme recently introduced in the physics literature where the target distribution is explored using a continuous-time non-reversible piecewise-deterministic Markov process. In the Metropolis–Hastings algorithm, a trial move to a region of lower target density, equivalently of higher “energy”, than the current state can be rejected with positive probability. In this alternative approach, a particle moves along straight lines around the space and, when facing a high energy barrier, it is not rejected but its path is modified by bouncing against this barrier. By reformulating this algorithm using inhomogeneous Poisson processes, we exploit standard sampling techniques to simulate exactly this Markov process in a wide range of scenarios of interest. Additionally, when the target distribution is given by a product of factors dependent only on subsets of the state variables, such as the posterior distribution associated with a probabilistic graphical model, this method can be modified to take advantage of this structure by allowing computationally cheaper “local” bounces which only involve the state variables associated to a factor, while the other state variables keep on evolving. In this context, by leveraging techniques from chemical kinetics, we propose several computationally efficient implementations. Experimentally, this new class of Markov chain Monte Carlo schemes compares favorably to state-of-the-art methods on various Bayesian inference tasks, including for high dimensional models and large data sets

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.599
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.001
Science and technology studies0.0060.002
Scholarly communication0.0000.001
Open science0.0040.003
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.071
GPT teacher head0.338
Teacher spread0.266 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it