A note on parallel sampling in Markov graphs

被引:0
|
作者
Bauer, Verena [1 ]
Fuerlinger, Karl [2 ]
Kauermann, Goeran [1 ]
机构
[1] Ludwig Maximilians Univ Munchen, Dept Stat, Ludwigstr 33, D-80539 Munich, Germany
[2] Ludwig Maximilians Univ Munchen, Munich Network Management Team, Oettingenstr 67, D-80538 Munich, Germany
关键词
Parallel computing; Network data; Exponential random graph model; Markov chain Monte Carlo; EXPONENTIAL FAMILY; MODELS; SIMULATION;
D O I
10.1007/s00180-019-00880-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper proposes the use of parallel computing for Markov graphs as a subclass of exponential random graph models where the network statistics induce a conditional independence structure amongst the edges of the network. This conditional independence allows simulation of edges in parallel using multiple computing cores. Simulation in Markov models is helpful, since parameter estimation cannot be carried out analytically but requires simulation-based routines such as Markov chain Monte Carlo. In particular in large networks this can be computationally very demanding or even infeasible. Therefore, numerical enhancements are useful to accelerate computation.
引用
收藏
页码:1087 / 1107
页数:21
相关论文
共 50 条
  • [1] A note on parallel sampling in Markov graphs
    Verena Bauer
    Karl Fürlinger
    Göran Kauermann
    Computational Statistics, 2019, 34 : 1087 - 1107
  • [2] Parallel exact sampling and evaluation of Gaussian Markov random fields
    Steinsland, Ingelin
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2007, 51 (06) : 2969 - 2981
  • [3] Sampling decomposable graphs using a Markov chain on junction trees
    Green, Peter J.
    Thomas, Alun
    BIOMETRIKA, 2013, 100 (01) : 91 - 110
  • [4] Parallel multivariate slice sampling
    Tibbits, Matthew M.
    Haran, Murali
    Liechty, John C.
    STATISTICS AND COMPUTING, 2011, 21 (03) : 415 - 430
  • [5] ASYMPTOTICALLY INDEPENDENT MARKOV SAMPLING: A NEW MARKOV CHAIN MONTE CARLO SCHEME FOR BAYESIAN INFERENCE
    Beck, James L.
    Zuev, Konstantin M.
    INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2013, 3 (05) : 445 - 474
  • [6] Accelerating Bayesian Inference on Structured Graphs Using Parallel Gibbs Sampling
    Ko, Glenn G.
    Chai, Yuji
    Rutenbar, Rob A.
    Brooks, David
    Wei, Gu-Yeon
    2019 29TH INTERNATIONAL CONFERENCE ON FIELD-PROGRAMMABLE LOGIC AND APPLICATIONS (FPL), 2019, : 159 - 165
  • [7] Regenerative Markov Chain Importance Sampling
    Nguyen, Andrew L.
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (05) : 3892 - 3906
  • [8] Parallel multivariate slice sampling
    Matthew M. Tibbits
    Murali Haran
    John C. Liechty
    Statistics and Computing, 2011, 21 : 415 - 430
  • [9] Honest Importance Sampling With Multiple Markov Chains
    Tan, Aixin
    Doss, Hani
    Hobert, James P.
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2015, 24 (03) : 792 - 826
  • [10] Efficient sampling of conditioned Markov jump processes
    Golightly, Andrew
    Sherlock, Chris
    STATISTICS AND COMPUTING, 2019, 29 (05) : 1149 - 1163