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Markov chain Monte Carlo (MCMC) methods make possible the use of exible Bayesian models that would otherwise be computationally infeasible. In recent years, a great variety of such applications have been described in the literature. Applied statisticians who are new to these methods may have several questions and concerns, however: How much eeort and… (More)

Two features distinguish the Bayesian approach to learning models from data. First, beliefs derived from background knowledge are used to select a prior probability distribution for the model parameters. Second, predictions of future observations are made by integrating the model's predictions with respect to the posterior parameter distribution obtained by… (More)

This article reviews Markov chain methods for sampling from the posterior distribution of a Dirichlet process mixture model and presents two new classes of methods. One new approach is to make Metropolis-Hastings updates of the indicators specifying which mixture component is associated with each observation, perhaps supplemented with a partial form of… (More)

The EM algorithm performs maximum likelihood estimation for data in which some variables are unobserved. We present a function that resembles negative free energy and show that the M step maximizes this function with respect to the model parameters and the E step maximizes it with respect to the distribution over the unobserved variables. From this… (More)

Probabilistic inference is an attractive approach to uncertain reasoning and empirical learning in artiicial intelligence. Computational diiculties arise, however, because probabilistic models with the necessary realism and exibility lead to complex distributions over high-dimensional spaces. Related problems in other elds have b e e n t a c kled using… (More)

- Radford M. Neal
- Statistics and Computing
- 2001

Simulated annealing — moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions — has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers. Here, it is shown how one can use the Markov chain transitions for such an annealing sequence to define an importance… (More)

- Radford M. Neal
- 2011

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though originating in physics, Hamiltonian dynamics can be applied to most problems with continuous state spaces by simply introducing… (More)

We report the empirical performance of Gallager's low density parity check codes on Gaus-sian channels. We show that performance substantially better than that of standard convolu-tional and concatenated codes can be achieved; indeed the performance is almost as close to the Shannon limit as that of Turbo codes. A linear code may be described in terms of a… (More)

- Radford M. Neal
- 2000

Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from a distribution by sampling uniformly from the region under the plot of its density function. A Markov chain that converges to this uniform distribution can be constructed by… (More)

- Ian H. Witten, Radford M. Neal, John G. Cleary
- Commun. ACM
- 1987

The state of the art in data compression is arithmetic coding, not the better-known Huffman method. Arithmetic coding gives greater compression, is faster for adaptive models, and clearly separates the model from the channel encoding.