arXiv subjects

Grégoire Clarté

Publications and source records attributed to Grégoire Clarté.

7 recordsLinked to original sources

arXiv2026

WaST: a formalisation of the Wave model with associated statistical inference and applications

We propose a mathematical formalisation of the ``wave model'' originally developed in historical linguistics but with further applications in human sciences. This model assumes new traits appear in a population and spread to nearby populations depending on their closeness. It is mostly used to describe joint evolution of closely related populations, for example of several dialects. These situations of permanent contact are not accurately represented by its competitors based on tree structures. We built a fully Bayesian generative model where innovation spread along a fixed graph and disappear according to a death process. We then develop a Metropolis-Hastings within Gibbs sampler to sample from the posterior distribution on the graph. We test our method on simulated datasets as well as on several real dataset.

stat.AP↗

arXiv2025

Fast post-process Bayesian inference with Variational Sparse Bayesian Quadrature

In applied Bayesian inference scenarios, users may have access to a large number of pre-existing model evaluations, for example from maximum-a-posteriori (MAP) optimization runs. However, traditional approximate inference techniques make little to no use of this available information. We propose the framework of post-process Bayesian inference as a means to obtain a quick posterior approximation from existing target density evaluations, with no further model calls. Within this framework, we introduce Variational Sparse Bayesian Quadrature (VSBQ), a method for post-process approximate inference for models with black-box and potentially noisy likelihoods. VSBQ reuses existing target density evaluations to build a sparse Gaussian process (GP) surrogate model of the log posterior density function. Subsequently, we leverage sparse-GP Bayesian quadrature combined with variational inference to achieve fast approximate posterior inference over the surrogate. We validate our method on challenging synthetic scenarios and real-world applications from computational neuroscience. The experiments show that VSBQ builds high-quality posterior approximations by post-processing existing optimization traces, with no further model evaluations.

stat.ML↗

arXiv2023

Practical Equivariances via Relational Conditional Neural Processes

Conditional Neural Processes (CNPs) are a class of metalearning models popular for combining the runtime efficiency of amortized inference with reliable uncertainty quantification. Many relevant machine learning tasks, such as in spatio-temporal modeling, Bayesian Optimization and continuous control, inherently contain equivariances -- for example to translation -- which the model can exploit for maximal performance. However, prior attempts to include equivariances in CNPs do not scale effectively beyond two input dimensions. In this work, we propose Relational Conditional Neural Processes (RCNPs), an effective approach to incorporate equivariances into any neural process model. Our proposed method extends the applicability and impact of equivariant neural processes to higher dimensions. We empirically demonstrate the competitive performance of RCNPs on a large array of tasks naturally containing equivariances.

stat.ML↗

arXiv2022

Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference

Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the associated posterior distribution or assess their performance. Existing approaches are unable to diagnose mixing or convergence of Markov schemes jointly across all components of a phylogenetic model. Lagged couplings of Markov chain Monte Carlo algorithms have recently been developed on simpler spaces to diagnose convergence and construct unbiased estimators. We describe a contractive coupling of Markov chains targeting a posterior distribution over a space of phylogenetic trees with branch lengths, scalar parameters and latent variables. We use these couplings to assess mixing and convergence of Markov chains jointly across all components of the phylogenetic model on trees with up to 200 leaves. Samples from our coupled chains may also be used to construct unbiased estimators.

stat.ME↗

arXiv2022

Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a non-linear generalization of the Metropolis-Hastings algorithm to a proposal that depends not only on the current state, but also on its law. We propose to simulate this dynamics as the mean field limit of a system of interacting particles, that can in turn itself be understood as a generalisation of the Metropolis-Hastings algorithm to a population of particles. Under the double limit in number of iterations and number of particles we prove that this algorithm converges. Then, we propose an efficient GPU implementation and illustrate its performance on various examples. The method is particularly stable on multimodal examples and converges faster than the classical methods.

math.ST↗

arXiv2022

A Phylogenetic Model of the Evolution of Discrete Matrices for the Joint Inference of Lexical and Phonological Language Histories

We propose a model of the evolution of a matrix along a phylogenetic tree, in which transformations affect either entire rows or columns of the matrix. This represents the change of both lexical and phonological aspects of linguistic data, by allowing for new words to appear and for systematic phonological changes to affect the entire vocabulary. We implement a Sequential Monte Carlo method to sample from the posterior distribution, and infer jointly the phylogeny, model parameters, and latent variables representing cognate births and phonological transformations. We successfully apply this method to synthetic and real data of moderate size.

q-bio.PE↗

arXiv2020

Component-wise approximate Bayesian computation via Gibbs-like steps

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this dimension grows. To tackle this difficulty, we explore a Gibbs version of the ABC approach that runs component-wise approximate Bayesian computation steps aimed at the corresponding conditional posterior distributions, and based on summary statistics of reduced dimensions. While lacking the standard justifications for the Gibbs sampler, the resulting Markov chain is shown to converge in distribution under some partial independence conditions. The associated stationary distribution can further be shown to be close to the true posterior distribution and some hierarchical versions of the proposed mechanism enjoy a closed form limiting distribution. Experiments also demonstrate the gain in efficiency brought by the Gibbs version over the standard solution.

stat.CO↗