Generalized darting Monte Carlo

  • Authors:
  • Cristian Sminchisescu;Max Welling

  • Affiliations:
  • Institute for Mathematics (IMAR), 21 Calea Grivitei Street, 010702 Bucharest, Romania and University of Bonn, Germany;University of California, Irvine, United States

  • Venue:
  • Pattern Recognition
  • Year:
  • 2011

Quantified Score

Hi-index 0.01

Visualization

Abstract

One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge of the location of these modes can be incorporated into the MCMC sampler by introducing mode-hopping moves that satisfy detailed balance. The proposed sampling algorithm explores local mode structure through local MCMC moves (e.g. diffusion or Hybrid Monte Carlo) but in addition also represents the relative strengths of the different modes correctly using a set of global moves. This 'mode-hopping' MCMC sampler can be viewed as a generalization of the darting method [1]. We illustrate the method on learning Markov random fields and evaluate it against the spherical darting algorithm on a 'real world' vision application of inferring 3D human body pose distributions from 2D image information.