Exploiting Symmetries to Construct Efficient MCMC Algorithms With an Application to SLAM

Roshan Shariff, András György, Csaba Szepesvari
Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, PMLR 38:866-874, 2015.

Abstract

The Metropolis-Hastings (MH) algorithm is a flexible method to generate samples from a target distribution, a key problem in probabilistic inference. In this paper we propose a variation of the MH algorithm based on group moves, where the next state is obtained by first choosing a random transformation of the state space and then applying this transformation to the current state. This adds much-needed flexibility to the "textbook" MH algorithm where all measures involved must be given in terms of densities with respect to a common reference measure. Under mild conditions, our main result extends the acceptance probability formula of the textbook algorithm to MH algorithms with group moves. We work out how the new algorithms can be used to exploit a problem’s natural symmetries and apply the technique to the simultaneous localization and mapping (SLAM) problem, obtaining the first fully rigorous justification of a previous MCMC-based SLAM method. New experimental results comparing our method to existing state-of-the-art specialized methods on a standard range-only SLAM benchmark problem validate the strength of the approach.

Cite this Paper


BibTeX
@InProceedings{pmlr-v38-shariff15, title = {{Exploiting Symmetries to Construct Efficient MCMC Algorithms With an Application to SLAM}}, author = {Roshan Shariff and András György and Csaba Szepesvari}, booktitle = {Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics}, pages = {866--874}, year = {2015}, editor = {Guy Lebanon and S. V. N. Vishwanathan}, volume = {38}, series = {Proceedings of Machine Learning Research}, address = {San Diego, California, USA}, month = {09--12 May}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v38/shariff15.pdf}, url = { http://proceedings.mlr.press/v38/shariff15.html }, abstract = {The Metropolis-Hastings (MH) algorithm is a flexible method to generate samples from a target distribution, a key problem in probabilistic inference. In this paper we propose a variation of the MH algorithm based on group moves, where the next state is obtained by first choosing a random transformation of the state space and then applying this transformation to the current state. This adds much-needed flexibility to the "textbook" MH algorithm where all measures involved must be given in terms of densities with respect to a common reference measure. Under mild conditions, our main result extends the acceptance probability formula of the textbook algorithm to MH algorithms with group moves. We work out how the new algorithms can be used to exploit a problem’s natural symmetries and apply the technique to the simultaneous localization and mapping (SLAM) problem, obtaining the first fully rigorous justification of a previous MCMC-based SLAM method. New experimental results comparing our method to existing state-of-the-art specialized methods on a standard range-only SLAM benchmark problem validate the strength of the approach.} }
Endnote
%0 Conference Paper %T Exploiting Symmetries to Construct Efficient MCMC Algorithms With an Application to SLAM %A Roshan Shariff %A András György %A Csaba Szepesvari %B Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2015 %E Guy Lebanon %E S. V. N. Vishwanathan %F pmlr-v38-shariff15 %I PMLR %P 866--874 %U http://proceedings.mlr.press/v38/shariff15.html %V 38 %X The Metropolis-Hastings (MH) algorithm is a flexible method to generate samples from a target distribution, a key problem in probabilistic inference. In this paper we propose a variation of the MH algorithm based on group moves, where the next state is obtained by first choosing a random transformation of the state space and then applying this transformation to the current state. This adds much-needed flexibility to the "textbook" MH algorithm where all measures involved must be given in terms of densities with respect to a common reference measure. Under mild conditions, our main result extends the acceptance probability formula of the textbook algorithm to MH algorithms with group moves. We work out how the new algorithms can be used to exploit a problem’s natural symmetries and apply the technique to the simultaneous localization and mapping (SLAM) problem, obtaining the first fully rigorous justification of a previous MCMC-based SLAM method. New experimental results comparing our method to existing state-of-the-art specialized methods on a standard range-only SLAM benchmark problem validate the strength of the approach.
RIS
TY - CPAPER TI - Exploiting Symmetries to Construct Efficient MCMC Algorithms With an Application to SLAM AU - Roshan Shariff AU - András György AU - Csaba Szepesvari BT - Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics DA - 2015/02/21 ED - Guy Lebanon ED - S. V. N. Vishwanathan ID - pmlr-v38-shariff15 PB - PMLR DP - Proceedings of Machine Learning Research VL - 38 SP - 866 EP - 874 L1 - http://proceedings.mlr.press/v38/shariff15.pdf UR - http://proceedings.mlr.press/v38/shariff15.html AB - The Metropolis-Hastings (MH) algorithm is a flexible method to generate samples from a target distribution, a key problem in probabilistic inference. In this paper we propose a variation of the MH algorithm based on group moves, where the next state is obtained by first choosing a random transformation of the state space and then applying this transformation to the current state. This adds much-needed flexibility to the "textbook" MH algorithm where all measures involved must be given in terms of densities with respect to a common reference measure. Under mild conditions, our main result extends the acceptance probability formula of the textbook algorithm to MH algorithms with group moves. We work out how the new algorithms can be used to exploit a problem’s natural symmetries and apply the technique to the simultaneous localization and mapping (SLAM) problem, obtaining the first fully rigorous justification of a previous MCMC-based SLAM method. New experimental results comparing our method to existing state-of-the-art specialized methods on a standard range-only SLAM benchmark problem validate the strength of the approach. ER -
APA
Shariff, R., György, A. & Szepesvari, C.. (2015). Exploiting Symmetries to Construct Efficient MCMC Algorithms With an Application to SLAM. Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 38:866-874 Available from http://proceedings.mlr.press/v38/shariff15.html .

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