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A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…

Optimization and Control · Mathematics 2026-03-11 Serge Gratton , Philippe L. Toint

We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our approach are that (i) projections or optimizations over the entire…

Optimization and Control · Mathematics 2025-04-15 Michael Muehlebach , Michael I. Jordan

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…

Machine Learning · Computer Science 2026-02-23 Stefan Wahl , Raphaela Schenk , Ali Farnoud , Jakob H. Macke , Daniel Gedon

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

Recent work has suggested using Monte Carlo methods based on piecewise deterministic Markov processes (PDMPs) to sample from target distributions of interest. PDMPs are non-reversible continuous-time processes endowed with momentum, and…

Machine Learning · Statistics 2024-06-28 Paul Fearnhead , Sebastiano Grazzi , Chris Nemeth , Gareth O. Roberts

The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

Cardinality estimation algorithms receive a stream of elements whose order might be arbitrary, with possible repetitions, and return the number of distinct elements. Such algorithms usually seek to minimize the required storage and…

Data Structures and Algorithms · Computer Science 2015-08-26 Reuven Cohen , Liran Katzir , Aviv Yehezkel

We provide dual algorithms for sampling the space of abstract simplicial complexes on a fixed number of vertices. We develop a generative and descriptive sampler designed with heuristics to help balance the combinatorial multiplicities of…

Computation · Statistics 2018-07-03 John Lombard

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt

Optimal prediction approximates the average solution of a large system of ordinary differential equations by a smaller system. We present how optimal prediction can be applied to a typical problem in the field of molecular dynamics, in…

Mathematical Physics · Physics 2008-11-15 Benjamin Seibold

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

Methodology · Statistics 2019-01-14 Haidong Li , Xiaoyun Xu , Yijie Peng , Chun-Hung Chen

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

In recent years, many Machine Learning (ML) explanation techniques have been designed using ideas from cooperative game theory. These game-theoretic explainers suffer from high complexity, hindering their exact computation in practical…

Machine Learning · Computer Science 2024-04-22 Konstandinos Kotsiopoulos , Alexey Miroshnikov , Khashayar Filom , Arjun Ravi Kannan

We present an efficient computational approach to sample the histories of nonlinear stochastic processes. This framework builds upon recent work on casting a $d$-dimensional stochastic dynamical system into a $d+1$-dimensional equilibrium…

Statistical Mechanics · Physics 2009-11-11 Natali Gulbahce , Francis J. Alexander , Gregory Johnson

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Sampling-based methods for motion planning, which capture the structure of the robot's free space via (typically random) sampling, have gained popularity due to their scalability, simplicity, and for offering global guarantees, such as…

Robotics · Computer Science 2025-05-22 Itai Panasoff , Kiril Solovey

Learning interpretable models has become a major focus of machine learning research, given the increasing prominence of machine learning in socially important decision-making. Among interpretable models, rule lists are among the best-known…

Machine Learning · Computer Science 2024-06-19 Leonardo Pellegrina , Fabio Vandin

Weighted model counting (WMC) is the task of computing the weighted sum of all satisfying assignments (i.e., models) of a propositional formula. Similarly, weighted model sampling (WMS) aims to randomly generate models with probability…

Artificial Intelligence · Computer Science 2024-06-17 Yuanhong Wang , Juhua Pu , Yuyi Wang , Ondřej Kuželka

Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…

Artificial Intelligence · Computer Science 2012-07-04 Marc Dymetman , Guillaume Bouchard , Simon Carter
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