Related papers: Evaluating Las Vegas Algorithms - Pitfalls and Rem…
Stochastic local search (SLS) algorithms have exhibited great effectiveness in finding models of random instances of the Boolean satisfiability problem (SAT). As one of the most widely known and used SLS algorithm, WalkSAT plays a key role…
Stochastic local search algorithms are frequently used to numerically solve hard combinatorial optimization or decision problems. We give numerical and approximate analytical descriptions of the dynamics of such algorithms applied to random…
In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…
Stochastic local search (SLS) is a successful paradigm for solving the satisfiability problem of propositional logic. A recent development in this area involves solving not the original instance, but a modified, yet logically equivalent…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
The Boolean Satisfiability problem (SAT), as the prototypical $\mathsf{NP}$-complete problem, is crucial in both theoretical computer science and practical applications. To address this problem, stochastic local search (SLS) algorithms,…
Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…
Dominating Set is a well-known combinatorial optimization problem which finds application in computational biology or mobile communication. Because of its $\mathrm{NP}$-hardness, one often turns to heuristics for good solutions. Many such…
We develop tools for analyzing focused stochastic local search algorithms. These are algorithms which search a state space probabilistically by repeatedly selecting a constraint that is violated in the current state and moving to a random…
One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales…
Many state-of-the-art algorithms for solving hard combinatorial problems in artificial intelligence (AI) include elements of stochasticity that lead to high variations in runtime, even for a fixed problem instance. Knowledge about the…
The satisfiability problem is one of the most famous problems in computer science. Its NP-completeness has been used to argue that SAT is intractable. However, there have been tremendous advances that allow SAT solvers to solve instances…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
We propose a multilevel stochastic approximation (MLSA) scheme for the computation of the value-at-risk (VaR) and expected shortfall (ES) of a financial loss, which can only be computed via simulations conditionally on the realisation of…
Local search algorithms are well-known methods for solving large, hard instances of the satisfiability problem (SAT). The performance of these algorithms crucially depends on heuristics for setting noise parameters and scoring variables.…
In this paper, we present a realization and an identification algorithm for stochastic Linear Parameter-Varying State-Space Affine (LPV-SSA) representations. The proposed realization algorithm combines the deterministic LPV input output to…
Generally, Lasso, Adaptive Lasso, and SCAD are standard approaches in variable selection in the presence of a large number of predictors. In recent years, during intensity function estimation for spatial point processes with a diverging…
We propose a version of WalkSAT algorithm, named as BetaWalkSAT. This method uses probabilistic reasoning for biasing the starting state of the local search algorithm. Beta distribution is used to model the belief over boolean values of the…
The notion of Las Vegas algorithms was introduced by Babai (1979) and can be defined in two ways: * In Babai's original definition, a randomized algorithm is called Las Vegas if it has a finitely bounded running time and certifiable random…
Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the…