Related papers: Exact Simulation for Assemble-To-Order Systems
We describe a dynamic programming algorithm for exact counting and exact uniform sampling of matrices with specified row and column sums. The algorithm runs in polynomial time when the column sums are bounded. Binary or non-negative integer…
Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…
Modeling and optimization of multi-echelon supply chain systems is challenging as it requires a holistic approach that exploits synergies and interactions between echelons while accurately accounting for variability observed by these…
We study the problem of minimizing total completion time on parallel machines subject to varying processing capacity. In this paper, we develop an approximation scheme for the problem under the data stream model where the input data is…
We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…
We show that efficient approximate sampling algorithms, combined with a slow exponential time oracle for computing its output distribution, can be combined into constructing efficient perfect samplers, which sample exactly from a target…
We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial…
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…
Parcel sorting operations in logistics enterprises aim to achieve a high throughput of parcels through sorting centers. These sorting centers are composed of large circular conveyor belts on which incoming parcels are placed, with multiple…
Assembly of large scale structural systems in space is understood as critical to serving applications that cannot be deployed from a single launch. Recent literature proposes the use of discrete modular structures for in-space assembly and…
The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…
In this paper, we present long-awaited algorithmic advances toward the efficient construction of near-optimal replenishment policies for a true inventory management classic, the economic warehouse lot scheduling problem. While this paradigm…
We establish sufficient conditions for perfect simulation of chains of infinite order on a countable alphabet. The new assumption, localized continuity, is formalized with the help of the notion of context trees, and includes the…
In this paper we propose a perfect simulation algorithm for the Exponential Random Graph Model, based on the Coupling From The Past method of Propp & Wilson (1996). We use a Glauber dynamics to construct the Markov Chain and we prove the…
Computational modeling of assembly is challenging for many systems because their timescales vastly exceed those accessible to simulations. This article describes the MultiMSM, which is a general framework that uses Markov state models…
This PhD thesis summarizes research works on the design of exact algorithms that provide a worst-case (time or space) guarantee for NP-hard scheduling problems. Both theoretical and practical aspects are considered with three main results…
The increasing demand for larger and higher fidelity simulations has made Adaptive Mesh Refinement (AMR) and unstructured mesh techniques essential to focus compute effort and memory cost on just the areas of interest in the simulation…
Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe…
We give a Markov chain based perfect sampler for uniform sampling solutions of constraint satisfaction problems (CSP). Under some mild Lov\'asz local lemma conditions where each constraint of the CSP has a small number of forbidden local…