Related papers: Diffusion Limit For The Random Walk Metropolis Alg…
This paper explores decentralized learning in a graph-based setting, where data is distributed across nodes. We investigate a decentralized SGD algorithm that utilizes a random walk to update a global model based on local data. Our focus is…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
The independence sampler is one of the most commonly used MCMC algorithms usually as a component of a Metropolis-within-Gibbs algorithm. The common focus for the independence sampler is on the choice of proposal distribution to obtain an as…
An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally…
There are two ways of speeding up MCMC algorithms: (1) construct more complex samplers that use gradient and higher order information about the target and (2) design a control variate to reduce the asymptotic variance. While the efficiency…
We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…
A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…
We examine challenges to sampling from Boltzmann distributions associated with multiscale energy landscapes. The multiscale features, or "roughness," corresponds to highly oscillatory, but bounded, perturbations of a smooth landscape.…
We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…
We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…
We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…
The Metropolis-Hastings algorithm is a cornerstone of Markov Chain Monte Carlo methods, underpinning a wide range of applications in computational physics, Bayesian inference, and machine learning. Quantum variants of Metropolis-Hastings…
We study a model for a random walk of two classes of particles (A and B). Where both species are present in the same site, the motion of A's takes precedence over that of B's. The model was originally proposed and analyzed in Maragakis et…
Fine-tuning diffusion policies with reinforcement learning (RL) presents significant challenges. The long denoising sequence for each action prediction impedes effective reward propagation. Moreover, standard RL methods require millions of…
Given a line barrier and a set of mobile sensors distributed in the plane, the Minimizing Maximum Sensor Movement problem (MMSM) for \textcolor{black}{line barrier coverage} is to compute relocation positions for the sensors in the plane…
Selecting the step size for the Metropolis-adjusted Langevin algorithm (MALA) is necessary in order to obtain satisfactory performance. However, finding an adequate step size for an arbitrary target distribution can be a difficult task and…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Random walks describe diffusion processes, where movement at every time step is restricted to only the neighbouring locations. We construct a quantum random walk algorithm, based on discretisation of the Dirac evolution operator inspired by…
The weight decay regularization term is widely used during training to constrain expressivity, avoid overfitting, and improve generalization. Historically, this concept was borrowed from the SVM maximum margin principle and extended to…
A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…