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Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively…

Data Structures and Algorithms · Computer Science 2019-10-22 Sepehr Abbasi-Zadeh , Nikhil Bansal , Guru Guruganesh , Aleksandar Nikolov , Roy Schwartz , Mohit Singh

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…

Machine Learning · Computer Science 2022-12-07 Hippolyte Verdier , François Laurent , Alhassan Cassé , Christian Vestergaard , Jean-Baptiste Masson

The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…

Computer Vision and Pattern Recognition · Computer Science 2013-06-06 Pierre-Yves Baudin , Danny Goodman , Puneet Kumar , Noura Azzabou , Pierre G. Carlier , Nikos Paragios , M. Pawan Kumar

We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently…

Quantum Physics · Physics 2013-06-12 Chen-Fu Chiang , Daniel Nagaj , Pawel Wocjan

Random walks are a fundamental primitive used in many machine learning algorithms with several applications in clustering and semi-supervised learning. Despite their relevance, the first efficient parallel algorithm to compute random walks…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-02 Michael Kapralov , Silvio Lattanzi , Navid Nouri , Jakab Tardos

In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A x M r…

Probability · Mathematics 2022-02-03 Charles Bordenave , Bastien Dubail

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Machine Learning · Computer Science 2008-10-31 Qiang Li , Yan He , Jing-ping Jiang

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…

Probability · Mathematics 2019-02-19 Jeffrey Negrea

In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…

Numerical Analysis · Mathematics 2020-05-21 James Foster , Terry Lyons , Harald Oberhauser

Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…

Methodology · Statistics 2022-09-27 Xiao Qi

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Probability · Mathematics 2007-05-23 Christian Benes

Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…

Robotics · Computer Science 2016-09-21 Oktay Arslan , Panagiotis Tsiotras

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…

Quantum Physics · Physics 2019-12-25 Francesco Campaioli , William Sloan , Kavan Modi , Felix Alexander Pollock

Performing random walks in networks is a fundamental primitive that has found applications in many areas of computer science, including distributed computing. In this paper, we focus on the problem of sampling random walks efficiently in a…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-02-20 Atish Das Sarma , Danupon Nanongkai , Gopal Pandurangan , Prasad Tetali

During the last decade, incremental sampling-based motion planning algorithms, such as the Rapidly-exploring Random Trees (RRTs) have been shown to work well in practice and to possess theoretical guarantees such as probabilistic…

Robotics · Computer Science 2010-05-05 Sertac Karaman , Emilio Frazzoli

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Probability · Mathematics 2018-11-22 Xinwei Bai , Jasper Goseling

The enormous successes have been made by quantum algorithms during the last decade. In this paper, we combine the quantum random walk (QRW) with the problem of data clustering, and develop two clustering algorithms based on the one…

Machine Learning · Computer Science 2008-12-09 Qiang Li , Yan He , Jing-ping Jiang