Related papers: Improved Randomized Rounding using Random Walks
In this article, we present new random walk methods to solve flow and transport problems in unsaturated/saturated porous media, including coupled flow and transport processes in soils, heterogeneous systems modeled through random hydraulic…
We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…
We focus on the problem of performing random walks efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain a random walk sample. We first present a fast sublinear…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…
Graph partition is a fundamental problem of parallel computing for big graph data. Many graph partition algorithms have been proposed to solve the problem in various applications, such as matrix computations and PageRank, etc., but none has…
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.…
We study the problem of "isotropically rounding" a polytope $K\subset\mathbb{R}^n$, that is, computing a linear transformation which makes the uniform distribution on the polytope have roughly identity covariance matrix. We assume $K$ is…
We study the error in approximating the minimum of a Brownian motion on the unit interval based on finitely many point evaluations. We construct an algorithm that adaptively chooses the points at which to evaluate the Brownian path. In…
Given real numbers whose sum is an integer, we study the problem of finding integers which match these real numbers as closely as possible, in the sense of L^p norm, while preserving the sum. We describe the structure of solutions for this…
We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…
Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…
Following previous theoretical work by Srinivasan (FOCS 2001) and the first author (STACS 2006) and a first experimental evaluation on random instances (ALENEX 2009), we investigate how the recently developed different approaches to…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
This paper considers an optimal radial reconfiguration problem in multi-source distribution networks, where the goal is to find a radial configuration that minimizes quadratic distribution costs while ensuring all sink demands are met. This…
The randomized projection (RP) method is a simple iterative scheme for solving linear feasibility problems and has recently gained popularity due to its speed and low memory requirement. This paper develops an accelerated variant of the…
This paper develops a robust angles-only IROD method based on polynomial optimization for arbitrary nonlinear dynamics. First, the relative motion is approximated by high-order Taylor polynomials within the differential algebra framework,…
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…