Related papers: Understanding the Hastings Algorithm
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Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…
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Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…
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The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…
Hypergraphs serve as an effective tool widely adopted to characterize higher-order interactions in complex systems. The most intuitive and commonly used mathematical instrument for representing a hypergraph is the incidence matrix, in which…
Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…
Network clustering reveals the organization of a network or corresponding complex system with elements represented as vertices and interactions as edges in a (directed, weighted) graph. Although the notion of clustering can be somewhat…
We study the computational complexity of a Metropolis-Hastings algorithm for Bayesian community detection. We first establish a posterior strong consistency result for a natural prior distribution on stochastic block models under the…
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…
Paxos is a widely used and notoriously hard to understand method for solving one type of distributed consensus problem. This note provides a quick explanation of Paxos, a novel proof of correctness that is intended to provide insight into…
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We present an effective heuristic for the Steiner Problem in Graphs. Its main elements are a multistart algorithm coupled with aggressive combination of elite solutions, both leveraging recently-proposed fast local searches. We also propose…