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This paper makes three contributions to estimating the number of perfect matching in bipartite graphs. First, we prove that the popular sequential importance sampling algorithm works in polynomial time for dense bipartite graphs. More…

Probability · Mathematics 2022-07-07 Yeganeh Alimohammadi , Persi Diaconis , Mohammad Roghani , Amin Saberi

Random graphs with a given degree sequence are often constructed using the configuration model, which yields a random multigraph. We may adjust this multigraph by a sequence of switchings, eventually yielding a simple graph. We show that,…

Probability · Mathematics 2019-02-01 Svante Janson

The correlation between a random sequence and its transformed sequences is studied. In the case of a permutation operation or, in other word, the shuffling operation, it is shown that the correlation can be so small that the sequences can…

High Energy Physics - Lattice · Physics 2015-06-25 Nobuyasu Ito , Macoto Kikuchi , Yutaka Okabe

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…

Social and Information Networks · Computer Science 2021-10-27 Omri Ben-Eliezer , Talya Eden , Joel Oren , Dimitris Fotakis

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

We study graphs that are formed by independently-positioned needles (i.e., line segments) in the unit square. To mathematically characterize the graph structure, we derive the probability that two line segments intersect and determine…

Soft Condensed Matter · Physics 2020-10-29 Lucas Böttcher

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case…

Machine Learning · Statistics 2015-07-22 Ingmar Schuster

This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical result established recently by the authors shows that…

Computation · Statistics 2014-06-24 Anthony Lee , Nick Whiteley

The adaptive multi-channel method is applied to derive probability distributions from data samples. Moreover, an explicit algorithm is introduced, for which both the channel weights and the channels themselves are adaptive, and which can be…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. van Hameren

Many real-world networks of interest are embedded in physical space. We present a new random graph model aiming to reflect the interplay between the geometries of the graph and of the underlying space. The model favors configurations with…

Probability · Mathematics 2017-06-14 Jean-Christophe Mourrat , Daniel Valesin

Graphlets are induced subgraph patterns that are crucial to the understanding of the structure and function of a large network. A lot of efforts have been devoted to calculating graphlet statistics where random walk based approaches are…

Social and Information Networks · Computer Science 2020-05-12 Simiao Jiao , Zihui Xue , Xiaowei Chen , Yuedong Xu

We study convergence properties of a randomized consensus algorithm over a graph with both attractive and repulsive links. At each time instant, a node is randomly selected to interact with a random neighbor. Depending on if the link…

Systems and Control · Computer Science 2013-09-11 Guodong Shi , Alexandre Proutiere , Mikael Johansson , Karl H. Johansson

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

We introduce and study a novel semi-random multigraph process, described as follows. The process starts with an empty graph on $n$ vertices. In every round of the process, one vertex $v$ of the graph is picked uniformly at random and…

Random networks are increasingly used to analyse complex transportation networks, such as airline routes, roads and rail networks. So far, this research has been focused on describing the properties of the networks with the help of random…

Physics and Society · Physics 2017-09-19 Jürgen Hackl , Bryan T. Adey

We propose and study a hierarchical algorithm to generate graphs having a predetermined distribution of cliques, the fully connected subgraphs. The construction mechanism may be either random or incorporate preferential attachment. We…

Physics and Society · Physics 2009-11-13 Gregor Kaczor , Claudius Gros