Related papers: Geodesic Walks in Polytopes
Given a Lipschitz or smooth convex function $\, f:K \to \mathbb{R}$ for a bounded polytope $K \subseteq \mathbb{R}^d$ defined by $m$ inequalities, we consider the problem of sampling from the log-concave distribution $\pi(\theta) \propto…
Random walk algorithms are crucial for sampling and approximation problems in statistical physics and theoretical computer science. The mixing property is necessary for Markov chains to approach stationary distributions and is facilitated…
We introduce a stochastic global optimization method based on random walks on Grassmannian manifolds. To minimize a continuous objective $\ell:\mathbb{R}^d\rightarrow\mathbb{R}$, the method repeatedly samples random $k$-dimensional linear…
We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…
In recent decades, advancements in motion learning have enabled robots to acquire new skills and adapt to unseen conditions in both structured and unstructured environments. In practice, motion learning methods capture relevant patterns and…
In this paper, we study random walks on groups that contain superlinear divergent geodesics, in the line of thoughts of Goldsborough-Sisto. The existence of a superlinear divergent geodesic is a quasi-isometry invariant which allows us to…
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…
We propose a new family of discrete-spacetime quantum walks capable to propagate on any arbitrary triangulations. Moreover we also extend and generalize the duality principle introduced by one of the authors, linking continuous local…
We solve explicitly the geodesic equation for a wide class of (pseudo)-Riemannian homogeneous manifolds (G/H,m), including those with G compact, as well as non-compact semisimple Lie groups, under a simple algebraic condition for the metric…
For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…
We experimentally study the fundamental problem of computing the volume of a convex polytope given as an intersection of linear inequalities. We implement and evaluate practical randomized algorithms for accurately approximating the…
We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A {\bf 41}, 3407 (1990)]. A discussion of the supersymmetric…
In this paper, we investigate the Walk on Spheres algorithm (WoS) for motion planning in robotics. WoS is a Monte Carlo method to solve the Dirichlet problem developed in the 50s by Muller and has recently been repopularized by Sawhney and…
We study a certain polytope arising from embedding the Hamiltonian cycle problem in a discounted Markov decision process. The Hamiltonian cycle problem can be reduced to finding particular extreme points of a certain polytope associated…
Motivated by Gromov's geodesic flow problem on hyperbolic groups $G$, we develop in this paper an analog using random walks. This leads to a notion of a harmonic analog $\Theta$ of the Bowen-Margulis-Sullivan measure on $\partial^2 G$. We…
The smoothed analysis of algorithms is concerned with the expected running time of an algorithm under slight random perturbations of arbitrary inputs. Spielman and Teng proved that the shadow-vertex simplex method has polynomial smoothed…
The paper analyzes a specific class of random walks on quotients of $X:=\text{SL}(k,{\Bbb R})/ \Gamma$ for a lattice $\Gamma$. Consider a one parameter diagonal subgroup, $\{g_t\}$, with an associated abelian expanding horosphere, $U\cong…
A random Heegaard splitting is a 3-manifold obtained by using a random walk of length n on the mapping class group as the gluing map between two handlebodies. We show that the joint distribution of random walks of length n and their…
Geodesic distance, sometimes called shortest path length, has proven useful in a great variety of applications, such as information retrieval on networks including treelike networked models. Here, our goal is to analytically determine the…
Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the…