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As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as…

Methodology · Statistics 2015-04-13 Egil Ferkingstad , Lars Holden , Geir Kjetil Sandve

Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo framework, the counterpart in importance sampling can be…

Methodology · Statistics 2007-12-11 Heng Lian

We empirically study sorting in the evolving data model. In this model, a sorting algorithm maintains an approximation to the sorted order of a list of data items while simultaneously, with each comparison made by the algorithm, an…

Data Structures and Algorithms · Computer Science 2018-05-16 Juan Jose Besa , William E. Devanny , David Eppstein , Michael Goodrich , Timothy Johnson

With the overwhelming online products available in recent years, there is an increasing need to filter and deliver relevant personalized advice for users. Recommender systems solve this problem by modeling and predicting individual…

Machine Learning · Statistics 2020-02-11 Antonia Godoy-Lorite , Roger Guimera , Marta Sales-Pardo

Learning an ordering of items based on pairwise comparisons is useful when items are difficult to rate consistently on an absolute scale, for example, when annotators have to make subjective assessments. When exhaustive comparison is…

Machine Learning · Computer Science 2024-10-29 Herman Bergström , Emil Carlsson , Devdatt Dubhashi , Fredrik D. Johansson

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…

Machine Learning · Computer Science 2013-01-18 Dale Schuurmans , Finnegan Southey

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…

Methodology · Statistics 2015-05-13 Rémi Bardenet , Arnaud Doucet , Chris Holmes

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

Methodology · Statistics 2018-02-26 Dao Nguyen

Clustering is often used for discovering structure in data. Clustering systems differ in the objective function used to evaluate clustering quality and the control strategy used to search the space of clusterings. Ideally, the search…

Artificial Intelligence · Computer Science 2014-11-17 D. Fisher

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

Disordered Systems and Neural Networks · Physics 2019-07-10 Maria Chiara Angelini , Federico Ricci-Tersenghi

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

Smart Sort algorithm is a "smart" fusion of heap construction procedures (of Heap sort algorithm) into the conventional "Partition" function (of Quick sort algorithm) resulting in a robust version of Quick sort algorithm. We have also…

Data Structures and Algorithms · Computer Science 2012-04-24 Niraj Kumar Singh , Soubhik Chakraborty

In an empirical comparisons of algorithms we might compare run times over a set of benchmark problems to decide which one is fastest, i.e. an algorithmic horse race. Ideally we would like to download source code for the algorithms, compile…

Data Structures and Algorithms · Computer Science 2014-12-11 Frod Prefect , Patrick Prosser

The linear ordering problem (LOP), which consists in ordering M objects from their pairwise comparisons, is commonly applied in many areas of research. While efforts have been made to devise efficient LOP algorithms, verification of whether…

Machine Learning · Computer Science 2023-05-23 Leszek Szczecinski , Harsh Sukheja

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

Most popular strategies to capture subjective judgments from humans involve the construction of a unidimensional relative measurement scale, representing order preferences or judgments about a set of objects or conditions. This information…

Applications · Statistics 2017-12-18 Maria Perez-Ortiz , Rafal K. Mantiuk

As machine learning is increasingly used to help make decisions, there is a demand for these decisions to be explainable. Arguably, the most explainable machine learning models use decision rules. This paper focuses on decision sets, a type…

Artificial Intelligence · Computer Science 2020-07-31 Jinqiang Yu , Alexey Ignatiev , Peter J. Stuckey , Pierre Le Bodic