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We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolution of the discrete states probability distribution governed…

Optimization and Control · Mathematics 2026-02-10 Bohan Zhou , Shu Liu , Xinzhe Zuo , Wuchen Li

Understanding the dynamics of complex molecular processes is often linked to the study of infrequent transitions between long-lived stable states. The standard approach to the sampling of such rare events is to generate an ensemble of…

Computational Physics · Physics 2023-05-22 Sebastian Falkner , Alessandro Coretti , Salvatore Romano , Phillip Geissler , Christoph Dellago

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant…

Data Structures and Algorithms · Computer Science 2016-11-03 Michał Startek

In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…

Computation · Statistics 2020-10-19 Yanxin Li , Stephen G. Walker

Many classical randomized algorithms (e.g., approximation algorithms for #P-complete problems) utilize the following random walk algorithm for {\em almost uniform sampling} from a state space $S$ of cardinality $N$: run a symmetric ergodic…

Quantum Physics · Physics 2007-05-23 Peter C. Richter

Identifying independence between two random variables or correlated given their samples has been a fundamental problem in Statistics. However, how to do so in a space-efficient way if the number of states is large is not quite well-studied.…

Data Structures and Algorithms · Computer Science 2022-11-21 Zhenhao Gu , Hao Zhang

In this paper, the dynamics of heuristic algorithms for constructing small vertex covers (or independent sets) of finite-connectivity random graphs is analysed. In every algorithmic step, a vertex is chosen with respect to its vertex…

Statistical Mechanics · Physics 2015-06-24 Martin Weigt

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

Algorithms for node clustering typically focus on finding homophilous structure in graphs. That is, they find sets of similar nodes with many edges within, rather than across, the clusters. However, graphs often also exhibit heterophilous…

Machine Learning · Computer Science 2023-08-15 Sudhanshu Chanpuriya , Cameron Musco

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…

Applications · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle

Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased…

Robotics · Computer Science 2021-02-26 Sagar Suhas Joshi , Seth Hutchinson , Panagiotis Tsiotras

A common technique to verify complex logic specifications for dynamical systems is the construction of symbolic abstractions: simpler, finite-state models whose behaviour mimics the one of the systems of interest. Typically, abstractions…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Rudi Coppola , Andrea Peruffo , Manuel Mazo

Sampling techniques are used in many fields, including design of experiments, image processing, and graphics. The techniques in each field are designed to meet the constraints specific to that field such as uniform coverage of the range of…

Machine Learning · Computer Science 2023-06-08 Chandrika Kamath

Sampling from distributions of implicitly defined shapes enables analysis of various energy functionals used for image segmentation. Recent work describes a computationally efficient Metropolis-Hastings method for accomplishing this task.…

Computer Vision and Pattern Recognition · Computer Science 2012-05-17 Jason Chang , John W. Fisher

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

Abstraction is essential for reducing the complexity of systems across diverse fields, yet designing effective abstraction methodology for probabilistic models is inherently challenging due to stochastic behaviors and uncertainties. Current…

Artificial Intelligence · Computer Science 2025-03-03 Nijesh Upreti , Vaishak Belle

This paper presents a general-purpose formulation of a large class of discrete-time planning problems, with hybrid state and control-spaces, as factored transition systems. Factoring allows state transitions to be described as the…

Robotics · Computer Science 2019-02-13 Caelan Reed Garrett , Tomás Lozano-Pérez , Leslie Pack Kaelbling