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As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

We introduce a novel approach to the executable semantic object rearrangement problem. In this challenge, a robot seeks to create an actionable plan that rearranges objects within a scene according to a pattern dictated by a natural…

Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of optimization tasks performed routinely upon such systems, in…

Artificial Intelligence · Computer Science 2012-12-12 Milos Hauskrecht , Tomas Singliar

Monte Carlo Tree Search (MCTS) has showcased its efficacy across a broad spectrum of decision-making problems. However, its performance often degrades under vast combinatorial action space, especially where an action is composed of multiple…

Machine Learning · Computer Science 2024-06-04 Yunhyeok Kwak , Inwoo Hwang , Dooyoung Kim , Sanghack Lee , Byoung-Tak Zhang

Large language models (LLMs) have demonstrated remarkable potential in solving complex tasks across diverse domains, typically by employing agentic workflows that follow detailed instructions and operational sequences. However, constructing…

The exceptional capabilities of large language models (LLMs) have substantially accelerated the rapid rise and widespread adoption of agents. Recent studies have demonstrated that generating Python code to consolidate LLM-based agents'…

Software Engineering · Computer Science 2024-12-20 Ziyi Ni , Yifan Li , Daxiang Dong

The formulaic alphas are mathematical formulas that transform raw stock data into indicated signals. In the industry, a collection of formulaic alphas is combined to enhance modeling accuracy. Existing alpha mining only employs the neural…

Computational Finance · Quantitative Finance 2024-03-01 Tao Ren , Ruihan Zhou , Jinyang Jiang , Jiafeng Liang , Qinghao Wang , Yijie Peng

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

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

The POMDP is a powerful framework for reasoning under outcome and information uncertainty, but constructing an accurate POMDP model is difficult. Bayes-Adaptive Partially Observable Markov Decision Processes (BA-POMDPs) extend POMDPs to…

Artificial Intelligence · Computer Science 2018-06-15 Sammie Katt , Frans A. Oliehoek , Christopher Amato

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a…

Numerical Analysis · Mathematics 2015-07-03 Paul Constantine , David Gleich

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

Recent advancements in the field of large language models have made it possible to use language models for advanced reasoning. In this paper we leverage this ability for designing complex project plans based only on knowing the current…

Artificial Intelligence · Computer Science 2023-06-07 Martin Schroder

We introduce a framework that represents a dynamic program as a family of operators acting on a partially ordered set. We provide an optimality theory based only on order-theoretic assumptions and show how applications across almost all…

Optimization and Control · Mathematics 2025-01-07 Thomas J. Sargent , John Stachurski

Iterative methods for computing matrix functions have been extensively studied and their convergence speed can be significantly improved with the right tuning of parameters and by mixing different iteration types. Handtuning the design…

Machine Learning · Computer Science 2025-07-17 Sungyoon Kim , Rajat Vadiraj Dwaraknath , Longling geng , Mert Pilanci

The region of attraction characterizes well-behaved and safe operation of a nonlinear system and is hence sought after for verification. In this paper, a framework for probabilistic region of attraction estimation is developed that combines…

Optimization and Control · Mathematics 2023-06-06 Torbjørn Cunis

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

Practitioners have access to an abundance of language models and prompting strategies for solving many language modeling tasks; yet prior work shows that modeling performance is highly sensitive to both choices. Classical machine learning…

Non-prehensile multi-object rearrangement is a robotic task of planning feasible paths and transferring multiple objects to their predefined target poses without grasping. It needs to consider how each object reaches the target and the…

Robotics · Computer Science 2021-09-21 Fan Bai , Fei Meng , Jianbang Liu , Jiankun Wang , Max Q. -H. Meng

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu