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We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…

Machine Learning · Computer Science 2014-02-13 Tengyuan Liang , Hariharan Narayanan , Alexander Rakhlin

We present an oblivious walk for point location in 2-dimensional triangulations and a corresponding, strictly monotonically decreasing distance measure.

Data Structures and Algorithms · Computer Science 2017-05-25 Wouter Kuijper

The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…

Statistical Mechanics · Physics 2009-11-07 E. Eisenberg , A. Baram

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…

Data Structures and Algorithms · Computer Science 2021-07-23 Brieuc Guinard , Amos Korman

We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can…

Machine Learning · Statistics 2013-09-25 Hariharan Narayanan , Alexander Rakhlin

A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…

Statistical Mechanics · Physics 2018-07-04 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

We make and generalize the observation that summing of probability amplitudes of a discrete-time quantum walk over partitions of the walking graph consistent with the step operator results in a unitary evolution on the reduced graph which…

Quantum Physics · Physics 2020-04-06 Václav Potoček

We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel,…

Probability · Mathematics 2007-05-23 Martin P. W. Zerner

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect…

Probability · Mathematics 2012-03-05 David Croydon

A prototypical problem on which techniques for exact enumeration are tested and compared is the enumeration of self-avoiding walks. Here, we show an advance in the methodology of enumeration, making the process thousands or millions of…

Mathematical Physics · Physics 2015-05-27 Raoul D. Schram , Gerard T. Barkema , Rob H. Bisseling

The aim of this paper is to demonstrate the efficacy of using Contrastive Random Walk as a curiosity method to achieve faster convergence to the optimal policy.Contrastive Random Walk defines the transition matrix of a random walk with the…

Machine Learning · Computer Science 2022-04-26 Zixuan Pan , Zihao Wei , Yidong Huang , Aditya Gupta

We present novel oblivious routing algorithms for both splittable and unsplittable multicommodity flow. Our algorithm for minimizing congestion for \emph{unsplittable} multicommodity flow is the first oblivious routing algorithm for this…

Data Structures and Algorithms · Computer Science 2017-12-07 Michael Schapira , Gal Shahaf

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

Suppose we are given an infinite, finitely generated group $G$ and a transient random walk on the wreath product $(\mathbb{Z}/ 2\mathbb{Z})\wr G$, such that its projection on $G$ is transient and has finite first moment. This random walk…

Probability · Mathematics 2008-10-02 Lorenz Gilch

A self-avoiding walk with small attractive interactions is described here. The existence of the connective constant is established, and the diffusive behavior is proved using the method of the lace expansion.

Probability · Mathematics 2007-05-23 Daniel Ueltschi

We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…

Probability · Mathematics 2022-02-28 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.

Optimization and Control · Mathematics 2025-09-19 Andrew J. Young
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