Related papers: Simulated Annealing Algorithm for Graph Coloring
Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…
Graph coloring is often used in parallelizing scientific computations that run in distributed and multi-GPU environments; it identifies sets of independent data that can be updated in parallel. Many algorithms exist for graph coloring on a…
A new methodology is presented for the construction of control variates to reduce the variance of additive functionals of Markov Chain Monte Carlo (MCMC) samplers. Our control variates are definedthrough the minimization of the asymptotic…
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…
This paper presents a graphical method for comparing performance of Markov Chain Monte Carlo methods. Most researchers present comparisons of MCMC methods using tables of figures of merit; this paper presents a graphical alternative. It…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…
Markov Chain Monte Carlo methods for sampling from complex distributions and estimating normalization constants often simulate samples from a sequence of intermediate distributions along an annealing path, which bridges between a tractable…
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…
Graph coloring problems are a central topic of study in the theory of algorithms. We study the problem of partially coloring partially colorable graphs. For $\alpha \leq 1$ and $k \in \mathbb{Z}^+$, we say that a graph $G=(V,E)$ is…
Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…
The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…
Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
We introduce a generalization of the well known graph (vertex) coloring problem, which we call the problem of \emph{component coloring of graphs}. Given a graph, the problem is to color the vertices using minimum number of colors so that…
This work presents the first study of using the popular Monte Carlo Tree Search (MCTS) method combined with dedicated heuristics for solving the Weighted Vertex Coloring Problem. Starting with the basic MCTS algorithm, we gradually…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…