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Graph matching is one of the most important problems in graph theory and combinatorial optimization, with many applications in various domains. Although meta-heuristic algorithms have had good performance on many NP-Hard and NP-Complete…

Neural and Evolutionary Computing · Computer Science 2019-04-01 Hashem Ezzati , Mahmood Amintoosi , Hashem Tabasi

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…

Methodology · Statistics 2022-02-24 Tin D. Nguyen , Brian L. Trippe , Tamara Broderick

Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…

Computation · Statistics 2012-07-02 Iain Murray , Zoubin Ghahramani , David MacKay

In this paper we present the Markov variation, a smoothness measure which offers a probabilistic interpretation of graph signal smoothness. This measure is then used to develop an optimization framework for graph signal interpolation. Our…

Signal Processing · Electrical Eng. & Systems 2020-01-29 Ayelet Heimowitz , Yonina C. Eldar

Coloring problems in graphs have been used to model a wide range of real applications. In particular, the List Coloring Problem generalizes the well-known Graph Coloring Problem for which many exact algorithms have been developed. In this…

Discrete Mathematics · Computer Science 2020-02-28 Mauro Lucci , Graciela Nasini , Daniel Severín

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Numerical Analysis · Mathematics 2019-04-01 Robert J. Webber

We prove that every partial function with finite domain and range can be effectively simulated through sequential colorings of graphs. Namely, we show that given a finite set $S=\{0,1,\ldots,m-1\}$ and a number $n \geq \max\{m,3\}$, any…

Combinatorics · Mathematics 2010-08-23 Amir Daneshgar , Ali Reza Rahimi , Siamak Taati

Anomalous radiative transfer (ART) theory is a generalization of classical radiative transfer theory. The present tutorial wants to show how Monte Carlo (MC) codes describing photons transport in anomalous media can be implemented. It is…

Computational Physics · Physics 2022-06-02 Tiziano Binzoni , Fabizio Martelli

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which…

Machine Learning · Statistics 2014-03-24 Willie Neiswanger , Chong Wang , Eric Xing

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Numerical Analysis · Mathematics 2024-11-05 Jiarui Du , Zhijian He

The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires…

Computation · Statistics 2020-03-11 Haoyun Ying , Keheng Mao , Klaus Mosegaard

Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is…

Statistical Mechanics · Physics 2014-10-20 Yukito Iba , Nen Saito , Akimasa Kitajima

We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by…

Methodology · Statistics 2018-07-11 Benjamin Bloem-Reddy , Peter Orbanz

In the minimum sum edge coloring problem, we aim to assign natural numbers to edges of a graph, so that adjacent edges receive different numbers, and the sum of the numbers assigned to the edges is minimum. The {\em chromatic edge strength}…

Discrete Mathematics · Computer Science 2008-01-22 Jean Cardinal , Vlady Ravelomanana , Mario Valencia-Pabon

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Priyesh Shukla , Ahish Shylendra , Theja Tulabandhula , Amit Ranjan Trivedi

Handling multimodality that commonly arises from complicated statistical models remains a challenge. Current Markov chain Monte Carlo (MCMC) methodology tackling this subject is based on an ensemble of chains targeting a product of…

Computation · Statistics 2020-12-07 Felipe J Medina-Aguayo , J Andrés Christen

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

Numerical Analysis · Mathematics 2015-06-18 Yalchin Efendiev , Bangti Jin , Michael Presho , Xiaosi Tan