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This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We analyze the performance of quantum annealing as a heuristic optimization method to find the absolute minimum of various continuous models, including landscapes with only two wells and also models with many competing minima and with…

Statistical Mechanics · Physics 2015-11-25 E. M. Inack , S. Pilati

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

The graph coloring problem (GCP) is one of the most studied NP-HARD problems in computer science. Given a graph , the task is to assign a color to all vertices such that no vertices sharing an edge receive the same color and that the number…

Neural and Evolutionary Computing · Computer Science 2021-11-19 Robiul Islam , Arup Kumar Pramanik

We provide a "how-to" guide to the use and application of the Discharging Method. Our aim is not to exhaustively survey results proved by this technique, but rather to demystify the technique and facilitate its wider use, using applications…

Combinatorics · Mathematics 2017-05-15 Daniel W. Cranston , Douglas B. West

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this…

Methodology · Statistics 2014-05-27 Maurizio Filippone

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Machine Learning · Statistics 2020-01-07 Michalis K. Titsias , Petros Dellaportas

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

Two approaches for graph based semi-supervised learning are proposed. The firstapproach is based on iteration of an affine map. A key element of the affine map iteration is sparsematrix-vector multiplication, which has several very…

Machine Learning · Computer Science 2015-09-07 Konstantin Avrachenkov , Vivek Borkar , Krishnakant Saboo

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Computation · Statistics 2017-10-30 Ajay Jasra , Kengo Kamatani , Kody Law , Yan Zhou

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

In this paper we propose an efficient variance reduction approach for additive functionals of Markov chains relying on a novel discrete time martingale representation. Our approach is fully non-asymptotic and does not require the knowledge…

Computation · Statistics 2021-12-22 D. Belomestny , E. Moulines , S. Samsonov

Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…

Graphics · Computer Science 2025-10-13 Gurprit Singh , Wenzel Jakob

A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…

Computation · Statistics 2021-08-24 Hai-Dang Dau , Nicolas Chopin

A path in an edge-colored graph is called a \emph{monochromatic path} if all the edges on the path are colored the same. An edge-coloring of $G$ is a \emph{monochromatic connection coloring} (MC-coloring, for short) if there is a…

Combinatorics · Mathematics 2014-12-30 Qingqiong Cai , Xueliang Li , Di Wu

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

Sampling graph colorings via local Markov chains is a central problem in approximate counting and Markov chain Monte Carlo (MCMC). We address the problem of sampling a random $k$-coloring of a graph with maximum degree $\Delta$. The…

Data Structures and Algorithms · Computer Science 2026-04-15 Vishesh Jain , Clayton Mizgerd , Eric Vigoda

We study a problem proposed by Hurtado et al. (2016) motivated by sparse set visualization. Given $n$ points in the plane, each labeled with one or more primary colors, a \emph{colored spanning graph} (CSG) is a graph such that for each…

Computational Geometry · Computer Science 2016-08-26 Hugo A. Akitaya , Maarten Löffler , Csaba D. Tóth