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Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…

Image and Video Processing · Electrical Eng. & Systems 2024-05-21 Guy Ohayon , Theo Adrai , Michael Elad , Tomer Michaeli

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…

Optimization and Control · Mathematics 2025-03-28 Di Zhang , Suvrajeet Sen

In this work we propose a novel approach to solve the Schr\"{o}dinger equation which combines projection onto the ground state with a path-filtering truncation scheme. The resulting projector configuration interaction (PCI) approach…

Chemical Physics · Physics 2016-06-29 Tianyuan Zhang , Francesco A. Evangelista

Quantum-selected configuration interaction (QSCI) is a novel quantum-classical hybrid algorithm for quantum chemistry calculations. This method identifies electron configurations having large weights for the target state using quantum…

Chemical Physics · Physics 2025-03-31 Soichi Shirai , Shih-Yen Tseng , Hokuto Iwakiri , Takahiro Horiba , Hirotoshi Hirai , Sho Koh

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

The accurate description of electron correlation is a central challenge in computational chemistry, with selected configuration interaction (SCI) emerging as a powerful tool to approach the full CI limit. While recent machine learning (ML)…

Chemical Physics · Physics 2026-05-12 Wan Nie , Songwei Liu , Yingying Yu , Zhiwen Wang , and Jun Yang

Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…

Numerical Analysis · Mathematics 2026-02-12 Tomás Caraballo , Macarena Gómez-Mármol , Ignacio Roldán

We introduce a novel algorithm that leverages stochastic sampling techniques to compute the perturbative triples correction in the coupled-cluster (CC) framework. By combining elements of randomness and determinism, our algorithm achieves a…

Chemical Physics · Physics 2024-05-29 Yann Damour , Alejandro Gallo , Anthony Scemama

Deducing the states of spatiotemporally chaotic systems (SCSs) as they evolve in time is crucial for various applications. However, it is a dramatic challenge for generally achieving so due to the complexity of non-periodic dynamics and the…

Quantum Physics · Physics 2025-03-04 Longhan Wang , Yifan Sun , Xiangdong Zhang

We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic…

Optimization and Control · Mathematics 2021-07-07 An Liu , Rui Yang , Tony Q. S. Quek , Min-Jian Zhao

The so-called fast inertial relaxation engine is a first-order method for unconstrained smooth optimization problems. It updates the search direction by a linear combination of the past search direction, the current gradient and the…

Optimization and Control · Mathematics 2019-05-17 Yifei Wang , Zeyu Jia , Zaiwen Wen

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Artificial Intelligence · Computer Science 2013-02-08 Carla P. Gomes , Bart Selman

We introduce the pCI software package for high-precision atomic structure calculations. The standard method of calculation is based on the configuration interaction (CI) method to describe valence correlations, but can be extended to attain…

We present the quantum-selected configuration interaction-tailored coupled-cluster (QSCI-TCC) method, a hybrid quantum-classical scheme that tailors coupled-cluster (CC) theory with a quantum-selected configuration interaction (QSCI) wave…

Chemical Physics · Physics 2025-06-23 Luca Erhart , Yuichiro Yoshida , Wataru Mizukami

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…

Optimization and Control · Mathematics 2019-03-29 Prashanth L A , Shalabh Bhatnagar , Nirav Bhavsar , Michael Fu , Steven I. Marcus

Stochastic orbital techniques offer reduced computational scaling and memory requirements to describe ground and excited states at the cost of introducing controlled statistical errors. Such techniques often rely on two basic operations,…

Chemical Physics · Physics 2024-04-22 Leopoldo Mejía , Sandeep Sharma , Roi Baer , Garnet Kin-Lic Chan , Eran Rabani

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur