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Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

Statistical Mechanics · Physics 2009-11-11 Douglas J. Ashton , Lester O. Hedges , Juan P. Garrahan

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…

Disordered Systems and Neural Networks · Physics 2021-02-03 Luca Saglietti , Yue M. Lu , Carlo Lucibello

We explore the relationship between a machine-learned structural quantity (softness) and excess entropy in simulations of supercooled liquids. Excess entropy is known to scale well the dynamical properties of liquids, but this…

Soft Condensed Matter · Physics 2023-06-07 Ian R. Graham , Paulo E. Arratia , Robert A. Riggleman

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

Previous studies have suggested a conundrum in the relaxation dynamics of polydisperse supercooled liquids. It has been shown that in two dimensions, the relative relaxation times of particles of different sizes become more similar as the…

Soft Condensed Matter · Physics 2025-03-06 Ilian Pihlajamaa , Lotte van Gessel , Corentin Laudicina , Luc van Burik , Liesbeth Janssen

We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while…

Machine Learning · Statistics 2021-10-05 Yingjie Fei , Yudong Chen

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization…

Machine Learning · Statistics 2017-12-29 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

Active matter has been intensely studied for its wealth of intriguing properties such as collective motion, motility-induced phase separation (MIPS), and giant fluctuations away from criticality. However, the precise connection of active…

Statistical Mechanics · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

Compared with random sampling, low-discrepancy sampling is more effective in covering the search space. However, the existing research cannot definitely state whether the impact of a low-discrepancy sample on particle swarm optimization…

Neural and Evolutionary Computing · Computer Science 2023-07-04 Feng Wu , Yuelin Zhao , Jianhua Pang , Jun Yan , Wanxie Zhong

Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…

Optimization and Control · Mathematics 2022-02-15 Charly Robinson La Rocca , Emma Frejinger , Jean-François Cordeau

We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…

Soft Condensed Matter · Physics 2024-09-20 Anna S. Bodrova , Alexander I. Osinsky

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

We present results of recent high-statistics Monte Carlo simulations of the Edwards-Anderson Ising spin-glass model in three and four dimensions. The study is based on a non-Boltzmann sampling technique, the multi-overlap algorithm which is…

Disordered Systems and Neural Networks · Physics 2007-05-23 Wolfhard Janke , Bernd A. Berg , Alain Billoire

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

Shuffling-type gradient methods are favored in practice for their simplicity and rapid empirical performance. Despite extensive development of convergence guarantees under various assumptions in recent years, most require the Lipschitz…

Machine Learning · Computer Science 2025-07-15 Qi He , Peiran Yu , Ziyi Chen , Heng Huang

Modern robotic systems sense the environment geometrically, through sensors like cameras, lidar, and sonar, as well as semantically, often through visual models learned from data, such as object detectors. We aim to develop robots that can…

Robotics · Computer Science 2019-10-01 Kevin Doherty , David Baxter , Edward Schneeweiss , John Leonard

Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. The paper [24] introduced the Annealed Leap-Point Sampler (ALPS) to allow for rapid movement between modes. In…

Probability · Mathematics 2021-05-13 Gareth O. Roberts , Jeffrey S. Rosenthal , Nicholas G. Tawn

In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…

Robotics · Computer Science 2025-01-15 Frederike Dümbgen , Connor Holmes , Timothy D. Barfoot