Related papers: Fast algorithms at low temperatures via Markov cha…

It is well known that, using fast algorithms for polynomial multiplication and division, evaluation of a polynomial $F \in \mathbb{C}[x]$ of degree $n$ at $n$ complex-valued points can be done with $\tilde{O}(n)$ exact field operations in…

This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some output variables are also input variables, linked by a linear dependency. Fundamental examples include the…

This monograph is an exposition on an exciting new technique known as spectral independence, which has been instrumental in analyzing the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms. For a high-dimensional distribution…

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

We give an FPTAS and an efficient sampling algorithm for the high-fugacity hard-core model on bounded-degree bipartite expander graphs and the low-temperature ferromagnetic Potts model on bounded-degree expander graphs. The results apply,…

In the Markov paging model, one assumes that page requests are drawn from a Markov chain over the pages in memory, and the goal is to maintain a fast cache that suffers few page faults in expectation. While computing the optimal online…

The connections between (convex) optimization and (logconcave) sampling have been considerably enriched in the past decade with many conceptual and mathematical analogies. For instance, the Langevin algorithm can be viewed as a sampling…

This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in…

Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

We provide a hybrid method that captures the polynomial speed of convergence and polynomial speed of mixing for Markov processes. The hybrid method that we introduce is based on the coupling technique and renewal theory. We propose to…

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

We introduce a new approach for deterministic sensitivity analysis of Markov reward processes, commonly used in cost-effectiveness analyses, via reformulation into a polynomial system. Our approach leverages cylindrical algebraic…

We give a new rapid mixing result for a natural random walk on the independent sets of a graph $G$. We show that when $G$ has bounded treewidth, this random walk -- known as the Glauber dynamics for the hardcore model -- mixes rapidly for…

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

We compare different analytical and numerical methods for studying the partitions of a finite system into fragments. We propose a new numerical method of exploring the partition space by generating the Markov chains of partitions based on…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Markov Chain Monte Carlo (MCMC) method is a widely used algorithm design scheme with many applications. To make efficient use of this method, the key step is to prove that the Markov chain is rapid mixing. Canonical paths is one of the two…