Related papers: A practical algorithm for volume estimation based …
Small expectation values are difficult to measure in Monte Carlo calculations as they tend to get swamped by noise. Recently an algorithm has been proposed by Luscher and Weisz which allows one to measure expectation values which previously…
We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…
Minkowski sums are of theoretical interest and have applications in fields related to industrial backgrounds. In this paper we focus on the specific case of summing polytopes as we want to solve the tolerance analysis problem described in…
We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…
We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
An efficient algorithm to enumerate the vertices of a two-dimensional (2D) projection of a polytope, is presented in this paper. The proposed algorithm uses the support function of the polytope to be projected and enumerated for vertices.…
In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…
Let $S\subset R^n$ be a compact basic semi-algebraic set defined as the real solution set of multivariate polynomial inequalities with rational coefficients. We design an algorithm which takes as input a polynomial system defining $S$ and…
We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…
In this review, we aim to utilize the bootstrap method to study models that have received significant interest in high energy theory and holography recently. Matrix bootstrap is proposed to determine the range of the solution up to an…
The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…
Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate…
The uniform sampling of convex regions in high dimension is an important computational issue, from both theoretical and applied point of view. The hit-and-run montecarlo algorithms are the most efficient methods known to perform it and one…
We propose an algorithm for molecular dynamics or Monte Carlo simulations that uses an interpolation procedure to estimate potential energy values from energies and gradients evaluated previously at points of a simplicial mesh. We chose an…
We give a deterministic method of quasi-polynomial complexity to approximate the volume of the intersection of the unit hypercube with two specific sets. The method can actually be applied (without losing the quasi-polynomial complexity) to…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
Obtaining reliable estimates of the statistical properties of complex macromolecules by computer simulation is a task that requires high computational effort as well as the development of highly efficient simulation algorithms. We present…