Related papers: Engineering a Fast Probabilistic Isomorphism Test
Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…
This paper introduces an open-ended sequential algorithm for computing the p-value of a test using Monte Carlo simulation. It guarantees that the resampling risk, the probability of a different decision than the one based on the theoretical…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
The computational cost of simulating quantum many-body systems can often be reduced by taking advantage of physical symmetries. While methods exist for specific symmetry classes, a general algorithm to find the full permutation symmetry…
We present several new examples of speed-ups obtainable by quantum algorithms in the context of property testing. First, motivated by sampling algorithms, we consider probability distributions given in the form of an oracle $f:[n]\to[m]$.…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. Under such an assumption,…
Computation in the past decades has been driven by deterministic computers based on classical deterministic bits. Recently, alternative computing paradigms and domain-based computing like quantum computing and probabilistic computing have…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
This article deals with new polynomial time algorithm for graph isomorphism testing.
The Bulk-Synchronous Parallel model of computation has been used for the architecture independent design and analysis of parallel algorithms whose performance is expressed not only in terms of problem size n but also in terms of parallel…
Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…
We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…
Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…
This paper proposes self-normalized tests for multistep conditional predictive ability in forecast comparison. By normalizing the sample mean of the transformed loss differential using functionals of its cumulative sum (CUSUM) process,…
A method is proposed to handle the sign problem in the simulation of systems having indefinite or complex-valued measures. In general, this new approach, which is based on renormalisation blocking, is shown to yield statistical errors…
For large classes of group testing problems, we derive lower bounds for the probability that all significant items are uniquely identified using specially constructed random designs. These bounds allow us to optimize parameters of the…
Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…
In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…
We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…
We present the implementation of an algorithm for graph isomorphism testing, based on ideas about number of walks (of sufficiently large length) between vertices. The algorithm is expanded for strongly regular graphs (SRG-s) by testing the…