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Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…
Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…
Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…
Diagrammatic Monte Carlo -- the technique for numerically exact summation of all Feynman diagrams to high orders -- offers a unique unbiased probe of continuous phase transitions. Being formulated directly in the thermodynamic limit, the…
Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location and marketing over social networks. In this paper we…
A recent line of research concerns the problem of soft happy colouring (SHC), which requires that a partially coloured graph be extended to a complete colouring to maximise local agreements, so that as many vertices as possible end up…
The random K-satisfiability (K-SAT) problem is an important problem for studying typical-case complexity of NP-complete combinatorial satisfaction; it is also a representative model of finite-connectivity spin-glasses. In this paper we…
Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…
The XOR-satisfiability (XORSAT) problem requires finding an assignment of $n$ Boolean variables that satisfy $m$ exclusive OR (XOR) clauses, whereby each clause constrains a subset of the variables. We consider random XORSAT instances,…
The path integral formulation of quantum mechanical problems including fermions is often affected by a severe numerical sign problem. We show how such a sign problem can be alleviated by a judiciously chosen constant imaginary offset to the…
We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
We present an exactly solvable random-subcube model inspired by the structure of hard constraint satisfaction and optimization problems. Our model reproduces the structure of the solution space of the random k-satisfiability and k-coloring…
A new method for the stabilization of the sign problem in the Green Function Monte Carlo technique is proposed. The method is devised for real lattice Hamiltonians and is based on an iterative ''stochastic reconfiguration'' scheme which…
In high dimensions, reflective Hamiltonian Monte Carlo with inexact reflections exhibits slow mixing when the particle ensemble is initialised from a Dirac delta distribution and the uniform distribution is targeted. By quantifying the…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
In this work, results are presented of Hybrid-Monte-Carlo simulations of the tight-binding Hamiltonian of graphene, coupled to an instantaneous long-range two-body potential which is modeled by a Hubbard-Stratonovich auxiliary field. We…