Related papers: Optimization of the dynamic transition in the cont…
Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…
Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…
When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…
We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…
Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…
We study the quantum version of a simplified model of optimization problems, where quantum fluctuations are introduced by a transverse field acting on the qubits. We find a complex low-energy spectrum of the quantum Hamiltonian,…
We revisit the method of small subgraph conditioning, used to establish that random regular graphs are Hamiltonian a.a.s. We refine this method using new technical machinery for random $d$-regular graphs on $n$ vertices that hold not just…
We describe a first-principles statistical mechanics approach enabling us to simulate the steady-state situation of heterogeneous catalysis. In a first step density-functional theory together with transition-state theory is employed to…
A simple technique is proposed for numerically determining equilibrium ion distribution functions belonging to free energies of the Poisson-Boltzmann type. The central idea is to perform a conventional Monte-Carlo simulation using the free…
We consider a dynamic portfolio optimization problem that incorporates predictable returns, instantaneous transaction costs, price impact, and stochastic volatility, extending the classical results of Garleanu and Pedersen (2013), which…
Quantum coherence inherently affects the dynamics and the performances of a quantum machine. Coherent control can, at least in principle, enhance the work extraction and boost the velocity of evolution in an open quantum system. Using…
The Soft Happy Colouring (SHC) problem, a mathematical framework for identifying homophilic network structures, seeks to maximise the number of $\rho$-happy vertices, i.e. vertices with at least a proportion $\rho$ of neighbours that share…
We explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problems. The method, called extremal optimization, is inspired by self-organized criticality, a concept introduced to describe emergent…
Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…
We determine under which conditions certain natural models of random constraint satisfaction problems have sharp thresholds of satisfiability. These models include graph and hypergraph homomorphism, the $(d,k,t)$-model, and binary…
The stable set problem and the graph coloring problem are classes of NP-hard optimization problems on graphs. It is well known that even near-optimal solutions for these problems are difficult to find in polynomial time. The Lov\'asz theta…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
With few exceptions (namely, algorithms for maximal matching, $2$-approximate vertex cover, and certain constant-stretch spanners), all known fully dynamic algorithms in general graphs require (amortized) $\Omega(\log n)$ update/query time.…
We study the quantum version of the random $K$-Satisfiability problem in the presence of the external magnetic field $\Gamma$ applied in the transverse direction. We derive the replica-symmetric free energy functional within static…
We determine under which conditions certain natural models of random constraint satisfaction problems have sharp thresholds of satisfiability. These models include graph and hypergraph homomorphism, the $(d,k,t)$-model, and binary…