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There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

Evolutionary graph theory studies the evolutionary dynamics of populations structured on graphs. A central problem is determining the probability that a small number of mutants overtake a population. Currently, Monte Carlo simulations are…

Computer Science and Game Theory · Computer Science 2013-01-14 Paulo Shakarian , Patrick Roos , Geoffrey Moores

Learning rich skills under the option framework without supervision of external rewards is at the frontier of reinforcement learning research. Existing works mainly fall into two distinctive categories: variational option discovery that…

Machine Learning · Computer Science 2023-09-27 Jiayu Chen , Vaneet Aggarwal , Tian Lan

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

As deep learning-based computer vision algorithms continue to advance the state of the art, their robustness to real-world data continues to be an issue, making it difficult to bring an algorithm from the lab to the real world.…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Michael Smith , Frank Ferrie

Real-world graphs, such as social networks, financial transactions, and recommendation systems, often demonstrate dynamic behavior. This phenomenon, known as graph stream, involves the dynamic changes of nodes and the emergence and…

Machine Learning · Computer Science 2023-05-16 Yanping Zheng , Zhewei Wei , Jiajun Liu

We study the problem of enumerating the satisfying assignments for circuit classes from knowledge compilation, where assignments are ranked in a specific order. In particular, we show how this problem can be used to efficiently perform…

Databases · Computer Science 2024-01-23 Antoine Amarilli , Pierre Bourhis , Florent Capelli , Mikaël Monet

We introduce a Path Shadowing Monte-Carlo method, which provides prediction of future paths, given any generative model. At any given date, it averages future quantities over generated price paths whose past history matches, or `shadows',…

Mathematical Finance · Quantitative Finance 2023-08-04 Rudy Morel , Stéphane Mallat , Jean-Philippe Bouchaud

Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…

Robotics · Computer Science 2019-07-24 Marcus Hoerger , Hanna Kurniawati , Alberto Elfes

The construction of a meaningful graph plays a crucial role in the success of many graph-based representations and algorithms for handling structured data, especially in the emerging field of graph signal processing. However, a meaningful…

Machine Learning · Computer Science 2016-02-23 Xiaowen Dong , Dorina Thanou , Pascal Frossard , Pierre Vandergheynst

Graph deep learning has recently emerged as a powerful ML concept allowing to generalize successful deep neural architectures to non-Euclidean structured data. Such methods have shown promising results on a broad spectrum of applications…

Machine Learning · Computer Science 2022-05-16 Anees Kazi , Luca Cosmo , Seyed-Ahmad Ahmadi , Nassir Navab , Michael Bronstein

We present a geometrically enhanced Markov chain Monte Carlo sampler for networks based on a discrete curvature measure defined on graphs. Specifically, we incorporate the concept of graph Forman curvature into sampling procedures on both…

Machine Learning · Statistics 2021-10-12 John Sigbeku , Emil Saucan , Anthea Monod

We present time-efficient distributed algorithms for decomposing graphs with large edge or vertex connectivity into multiple spanning or dominating trees, respectively. As their primary applications, these decompositions allow us to achieve…

Data Structures and Algorithms · Computer Science 2013-11-22 Keren Censor-Hillel , Mohsen Ghaffari , Fabian Kuhn

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Computation · Statistics 2024-09-09 Adrien Corenflos , Matthew Sutton , Nicolas Chopin

We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…

Machine Learning · Statistics 2018-04-26 Koulik Khamaru , Martin J. Wainwright

Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete…

Machine Learning · Statistics 2013-11-14 Raja Hafiz Affandi , Emily B. Fox , Ben Taskar

We present a new parallel algorithm for probabilistic graphical model optimization. The algorithm relies on data-parallel primitives (DPPs), which provide portable performance over hardware architecture. We evaluate results on CPUs and GPUs…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-14 Brenton Lessley , Talita Perciano , Colleen Heinemann , David Camp , Hank Childs , E. Wes Bethel

Stochastic gradient descent (SGD) is a cornerstone of machine learning. When the number N of data items is large, SGD relies on constructing an unbiased estimator of the gradient of the empirical risk using a small subset of the original…

Machine Learning · Statistics 2021-12-14 Remi Bardenet , Subhro Ghosh , Meixia Lin