Related papers: Enabling Quantum Speedup of Markov Chains using a …
Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…
We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…
This paper addresses the challenge of preparing mixed quantum states -- both arbitrary states in general and highly sparse ones in particular -- an area that has received far less attention than the preparation of pure states. We present…
Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
Couplings play a central role in the analysis of Markov chain convergence and in the construction of novel Markov chain Monte Carlo estimators, diagnostics, and variance reduction techniques. The set of possible couplings is often…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
I show how Markov chain sampling with the Metropolis-Hastings algorithm can be modified so as to take bigger steps when the distribution being sampled from has the characteristic that its density can be quickly recomputed for a new point if…
Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration problem, for which a speed-up is shown by quantum computers…
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approaches, the proposed method is derived from an approximation of…
Sampling from the conditional (or posterior) probability distribution of the latent states of a Hidden Markov Model, given the realization of the observed process, is a non-trivial problem in the context of Markov Chain Monte Carlo. To do…
This paper establishes a relation between scale-free networks and Markov chains, and proposes a computation framework for degree distributions of scale-free networks. We first find that, under the BA model, the degree evolution of…
Solving fastest mixing Markov chain problem (i.e. finding transition probabilities on the edges to minimize the second largest eigenvalue modulus of the transition probability matrix) over networks with different topologies is one of the…
We are able to clearly distinguish the processes responsible for enhanced low-intensity atomic Kerr nonlinearity, namely coherent population trapping and coherent population oscillations in experiments performed on the Rb D1 line, where one…
The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…
In this paper, we present a methodology to estimate the parameters of stochastically contaminated models under two contamination regimes. In both regimes, we assume that the original process is a variable length Markov chain that is…
The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…
Spectral methods have proven to be a highly effective tool in understanding the intrinsic geometry of a high-dimensional data set $\left\{x_i \right\}_{i=1}^{n} \subset \mathbb{R}^d$. The key ingredient is the construction of a Markov chain…
We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent…
Quantum computers may achieve speedups over their classical counterparts for solving linear algebra problems. However, in some cases -- such as for low-rank matrices -- dequantized algorithms demonstrate that there cannot be an exponential…