Related papers: Hit-and-run mixing via localization schemes
Stochastic localization is a pathwise analysis technique originating from convex geometry. This paper explores certain algorithmic aspects of stochastic localization as a computational tool. First, we unify various existing stochastic…
We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds…
Motion planning methods for autonomous systems based on nonlinear programming offer great flexibility in incorporating various dynamics, objectives, and constraints. One limitation of such tools is the difficulty of efficiently representing…
We present $O(\log\log n)$-round algorithms in the Massively Parallel Computation (MPC) model, with $\tilde{O}(n)$ memory per machine, that compute a maximal independent set, a $1+\epsilon$ approximation of maximum matching, and a…
Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…
This paper discusses the problem of covering and hitting a set of line segments $\cal L$ in ${\mathbb R}^2$ by a pair of axis-parallel squares such that the side length of the larger of the two squares is minimized. We also discuss the…
Motivated by the Dikin walk, we develop aspects of an interior-point theory for sampling in high dimension. Specifically, we introduce a symmetric parameter and the notion of strong self-concordance. These properties imply that the…
Given a Lipschitz or smooth convex function $\, f:K \to \mathbb{R}$ for a bounded polytope $K \subseteq \mathbb{R}^d$ defined by $m$ inequalities, we consider the problem of sampling from the log-concave distribution $\pi(\theta) \propto…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
In this paper, we provide faster algorithms for computing various fundamental quantities associated with random walks on a directed graph, including the stationary distribution, personalized PageRank vectors, hitting times, and escape…
Let $K$ be a compact, centrally-symmetric, strictly-convex region in ${\mathbb R}^3$, which is a semi-algebraic set of constant complexity, i.e. the unit ball of a corresponding metric, denoted as $\|\cdot\|_K$. Let ${\mathcal{K}}$ be a set…
We propose a novel clustering model encompassing two well-known clustering models: k-center clustering and k-median clustering. In the Hybrid k-Clusetring problem, given a set P of points in R^d, an integer k, and a non-negative real r, our…
In Diaconis and Saloff-Coste (1996), the authors introduced the simple ``transvection" walk on $\mathrm{GL}_n(\mathbb F_2)$: at each step, choose two distinct rows and add one to the other. In Ben-Hamou (2025), the author recently proved…
We investigate the implementation of a new stochastic Kuramoto-Vicsek-type model for global optimization of nonconvex functions on the sphere. This model belongs to the class of Consensus-Based Optimization. In fact, particles move on the…
We prove that the well-studied triangulation flip walk on a convex point set mixes in time O(n^3 log^3 n), the first progress since McShine and Tetali's O(n^5 log n) bound in 1997. In the process we give lower and upper bounds of…
We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…
We propose a new method for local distance metric learning based on sample similarity as side information. These local metrics, which utilize conical combinations of metric weight matrices, are learned from the pooled spatial…
We study an approximation by time-discretized geodesic random walks of a diffusion process associated with a family of time-dependent metrics on manifolds. The condition we assume on the metrics is a natural time-inhomogeneous extension of…