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We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. These methods are most powerful when combined with…

Computation · Statistics 2015-07-01 Espen Bernton , Shihao Yang , Yang Chen , Neil Shephard , Jun S. Liu

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

Optimization and Control · Mathematics 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…

Geophysics · Physics 2021-05-19 Sarouyeh Khoshkholgh , Andrea Zunino , Klaus Mosegaard

We investigate the problem of stochastic network optimization in the presence of imperfect state prediction and non-stationarity. Based on a novel distribution-accuracy curve prediction model, we develop the predictive learning-aided…

Optimization and Control · Mathematics 2018-07-09 Longbo Huang , Minghua Chen , Yunxin Liu

In the literature of Round-Robin scheduling scheme, each job is processed, one after the another after giving a fix quantum. In case of First-come first-served, each process is executed, if the previously arrived processed is completed.…

Networking and Internet Architecture · Computer Science 2010-06-15 D. Shukla , Saurabh Jain , Rahul Singhai , R. K. Agarwal

Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

We propose a projection-free conditional gradient-type algorithm for smooth stochastic multi-level composition optimization, where the objective function is a nested composition of $T$ functions and the constraint set is a closed convex…

Optimization and Control · Mathematics 2022-10-11 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

As the sheer amount of computer generated data continues to grow exponentially, new bottlenecks are unveiled that require rethinking our traditional software and hardware architectures. In this paper we present five algorithms and data…

Networking and Internet Architecture · Computer Science 2017-11-21 Jordi Ros-Giralt , Alan Commike , Peter Cullen , Richard Lethin

Mixed-precision quantization (MPQ) is crucial for deploying deep neural networks on resource-constrained devices, but finding the optimal bit-width for each layer represents a complex combinatorial optimization problem. Current…

Machine Learning · Computer Science 2026-03-24 Mehmet Emre Akbulut , Hazem Hesham Yousef Shalby , Fabrizio Pittorino , Manuel Roveri

Accumulation of standardized data collections is opening up novel opportunities for holistic characterization of genome function. The limited scalability of current preprocessing techniques has, however, formed a bottleneck for full…

Quantitative Methods · Quantitative Biology 2013-04-09 Leo Lahti , Aurora Torrente , Laura L. Elo , Alvis Brazma , Johan Rung

We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra computational cost. This results in a general, convenient,…

Computation · Statistics 2024-10-03 Guanxun Li , Aaron Smith , Quan Zhou

In this paper, we present a framework based on a simple data structure and parameterized algorithms for the problems of finding items in an unsorted list of linearly ordered items based on their rank (selection) or value (search). As a…

Data Structures and Algorithms · Computer Science 2009-09-30 Ankur Gupta , Anna Kispert , Jonathan P. Sorenson

The main target of this paper is to present the Markov chain C that, not giving explicitly the queue lengths stationary probabilities, has the necessary information to its determination for open networks of queues with several classes of…

Probability · Mathematics 2021-10-19 Manuel Alberto M. Ferreira

The article studies query evaluation in parallel constant time in the CRCW PRAM model. While it is well-known that all relational algebra queries can be evaluated in constant time on an appropriate CRCW PRAM model, this article is…

Databases · Computer Science 2026-05-14 Jens Keppeler , Thomas Schwentick , Christopher Spinrath

We study a difficult problem of how to schedule complex workflows with precedence constraints under a limited budget in the cloud environment. We first formulate the scheduling problem as an integer programming problem, which can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-05 Hang Zhang , Xiaoying Zheng , Ye Xia , Mingqi Li

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

Data Structures and Algorithms · Computer Science 2019-02-22 Anupam Gupta , Haotian Jiang , Ziv Scully , Sahil Singla

Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions…

This paper presents and analyses the implementation of a novel active queue management (AQM) named FavorQueue that aims to improve delay transfer of short lived TCP flows over best-effort networks. The idea is to dequeue packets that do not…

Networking and Internet Architecture · Computer Science 2015-03-19 Pascal Anelli , Remi Diana , Emmanuel Lochin

{\em Personalized PageRank (PPR)} stands as a fundamental proximity measure in graph mining. Since computing an exact SSPPR query answer is prohibitive, most existing solutions turn to approximate queries with guarantees. The…

Databases · Computer Science 2022-12-27 Guanhao Hou , Qintian Guo , Fangyuan Zhang , Sibo Wang , Zhewei Wei
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