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In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is…

Machine Learning · Statistics 2018-07-27 Maria Lomeli , Mark Rowland , Arthur Gretton , Zoubin Ghahramani

Graph clustering is an important technique to understand the relationships between the vertices in a big graph. In this paper, we propose a novel random-walk-based graph clustering method. The proposed method restricts the reach of the…

Social and Information Networks · Computer Science 2016-06-22 Honglei Zhang , Jenni Raitoharju , Serkan Kiranyaz , Moncef Gabbouj

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

Machine Learning · Computer Science 2025-10-08 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Graph-structured data arise in wide applications, such as computer vision, bioinformatics, and social networks. Quantifying similarities among graphs is a fundamental problem. In this paper, we develop a framework for computing graph…

Machine Learning · Statistics 2018-09-11 Zhen Zhang , Mianzhi Wang , Yijian Xiang , Yan Huang , Arye Nehorai

Several variants of the graph Laplacian have been introduced to model non-local diffusion processes, which allow a random walker to {\textquotedblleft jump\textquotedblright} to non-neighborhood nodes, most notably the transformed path…

Numerical Analysis · Mathematics 2022-02-10 Davide Bianchi , Marco Donatelli , Fabio Durastante , Mariarosa Mazza

We consider the problem of simulating loss probabilities and conditional excesses for linear asset portfolios under the t-copula model. Although in the literature on market risk management there are papers proposing efficient variance…

Risk Management · Quantitative Finance 2017-08-07 Halis Sak , İsmail Başoğlu

With the constant flow of data from vast sources over the past decades, a plethora of advanced analytical techniques have been developed to extract relevant information from different data types ranging from labeled data, quasi-labeled…

Quantum Physics · Physics 2025-11-07 Andrew Vlasic , Anh Pham

In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…

Machine Learning · Computer Science 2021-12-16 Aneesh Komanduri , Justin Zhan

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

This work is dedicated to simultaneous continuous-time trajectory estimation and mapping based on Gaussian Processes (GP). State-of-the-art GP-based models for Simultaneous Localization and Mapping (SLAM) are computationally efficient but…

Robotics · Computer Science 2021-09-07 Yermek Kapushev , Anastasia Kishkun , Gonzalo Ferrer , Evgeny Burnaev

Maximization of the entropy rate is an important issue to design diffusion processes aiming at a well-mixed state. We demonstrate that it is possible to construct maximal-entropy random walks with only local information on the graph…

Statistical Mechanics · Physics 2011-03-14 Roberta Sinatra , Jesús Gómez-Gardeñes , Renaud Lambiotte , Vincenzo Nicosia , Vito Latora

Random walk kernels have been introduced in seminal work on graph learning and were later largely superseded by kernels based on the Weisfeiler-Leman test for graph isomorphism. We give a unified view on both classes of graph kernels. We…

Machine Learning · Computer Science 2023-01-18 Nils M. Kriege

We give a brief discussion of the recently developed Constrained-Path Monte Carlo Method. This method is a quantum Monte Carlo technique that eliminates the fermion sign problem plaguing simulations of systems of interacting electrons. The…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Gubernatis , M. Guerrero

Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementation covering several such methods, with emphasis on…

Computation · Statistics 2011-10-04 Matti Vihola

Graph-Convolution-based methods have been successfully applied to representation learning on homophily graphs where nodes with the same label or similar attributes tend to connect with one another. Due to the homophily assumption of Graph…

Machine Learning · Computer Science 2022-06-29 Di Jin , Rui Wang , Meng Ge , Dongxiao He , Xiang Li , Wei Lin , Weixiong Zhang

We investigate the use of randomized quasi-Monte Carlo (RQMC) in walk on spheres algorithms to solve boundary value problems for functions with Dirichlet boundary conditions in $\mathbb{R}^d$. For harmonic functions with $d=2$, the…

Numerical Analysis · Mathematics 2026-05-12 Valerie N. P. Ho , Art B. Owen

We present Simplex Random Features (SimRFs), a new random feature (RF) mechanism for unbiased approximation of the softmax and Gaussian kernels by geometrical correlation of random projection vectors. We prove that SimRFs provide the…

Machine Learning · Statistics 2023-10-10 Isaac Reid , Krzysztof Choromanski , Valerii Likhosherstov , Adrian Weller

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

This paper presents a novel methodology that transforms discrete-time quantum walks into a graph embedding technique, offering a fresh perspective on graph representation methods.Through mathematical manipulations, the approach of this…

Quantum Physics · Physics 2024-07-17 Boxuan Ai