Related papers: Fast TTC Computation
This paper examines the computational complexity of the \emph{Core Identification Problem} (CIP) in one-sided matching markets governed by the Top Trading Cycles (TTC) algorithm. The central contribution is a formal complexity separation:…
Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually…
We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…
This paper studies multi-object reallocation without monetary transfers, where agents initially own multiple indivisible objects and have strict preferences over bundles (e.g., shift exchange among workers at a firm). Focusing on marginal…
Out-of-time-ordered correlators (OTOC) are a quantifier of quantum information scrambling and quantum chaos. We propose an efficient quantum algorithm to measure OTOCs that provides an exponential speed-up over the best known classical…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
We present TTC, an open-source parallel compiler for multidimensional tensor transpositions. In order to generate high-performance C++ code, TTC explores a number of optimizations, including software prefetching, blocking, loop-reordering,…
One-sided matching problems with ordinal preferences, such as hostel room allocation, are commonly solved using the Top Trading Cycles (TTC) mechanism, which guarantees Pareto-optimal (PO) outcomes. However, TTC does not yield a unique…
We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…
We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…
With the ever increasing computational power available and the development of high-performances computing, investigating the properties of realistic very large-scale nonlinear dynamical systems has been become reachable. It must be noted…
In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…
A recently discovered universal rank-based matrix method to extract trends from noisy time series is described in [1] but the formula for the output matrix elements, implemented there as an open-access supplement MATLAB computer code, is…
We consider the problem of transposing tensors of arbitrary dimension and describe TTC, an open source domain-specific parallel compiler. TTC generates optimized parallel C++/CUDA C code that achieves a significant fraction of the system's…
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…
Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…
The reliable computation time (RCT, marked as Tc) when applying a double precision computation of a variable parameters logistic map (VPLM) is studied. First, using the method proposed, the reliable solutions for the logistic map are…