Related papers: Fast TTC Computation
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
In this paper we develop a method to compute the solution to a countable (finite or infinite) set of equations that occurs in many different fields including Markov processes that model queueing systems, birth-and-death processes and…
Multi-token prediction (MTP) is a prominent strategy to significantly speed up generation in large language models (LLMs), including byte-level LLMs, which are tokeniser-free but prohibitively slow. However, existing MTP methods often…
Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…
This paper establishes a novel connection between null-recurrent CTMCs and electric networks, offering a systematic classification of null-recurrent behavior based on the first returning speed. By leveraging techniques from electric network…
Recently Dutta and Bhattacharya (2013) introduced a novel Markov Chain Monte Carlo methodology that can simultaneously update all the components of high dimensional parameters using simple deterministic transformations of a one-dimensional…
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…
A Task Decomposition method for iterative learning Model Predictive Control (TDMPC) for linear time-varying systems is presented. We consider the availability of state-input trajectories which solve an original task T1, and design a…
We introduce a Markov Chain Monte Carlo (MCMC) algorithm that dramatically accelerates the simulation of quantum many-body systems, a grand challenge in computational science. State-of-the-art methods for these problems are severely limited…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
This paper provides an algorithmic framework for obtaining fast distributed algorithms for a highly-dynamic setting, in which *arbitrarily many* edge changes may occur in each round. Our algorithm significantly improves upon prior work in…
Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…
Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…
We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…
Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…
High-speed multi-agent autonomous racing demands robust spatiotemporal planning and precise control under strict computational limits. Current methods often oversimplify interactions or abandon strict kinematic constraints. We resolve this…
This paper proposes a Model Predictive Control (MPC) algorithm for target tracking amongst static and dynamic obstacles. Our main contribution lies in improving the computational tractability and reliability of the underlying non-convex…
We present a MATLAB package, which is the first of its kind, for Higher Order Markov Chains (HOMC). It can be used to easily compute all important quantities in our recent works relevant to higher order Markov chains, such as the $k$-step…