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Markov Chain Monte Carlo (MCMC) method is a widely used algorithm design scheme with many applications. To make efficient use of this method, the key step is to prove that the Markov chain is rapid mixing. Canonical paths is one of the two…

Data Structures and Algorithms · Computer Science 2015-10-15 Lingxiao Huang , Pinyan Lu , Chihao Zhang

We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Markov chain independently by each agent. We show that in this…

Machine Learning · Computer Science 2024-06-04 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

Task and Motion Planning has made great progress in solving hard sequential manipulation problems. However, a gap between such planning formulations and control methods for reactive execution remains. In this paper we propose a model…

Robotics · Computer Science 2022-09-23 Marc Toussaint , Jason Harris , Jung-Su Ha , Danny Driess , Wolfgang Hönig

We consider the problem of bridging the gap between geometric tracking control theory and implementation of model predictive control (MPC) for robotic systems operating on manifolds. We propose a generic on-manifold MPC formulation based on…

Robotics · Computer Science 2021-06-30 Guozheng Lu , Wei Xu , Fu Zhang

Spectral graph theory-based methods represent an important class of tools for studying the structure of networks. Spectral methods are based on a first-order Markov chain derived from a random walk on the graph and thus they cannot take…

Social and Information Networks · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Jure Leskovec

Out-of-time-ordered correlators (OTOCs) are of crucial importance for studying a wide variety of fundamental phenomena in quantum physics, ranging from information scrambling to quantum chaos and many-body localization. However, apart from…

Quantum Physics · Physics 2020-07-01 Yukai Wu , L. -M. Duan , Dong-Ling Deng

Given a batch of human computation tasks, a commonly ignored aspect is how the price (i.e., the reward paid to human workers) of these tasks must be set or varied in order to meet latency or cost constraints. Often, the price is set…

Computer Science and Game Theory · Computer Science 2014-08-28 Yihan Gao , Aditya Parameswaran

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

There have been several recent suggestions for tableau systems for deciding satisfiability in the practically important branching time temporal logic known as CTL*. In this paper we present a streamlined and more traditional tableau…

Logic in Computer Science · Computer Science 2013-07-18 Mark Reynolds

We examine some variants of computation with closed timelike curves (CTCs), where various restrictions are imposed on the memory of the computer, and the information carrying capacity and range of the CTC. We give full characterizations of…

Computational Complexity · Computer Science 2014-01-29 A. C. Cem Say , Abuzer Yakaryilmaz

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

We propose a novel Metropolis-Hastings algorithm to sample uniformly from the space of correlation matrices. Existing methods in the literature are based on elaborated representations of a correlation matrix, or on complex parametrizations…

Computation · Statistics 2019-10-18 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Proposed models of closed timelike curves (CTCs) have been shown to enable powerful information-processing protocols. We examine the simulation of models of CTCs both by other models of CTCs and by physical systems without access to CTCs.…

Quantum Physics · Physics 2017-02-28 Todd A. Brun , Mark M. Wilde

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its…

Statistical Mechanics · Physics 2019-10-17 Manon Michel , Xiaojun Tan , Youjin Deng

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu