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We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using…
The planted coloring problem is a prototypical inference problem for which thresholds for Bayes optimal algorithms, like Belief Propagation (BP), can be computed analytically. In this paper, we analyze the limits and performances of the…
Optimization of discrete structures aims at generating a new structure with the better property given an existing one, which is a fundamental problem in machine learning. Different from the continuous optimization, the realistic…
Simulated annealing (SA) method has had significant recent success in designing distributed control algorithms for wireless networks. These SA based techniques formed the basis of new CSMA algorithms and gave rise to the development of…
The approximation of a high-dimensional vector by a small combination of column vectors selected from a fixed matrix has been actively debated in several different disciplines. In this paper, a sampling approach based on the Monte Carlo…
This paper presents a novel approach for the output range estimation problem in Deep Neural Networks (DNNs) by integrating a Simulated Annealing (SA) algorithm tailored to operate within constrained domains and ensure convergence towards…
In this paper, we introduce stochastic simulated quantum annealing (SSQA) for large-scale combinatorial optimization problems. SSQA is designed based on stochastic computing and quantum Monte Carlo, which can simulate quantum annealing (QA)…
Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges…
Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. The algorithm generates new…
The problem of finding dense components of a graph is a widely explored area in data analysis, with diverse applications in fields and branches of study including community mining, spam detection, computer security and bioinformatics. This…
In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…
The alignment of biological networks has the potential to teach us as much about biology and disease as has sequence alignment. Sequence alignment can be optimally solved in polynomial time. In contrast, network alignment is $NP$-hard,…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
This study combines simulated annealing with delta evaluation to solve the joint stratification and sample allocation problem. In this problem, atomic strata are partitioned into mutually exclusive and collectively exhaustive strata. Each…
We present the details of the numerical realization of the recently advanced algorithm developed to identify the fragmentation in heavy ion reactions. This new algorithm is based on the Simulated Annealing method and is dubbed as Simulated…
Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…
We introduce a novel method for non-convex optimization, called Swarm-based Simulated Annealing (SSA), which is at the interface between the swarm-based gradient-descent (SBGD) [J. Lu et. al., ArXiv:2211.17157; E.Tadmor and A. Zenginoglu,…
Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…
Discrete choice experiments (DCEs) investigate the attributes that influence individuals' choices when selecting among various options. To enhance the quality of the estimated choice models, researchers opt for Bayesian optimal designs that…
Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…