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We consider Ising models on the hypercube with a general interaction matrix $J$, and give a polynomial time sampling algorithm when all but $O(1)$ eigenvalues of $J$ lie in an interval of length one, a situation which occurs in many models…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at…
The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…
We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne's algorithm has been the practitioners' algorithm of choice and is now implemented in most…
We propose a new \textit{randomized Bregman (block) coordinate descent} (RBCD) method for minimizing a composite problem, where the objective function could be either convex or nonconvex, and the smooth part are freed from the global…
Sampling-based algorithms, such as Rapidly Exploring Random Trees (RRT) and its variants, have been used extensively for motion planning. Control barrier functions (CBFs) have been recently proposed to synthesize controllers for…
Efficient sampling of two-dimensional statistical physics systems remains a central challenge in computational statistical physics. Traditional Markov chain Monte Carlo (MCMC) methods, including cluster algorithms, provide only partial…
In the reordering buffer management problem (RBM) a sequence of $n$ colored items enters a buffer with limited capacity $k$. When the buffer is full, one item is removed to the output sequence, making room for the next input item. This step…
The stochastic block model (SBM) is a generalization of the Erd\H{o}s--R\'enyi model of random graphs that describes the interaction of a finite number of distinct communities. In sparse Erd\H{o}s--R\'enyi graphs, it is known that a…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
This article investigates the integration of quasi-Monte Carlo (QMC) methods using the Adaptive Multiple Importance Sampling (AMIS). Traditional Importance Sampling (IS) often suffers from poor performance since it heavily relies on the…
Restricted Boltzmann machine (RBM) provide a general framework for modeling physical systems, but their behavior is dependent on hyperparameters such as the learning rate, the number of hidden nodes and the form of the threshold function.…
Restricted Boltzmann Machines (RBMs) and Deep Belief Networks have been demonstrated to perform efficiently in a variety of applications, such as dimensionality reduction, feature learning, and classification. Their implementation on…
Stochastic iterative algorithms have gained recent interest in machine learning and signal processing for solving large-scale systems of equations, $Ax=b$. One such example is the Randomized Kaczmarz (RK) algorithm, which acts only on…
In many applications, we need algorithms which can align partially overlapping point sets and are invariant to the corresponding transformations. In this work, a method possessing such properties is realized by minimizing the objective of…
Noise characterization methods such as randomized benchmarking (RB) are critical for the development of scalable quantum computers. Modern RB protocols for multiqubit systems extract physically relevant error rates by exploiting the…
In this paper we introduce randomized branching as a tool for parameterized approximation and develop the mathematical machinery for its analysis. Our algorithms improve the best known running times of parameterized approximation algorithms…
Integral probability metrics (IPMs) constitute a general class of nonparametric two-sample tests that are based on maximizing the mean difference between samples from one distribution $P$ versus another $Q$, over all choices of data…
A new method involving particle diagrams is introduced and developed into a rigorous framework for carrying out embedded random matrix calculations. Using particle diagrams and the attendant methodology including loop counting it becomes…