English
Related papers

Related papers: Convergence of Random Batch Method with replacemen…

200 papers

Block majorization-minimization (BMM) is a simple iterative algorithm for nonconvex optimization that sequentially minimizes a majorizing surrogate of the objective function in each block coordinate while the other block coordinates are…

Optimization and Control · Mathematics 2026-03-10 Yuchen Li , Laura Balzano , Deanna Needell , Hanbaek Lyu

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

We reinvestigate the validity of mapping the problem of two onsite interacting particles in a random potential onto an effective random matrix model. To this end we first study numerically how the non-interacting basis is coupled by the…

Disordered Systems and Neural Networks · Physics 2015-06-25 Thomas Vojta , Rudolf A. Roemer , Michael Schreiber

This paper introduces weighted-BMP, a variant of the Bandwidth Minimization Problem (BMP), with a significant application in optimizing quantum emulation. Weighted-BMP optimizes particles ordering to reduce the emulation costs, by designing…

Restricted Boltzmann Machines (RBMs) are a common family of undirected graphical models with latent variables. An RBM is described by a bipartite graph, with all observed variables in one layer and all latent variables in the other. We…

Machine Learning · Computer Science 2020-10-20 Guy Bresler , Rares-Darius Buhai

We present a real-space method for computing the random phase approximation (RPA) correlation energy within Kohn-Sham density functional theory, leveraging the low-rank nature of the frequency-dependent density response operator. In…

Computational Physics · Physics 2025-04-03 Boqin Zhang , Shikhar Shah , John E. Pask , Edmond Chow , Phanish Suryanarayana

We introduce a direct Boltzmann inversion method to infer the interaction potential in particle systems using as input particle configurations generated at an arbitrary state point of the system. Unlike iterative Boltzmann inversion, the…

Statistical Mechanics · Physics 2026-05-25 Olivier Coquand , Davide Paolino , Ludovic Berthier

We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…

Numerical Analysis · Mathematics 2012-08-06 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

This work presents cost-effective low-rank techniques for designing robust adaptive beamforming (RAB) algorithms. The proposed algorithms are based on the exploitation of the cross-correlation between the array observation data and the…

Computational Engineering, Finance, and Science · Computer Science 2016-08-24 H. Ruan , R. C. de Lamare

We study dropout regularization in continuous-time models through the lens of random-batch methods -- a family of stochastic sampling schemes originally devised to reduce the computational cost of interacting particle systems. We construct…

Machine Learning · Computer Science 2025-10-16 Antonio Álvarez-López , Martín Hernández

Random permutation is observed to be powerful for optimization algorithms: for multi-block ADMM (alternating direction method of multipliers), while the classical cyclic version divergence, the randomly permuted version converges in…

Optimization and Control · Mathematics 2019-01-03 Ruoyu Sun , Zhi-Quan Luo , Yinyu Ye

We propose a neural-network variational quantum algorithm to simulate the time evolution of quantum many-body systems. Based on a modified restricted Boltzmann machine (RBM) wavefunction ansatz, the proposed algorithm can be efficiently…

Quantum Physics · Physics 2021-05-12 Chee-Kong Lee , Pranay Patil , Shengyu Zhang , Chang-Yu Hsieh

Restricted Boltzmann Machines (RBM) are simple statistical models defined on a bipartite graph which have been successfully used in studying more complicated many-body systems, both classical and quantum. In this work, we exploit the…

Nuclear Theory · Physics 2021-01-13 Ermal Rrapaj , Alessandro Roggero

Efficient sampling from complex and high dimensional target distributions turns out to be a fundamental task in diverse disciplines such as scientific computing, statistics and machine learning. In this paper, we propose a new kind of…

Machine Learning · Statistics 2026-04-24 Xiaojie Wang , Bin Yang

This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…

Probability · Mathematics 2014-07-29 Yves Atchadé , Yizao Wang

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected…

Machine Learning · Statistics 2016-12-21 Farhad Pourkamali-Anaraki , Stephen Becker

In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To…

Numerical Analysis · Mathematics 2021-05-12 Chengmei Niu , Hanyu Li

Some interesting recent advances in the theoretical understanding of neural networks have been informed by results from the physics of disordered many-body systems. Motivated by these findings, this work uses the replica technique to study…

Disordered Systems and Neural Networks · Physics 2018-08-17 Gavin Hartnett , Edward Parker , Edward Geist

Optimization problems, particularly NP-Hard Combinatorial Optimization problems, are some of the hardest computing problems with no known polynomial time algorithm existing. Recently there has been interest in using dedicated hardware to…

Hardware Architecture · Computer Science 2020-10-15 Saavan Patel , Lili Chen , Philip Canoza , Sayeef Salahuddin

In this paper, we analyze the convergence %semi-convergence properties of projected non-stationary block iterative methods (P-BIM) aiming to find a constrained solution to large linear, usually both noisy and ill-conditioned, systems of…

Numerical Analysis · Mathematics 2022-02-11 Mahdi Mirzapour , Andrzej Cegielski , Tommy Elfving