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We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

Other Condensed Matter · Physics 2007-05-23 David H. Wolpert , Chiu Fan Lee

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

Given a target distribution $\mu \propto e^{-\mathcal{H}}$ to sample from with Hamiltonian $\mathcal{H}$, in this paper we propose and analyze new Metropolis-Hastings sampling algorithms that target an alternative distribution…

Probability · Mathematics 2021-11-30 Michael C. H. Choi , Jing Zhang

There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Computation · Statistics 2021-06-08 Zexi Song , Zhiqiang Tan

We study nonequilibrium dynamical properties of inhomogeneous systems, in particular at a free surface or at a defect plane. Thereby we consider nonconserved (model-A) dynamics of a system which is prepared in the high-temperature phase and…

Statistical Mechanics · Physics 2009-11-10 Michel Pleimling , Ferenc Igloi

Quantum algorithms for probing ground-state properties of quantum systems require good initial states. Projection-based methods such as eigenvalue filtering rely on inputs that have a significant overlap with the low-energy subspace, which…

Quantum Physics · Physics 2024-04-10 Danial Motlagh , Modjtaba Shokrian Zini , Juan Miguel Arrazola , Nathan Wiebe

In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath rates, we illustrate this expectation for an Ising lattice…

Statistical Mechanics · Physics 2009-11-10 Wooseop Kwak , D. P. Landau , B. Schmittmann

Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…

Statistical Mechanics · Physics 2016-11-15 Simon L. Dettmer , H. Chau Nguyen , Johannes Berg

In this investigation, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 m x 180 m block in an urban center based on synthetic measurements. Radioactive decay and detection…

Applications · Statistics 2016-07-05 Razvan Stefanescu , Kathleen Schmidt , Jason Hite , Ralph Smith , John Mattingly

The optimization step in many machine learning problems rarely relies on vanilla gradient descent but it is common practice to use momentum-based accelerated methods. Despite these algorithms being widely applied to arbitrary loss…

Disordered Systems and Neural Networks · Physics 2021-10-29 Stefano Sarao Mannelli , Pierfrancesco Urbani

In a real Hilbert space setting, we study the convergence properties of an inexact gradient algorithm featuring both viscous and Hessian driven damping for convex differentiable optimization. In this algorithm, the gradient evaluation can…

Optimization and Control · Mathematics 2025-09-25 Harsh Choudhary , Jalal Fadili , Vyachelav Kungurtsev

Optimally selecting a subset of targets from a larger catalog is a common problem in astronomy and cosmology. A specific example is the selection of targets from an imaging survey for multi-object spectrographic follow-up. We present a new…

Astrophysics · Physics 2009-11-11 E. C. Elson , B. A. Bassett , K. van der Heyden , Z. Z. Vilakazi

We introduce a generalized numerical algorithm to construct the solution landscape, which is a pathway map consisting of all stationary points and their connections. Based on the high-index optimization-based shrinking dimer (HiOSD) method…

Dynamical Systems · Mathematics 2020-11-11 Jianyuan Yin , Bing Yu , Lei Zhang

Emerging distributed applications recently boosted the development of decentralized machine learning, especially in IoT and edge computing fields. In real-world scenarios, the common problems of non-convexity and data heterogeneity result…

Machine Learning · Computer Science 2023-03-02 Haizhou Du , Chengdong Ni

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

Computer Science and Game Theory · Computer Science 2017-10-03 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

Dynamical Systems · Mathematics 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores

To obtain explicit understanding of the behavior of dynamical systems, geometrical methods and slow-fast analysis have proved to be highly useful. Such methods are standard for smooth dynamical systems, and increasingly used for continuous,…

Quantitative Methods · Quantitative Biology 2023-10-19 Francesco Montefusco , Morten Gram Pedersen

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

In this paper we look into the problem of planning over hybrid domains, where change can be both discrete and instantaneous, or continuous over time. In addition, it is required that each state on the trajectory induced by the execution of…

Artificial Intelligence · Computer Science 2022-09-30 Miquel Ramirez , Enrico Scala , Patrik Haslum , Sylvie Thiebaux

In this paper, we introduce some new hybrid algorithms for finding a solution of a system of equilibrium problems. In these algorithms, by constructing specially cutting-halfspaces, we avoid using the extra-steps as in the extragradient…

Optimization and Control · Mathematics 2015-10-29 Dang Van Hieu