Related papers: A Cut-Based BAT-MCS Approach for Binary-State Netw…

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Resilience is emerging as a key requirement for next-generation wireless communication systems, requiring the ability to assess and control rare, path-dependent failure events arising from sequential degradation and delayed recovery. In…

Choosing appropriate step sizes is critical for reducing the computational cost of training large-scale neural network models. Mini-batch sub-sampling (MBSS) is often employed for computational tractability. However, MBSS introduces a…

Monte Carlo Tree Search (MCTS) has been proposed as a transformative approach to join-order optimization in database query processing, with recent frameworks such as AlphaJoin and HyperQO claiming to outperform traditional methods. However,…

UCT, a state-of-the art algorithm for Monte Carlo tree sampling (MCTS), is based on UCB, a sampling policy for the Multi-armed Bandit Problem (MAB) that minimizes the accumulated regret. However, MCTS differs from MAB in that only the final…

Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the…

A network is represented as a graph consisting of nodes and edges. A cut set for a source-destination pair in a network is a set of elements that, when failed, cause the source-destination pair to lose connectivity. A Minimal Cut Set (MCS)…

Random field Monte Carlo (MC) reliability analysis is a robust stochastic method to determine the probability of failure. This method, however, requires a large number of numerical simulations demanding high computational costs. This paper…

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Monte Carlo Tree Search (MCTS) has emerged as a powerful tool for decision-making in robotics, enabling efficient exploration of large search spaces. However, traditional MCTS methods struggle in environments characterized by high…

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

We propose a novel Parallel Monte Carlo tree search with Batched Simulations (PMBS) algorithm for accelerating long-horizon, episodic robotic planning tasks. Monte Carlo tree search (MCTS) is an effective heuristic search algorithm for…

There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…

Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-horizon discounted cost Markov Decision Process (MDP). While…

Maximum Common induced Subgraph (MCS) is an important NP-hard problem with wide real-world applications. Branch-and-Bound (BnB) is the basis of a class of efficient algorithms for MCS, consisting in successively selecting vertices to match…