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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…

Computation · Statistics 2015-08-21 Georgios Karagiannis , Bledar A. Konomi , Guang Lin , Faming Liang

In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $x\in\mathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,\ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1…

Data Structures and Algorithms · Computer Science 2018-04-26 Vasileios Nakos , Xiaofei Shi , David P. Woodruff , Hongyang Zhang

Algorithms often carry out equally many computations for "easy" and "hard" problem instances. In particular, algorithms for finding nearest neighbors typically have the same running time regardless of the particular problem instance. In…

Data Structures and Algorithms · Computer Science 2020-03-25 Daniel LeJeune , Richard G. Baraniuk , Reinhard Heckel

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Machine Learning · Statistics 2016-08-16 Marco Fraccaro , Ulrich Paquet , Ole Winther

A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution…

Disordered Systems and Neural Networks · Physics 2019-05-14 Andrew J. Ochoa , Darryl C. Jacob , Salvatore Mandrà , Helmut G. Katzgraber

We study the problem of sampling an approximately uniformly random satisfying assignment for atomic constraint satisfaction problems i.e. where each constraint is violated by only one assignment to its variables. Let $p$ denote the maximum…

Data Structures and Algorithms · Computer Science 2021-02-17 Vishesh Jain , Huy Tuan Pham , Thuy-Duong Vuong

Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…

Machine Learning · Computer Science 2020-07-01 Avrim Blum , Chen Dan , Saeed Seddighin

We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…

Machine Learning · Statistics 2015-12-03 Murat A. Erdogdu , Andrea Montanari

State-of-the-art parallel sorting algorithms for distributed-memory architectures are based on computing a balanced partitioning via sampling and histogramming. By finding samples that partition the sorted keys into evenly-sized chunks,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-30 Wentao Yang , Vipul Harsh , Edgar Solomonik

Boolean satisfiability ({\SAT}) has played a key role in diverse areas spanning testing, formal verification, planning, optimization, inferencing and the like. Apart from the classical problem of checking boolean satisfiability, the…

Logic in Computer Science · Computer Science 2014-04-29 Kuldeep S. Meel

We consider the problem of optimizing an approximately convex function over a bounded convex set in $\mathbb{R}^n$ using only function evaluations. The problem is reduced to sampling from an \emph{approximately} log-concave distribution…

Numerical Analysis · Computer Science 2020-07-27 Alexandre Belloni , Tengyuan Liang , Hariharan Narayanan , Alexander Rakhlin

We propose a new type of approximate counting algorithms for the problems of enumerating the number of independent sets and proper colorings in low degree graphs with large girth. Our algorithms are not based on a commonly used Markov chain…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , David Gamarnik

We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…

Artificial Intelligence · Computer Science 2017-04-05 Alexander Eckrot , Carina Geldhauser , Jan Jurczyk

Many problems of industrial interest are NP-complete, and quickly exhaust resources of computational devices with increasing input sizes. Quantum annealers (QA) are physical devices that aim at this class of problems by exploiting quantum…

We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle

We study a ranking and selection (R&S) problem when all solutions share common parametric Bayesian input models updated with the data collected from multiple independent data-generating sources. Our objective is to identify the best system…

Methodology · Statistics 2025-02-25 Eunhye Song , Taeho Kim

Ray tracing algorithm is a category of rendering algorithms that calculate the color of pixels by simulating the physical movements of a huge amount of rays and calculating their energies, which can be implemented in parallel. Meanwhile,…

Quantum Physics · Physics 2022-08-11 Xi Lu , Hongwei Lin