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The population annealing algorithm is a population-based equilibrium version of simulated annealing. It can sample thermodynamic systems with rough free-energy landscapes more efficiently than standard Markov chain Monte Carlo alone. A…

Statistical Mechanics · Physics 2024-01-17 Denis Gessert , Wolfhard Janke , Martin Weigel

In this paper, we propose a sampling algorithm based on state-of-the-art statistical machine learning techniques to obtain conditional nonlinear optimal perturbations (CNOPs), which is different from traditional (deterministic) optimization…

Optimization and Control · Mathematics 2024-03-26 Bin Shi , Guodong Sun

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…

Numerical Analysis · Mathematics 2022-05-06 Qian Yan , Hanyu Li , Chengmei Niu

We prove lower bounds for the randomized approximation of the embedding $\ell_1^m \rightarrow \ell_\infty^m$ based on algorithms that use arbitrary linear (hence non-adaptive) information provided by a (randomized) measurement matrix $N \in…

Numerical Analysis · Mathematics 2024-05-24 Robert Kunsch , Erich Novak , Marcin Wnuk

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

Optimization and Control · Mathematics 2022-07-28 Miroslav Rada , Michal Černý , Ondřej Sokol

Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate…

Optimization and Control · Mathematics 2021-08-20 Praneeth Vepakomma , Yulia Kempner , Ramesh Raskar

One of the leading candidates for near-term quantum advantage is the class of Variational Quantum Algorithms, but these algorithms suffer from classical difficulty in optimizing the variational parameters as the number of parameters…

Quantum Physics · Physics 2022-11-28 Cem M. Unsal , Lucas T. Brady

We study the Weighted Min Cut problem in the Adaptive Massively Parallel Computation (AMPC) model. In 2019, Behnezhad et al. [3] introduced the AMPC model as an extension of the Massively Parallel Computation (MPC) model. In the past…

Data Structures and Algorithms · Computer Science 2022-05-30 MohammadTaghi Hajiaghayi , Marina Knittel , Jan Olkowski , Hamed Saleh

In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Thomas Lew , Lucas Janson , Riccardo Bonalli , Marco Pavone

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

We consider the problem of counting the copies of a length-$k$ pattern $\sigma$ in a sequence $f \colon [n] \to \mathbb{R}$, where a copy is a subset of indices $i_1 < \ldots < i_k \in [n]$ such that $f(i_j) < f(i_\ell)$ if and only if…

Data Structures and Algorithms · Computer Science 2025-10-27 Omri Ben-Eliezer , Slobodan Mitrović , Pranjal Srivastava

What is the power of polynomial-time quantum computation with access to an NP oracle? In this work, we focus on two fundamental tasks from the study of Boolean satisfiability (SAT) problems: search-to-decision reductions, and approximate…

Quantum Physics · Physics 2024-09-02 Sevag Gharibian , Jonas Kamminga

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

Graph matching is one of the most important problems in graph theory and combinatorial optimization, with many applications in various domains. Although meta-heuristic algorithms have had good performance on many NP-Hard and NP-Complete…

Neural and Evolutionary Computing · Computer Science 2019-04-01 Hashem Ezzati , Mahmood Amintoosi , Hashem Tabasi

We study the problem of reaching agreement in a synchronous distributed system by $n$ autonomous parties, when the communication links from/to faulty parties can omit messages. The faulty parties are selected and controlled by an adaptive,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-27 Mohammad T. Hajiaghayi , Dariusz R. Kowalski , Jan Olkowski

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway