Related papers: Avoiding Boundary Effects in Wang-Landau Sampling
We show that linear congruential pseudo-random-number generators can cause systematic errors in Monte Carlo simulations using the Swendsen-Wang algorithm, if the lattice size is a multiple of a very large power of 2 and one random number is…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
We propose a $\tau$-leaping simulation algorithm for stochastic systems subject to fast environmental changes. Similar to conventional $\tau$-leaping the algorithm proceeds in discrete time steps, but as a principal addition it captures…
We study the boundary of the range of simple random walk on $\mathbb{Z}^d$ in the transient regime $d\ge 3$. We show that volumes of the range and its boundary differ mainly by a martingale. As a consequence, we obtain a bound on the…
This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant…
In this work, we present a comprehensive treatment of weighted random sampling (WRS) over data streams. More precisely, we examine two natural interpretations of the item weights, describe an existing algorithm for each case ([2, 4]),…
Sampling errors in nested sampling parameter estimation differ from those in Bayesian evidence calculation, but have been little studied in the literature. This paper provides the first explanation of the two main sources of sampling errors…
We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
Resampling is an operation costly in calculation time and accuracy. It regularizes irregular sampling, replacing N data by N periodic estimations. This stage can be suppressed, using formulas built with incoming data and completed by…
In many experimental or quasi-experimental studies, outcomes of interest are only observed for subjects who select (or are selected) to engage in the activity generating the outcome. Outcome data is thus endogenously missing for units who…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
Hit-and-Run is known to be one of the best random sampling algorithms, its mixing time is polynomial in dimension. Nevertheless, in practice the number of steps required to achieve uniformly distributed samples is rather high. We propose…
We study the path behavior of the simple symmetric walk on some comb-type subsets of Z^2 which are obtained from Z^2 by removing all horizontal edges belonging to certain sets of values on the y-axis. We obtain some strong approximation…
Self-avoidance is a common mechanism to improve the efficiency of a random walker for covering a spatial domain. However, how this efficiency decreases when self-avoidance is impaired or limited by other processes has remained largely…
In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…
The free energy landscapes of several fundamental processes are characterized by high barriers separating long-lived metastable states. In order to explore these type of landscapes enhanced sampling methods are used. While many such methods…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…