Related papers: Convergence and Refinement of the Wang-Landau Algo…
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…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
This paper investigates the effect of constant time delay in weakly connected multi-agent systems modeled by double integrator dynamics. A novel analytical approach is proposed to establish an upper bound on the permissible time delay that…
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…
In this paper, we establish the $R$-linear rate of convergence of a golden ratio algorithm for solving an equilibrium problem in a Hilbert space. Several experiments are performed to show the numerical behavior of the algorithm and also to…
We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…
We investigate hide-and-seek games on complex networks using a random walk framework. Specifically, we investigate the efficiency of various degree-biased random walk search strategies to locate items that are randomly hidden on a subset of…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
A new learning algorithm proposed by Brandt and Lin for neural network [1], [2] has been shown to be mathematically equivalent to the conventional back-propagation learning algorithm, but has several advantages over the backpropagation…
We study the performance of Monte Carlo simulations that sample a broad histogram in energy by determining the mean first-passage time to span the entire energy space of d-dimensional ferromagnetic Ising/Potts models. We first show that…
We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…
This paper examines the stability of the quantum random walk search algorithm, when the walk coin is constructed by generalized Householder reflection and additional phase shift, against inaccuracies in the phases used to construct the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
Algorithms for mining very large graphs, such as those representing online social networks, to discover the relative frequency of small subgraphs within them are of high interest to sociologists, computer scientists and marketeers alike.…
We present preliminary results of the investigation of the properties of the Markov random walk in the energy space generated by the Wang-Landau probability. We build transition matrix in the energy space (TMES) using the exact density of…
Triangulations are important objects of study in combinatorics, finite element simulations and quantum gravity, where its entropy is crucial for many physical properties. Due to their inherent complex topological structure even the number…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…