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High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…

Computation · Statistics 2024-02-22 Jun Yang , Krzysztof Łatuszyński , Gareth O. Roberts

Algorithm MLS (Maximal Label Search) is a graph search algorithm which generalizes algorithms MCS, LexBFS, LexDFS and MNS. On a chordal graph, MLS computes a peo (perfect elimination ordering) of the graph. We show how algorithm MLS can be…

Data Structures and Algorithms · Computer Science 2016-11-01 Anne Berry , Geneviève Simonet

This paper introduces Monte Carlo *-Minimax Search (MCMS), a Monte Carlo search algorithm for turned-based, stochastic, two-player, zero-sum games of perfect information. The algorithm is designed for the class of of densely stochastic…

Computer Science and Game Theory · Computer Science 2013-04-23 Marc Lanctot , Abdallah Saffidine , Joel Veness , Christopher Archibald , Mark H. M. Winands

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Data Structures and Algorithms · Computer Science 2023-04-05 Weiming Feng , Heng Guo , Chunyang Wang , Jiaheng Wang , Yitong Yin

In this article, we develop a clique-based method for social network clustering. We introduce a new index to evaluate the quality of clustering results, and propose an efficient algorithm based on recursive bipartition to maximize an…

Social and Information Networks · Computer Science 2018-05-11 Guang Ouyang , Dipak K. Dey , Panpan Zhang

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

We propose SYNCE (synchronized step correlation enhancement), a new algorithm for coupling Markov chains within multilevel Markov chain Monte Carlo (ML-MCMC) estimators. We apply this algorithm to solve Bayesian inverse problems using…

Applications · Statistics 2026-02-03 Sanjan C. Muchandimath , Alex A. Gorodetsky

Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. In this work, we look at these transition probabilities as…

Probability · Mathematics 2024-10-01 Rocco Caprio , Adam M. Johansen

Finding the maximum clique is a known NP-Complete problem and it is also hard to approximate. This work proposes two efficient algorithms to obtain it. Nevertheless, the first one is able to fins the maximum for some special cases, while…

Data Structures and Algorithms · Computer Science 2012-02-21 José Ignacio Alvarez-Hamelin

Given a simple undirected graph $G$, the maximum $k$-club problem is to find a maximum-cardinality subset of nodes inducing a subgraph of diameter at most $k$ in $G$. This NP-hard generalization of clique, originally introduced to model low…

Data Structures and Algorithms · Computer Science 2014-04-04 Andreas Wotzlaw

I describe the classic circle-packing problem on a sphere, and the analytic and numerical approaches that have been used to study it. I then present a very simple Markov-chain Monte Carlo algorithm, which succeeds in finding the best…

Disordered Systems and Neural Networks · Physics 2007-05-23 Werner Krauth

Finding maximum cliques in large networks is a challenging combinatorial problem with many real-world applications. We present a fast algorithm to achieve the exact solution for the maximum clique problem in large sparse networks based on…

Social and Information Networks · Computer Science 2024-04-22 Tianlong Fan , Wenjun Jiang , Yi-Cheng Zhang , Linyuan Lü

Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…

We address the problem of enumerating all maximal clique-partitions of an undirected graph and present an algorithm based on the observation that every maximal clique-partition can be produced from the maximal clique-cover of the graph by…

Discrete Mathematics · Computer Science 2023-09-26 Mircea Marin , Temur Kutsia , Cleo Pau , Mikheil Rukhaia

Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling are finding widespread use in applied statistics and machine learning. These often lead to difficult computational problems, which are increasingly being solved on parallel and…

Machine Learning · Statistics 2018-06-05 Alexander Terenin , Eric P. Xing

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

Much current research in AI and games is being devoted to Monte Carlo search (MCS) algorithms. While the quest for a single unified MCS algorithm that would perform well on all problems is of major interest for AI, practitioners often know…

Artificial Intelligence · Computer Science 2015-03-20 Francis Maes , David Lupien St-Pierre , Damien Ernst

Given a simple undirected graph $G$, a quasi-clique is a subgraph of $G$ whose density is at least $\gamma$ $(0 < \gamma \leq 1)$. Finding a maximum quasi-clique has been addressed from two different perspectives: $i)$ maximizing vertex…

Discrete Mathematics · Computer Science 2026-02-26 Daniela Scherer dos Santos , Kathrin Klamroth , Pedro Martins , Luís Paquete

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Computation · Statistics 2019-07-17 Christopher Nemeth , Paul Fearnhead

The Edge Interdiction Clique Problem (EICP) aims to remove at most $k$ edges from a graph so as to minimize the size of the largest clique in the remaining graph. This problem captures a fundamental question in graph manipulation: which…

Data Structures and Algorithms · Computer Science 2026-01-06 Yi Zhou , Haoyu Jiang , Chenghao Zhu , André Rossi