Related papers: Some spin glass ideas applied to the clique proble…
Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…
I present a single algorithm which solves the clique problems, "What is the largest size clique?", "What are all the maximal cliques?" and the decision problem, "Does a clique of size k exist?" for any given graph in polynomial time. The…
Deep neural networks have been applied to a wide range of problems across different application domains with great success. Recently, research into combinatorial optimization problems in particular has generated much interest in the machine…
A $k$-defective clique of an undirected graph $G$ is a subset of its vertices that induces a nearly complete graph with a maximum of $k$ missing edges. The maximum $k$-defective clique problem, which asks for the largest $k$-defective…
We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…
We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…
Finding cliques in a graph has several applications for its pattern matching ability. $k$-clique problem, a special case of clique problem, determines whether an arbitrary graph contains a clique of size $k$, has already been addressed in…
We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is…
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…
The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network's structure can be explained by its degree…
The maximum labelled clique problem is a variant of the maximum clique problem where edges in the graph are given labels, and we are not allowed to use more than a certain number of distinct labels in a solution. We introduce a new…
The Clique Interdiction Problem (CIP) aims to minimize the size of the largest clique in a given graph by removing a given number of vertices. The CIP models a special Stackelberg game and has important applications in fields such as…
We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…
Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…
Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…
Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…
Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…