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Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…

Matrix completion is a widely adopted framework in recommender systems, as predicting the missing entries in the user-item rating matrix enables a comprehensive understanding of user preferences. However, current graph neural network…

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…

In this paper we modify an algorithm for updating a maximal clique enumeration after an edge insertion to provide an algorithm that runs in linear time with respect to the number of cliques containing one of the edge's endpoints, whereas…

The MaxClique problem, finding the largest complete subgraph in an Erd{\"o}s-R{\'e}nyi $G(N,p)$ random graph in the large $N$ limit, is a well-known example of a simple problem for which finding any approximate solution within a factor of…

Markov chain Monte Carlo (MCMC) methods are ubiquitous tools for simulation-based inference in many fields but designing and identifying good MCMC samplers is still an open question. This paper introduces a novel MCMC algorithm, namely,…

A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement,…

In the Minimum Clique Routing Problem on Cycles \textsc{MCRPC} we are given a cycle together with a set of demands (weighted origin-destination pairs) and the goal is to route all the pairs minimizing the maximum weighted clique of the…

A plethora of multi-view subspace clustering (MVSC) methods have been proposed over the past few years. Researchers manage to boost clustering accuracy from different points of view. However, many state-of-the-art MVSC algorithms, typically…

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

The advent of new special-purpose hardware such as FPGA or ASIC-based annealers and quantum processors has shown potential in solving certain families of complex combinatorial optimization problems more efficiently than conventional CPUs.…

A new approach to combinatorial optimization based on systematic move-class deflation is proposed. The algorithm combines heuristics of genetic algorithms and simulated annealing, and is mainly entropy-driven. It is tested on two problems…

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Over-parametrization was a crucial ingredient for recent developments in inference and machine-learning fields. However a good theory explaining this success is still lacking. In this paper we study a very simple case of mismatched…