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Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

We introduce a modified molecular dynamics algorithm that allows one to freeze the dynamics of parts of a physical system, and thus concentrate the simulation effort on selected, central degrees of freedom. This freezing, in contrast to…

Statistical Mechanics · Physics 2017-08-02 A. C. Maggs

Finding an efficient optimal partial tiling algorithm is still an open problem. We have worked on a special case, the tiling of Manhattan polyominoes with dominoes, for which we give an algorithm linear in the number of columns. Some…

Discrete Mathematics · Computer Science 2009-11-17 Olivier Bodini , Jérémie Lumbroso

Multiple time-scale algorithms exploit the natural separation of time-scales in chemical systems to greatly accelerate the efficiency of molecular dynamics simulations. Although the utility of these methods in systems where the interactions…

Computational Physics · Physics 2015-06-18 Nathan Luehr , Thomas E. Markland , Todd J. Martinez

A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…

Methodology · Statistics 2023-01-04 Christian Staerk , Maria Kateri , Ioannis Ntzoufras

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios. We…

Machine Learning · Statistics 2026-01-23 Jason Bohne , Ieva Petrulionyte , Michael Arbel , Julien Mairal , Paweł Polak

We discuss the application of hybrid over-relaxation, even-odd preconditioning and a modified local updating procedure to the local bosonic fermion algorithm. Studies on autocorrelation times and the tuning of the parameters of the…

High Energy Physics - Lattice · Physics 2009-10-28 Beat Jegerlehner

We construct a three dimensional toy systems with two types of fermions forming a composite boson. They are hold in a harmonic potential. The basis functions are constructed from an internal and an external Gauss function. All integrals…

Quantum Physics · Physics 2024-04-24 Detlef Schmicker

Recent advances in sampling-based motion planning algorithms for high DOF arms leverage GPUs to provide SOTA performance. These algorithms can be used to control multiple arms jointly, but this approach scales poorly. To address this, we…

Robotics · Computer Science 2026-02-11 Dan Evron , Elias Goldsztejn , Ronen I. Brafman

We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…

Computation · Statistics 2019-03-14 Konstantin Posch , Maximilian Arbeiter , Jürgen Pilz

The Metropolis-Hastings algorithm is a cornerstone of Markov Chain Monte Carlo methods, underpinning a wide range of applications in computational physics, Bayesian inference, and machine learning. Quantum variants of Metropolis-Hastings…

Quantum Physics · Physics 2026-05-07 Miguel Carrasco-Arango , Rosa M. Badia , Artur Garcia-Saez

We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…

Fluid Dynamics · Physics 2016-12-20 Isha Savani , Santanu Sinha , Alex Hansen , Dick Bedeaux , Signe Kjelstrup , Morten Vassvik

We introduce a novel decentralized monitoring algorithm for mobile ad-hoc networks. This algorithm is a combination of gossip-based and tree-based approaches. Its main feature is on multi root nodes selection which provides an opportunity…

Networking and Internet Architecture · Computer Science 2017-12-06 Jose Alvarez , Stephane Maag , Fatiha Zaidi

We present a set of related Hybrid Monte Carlo methods to simulate an arbitrary number of dynamical overlap fermions. Each fermion is represented by a chiral pseudo-fermion field. The new algorithm reduces critical slowing down in the…

High Energy Physics - Lattice · Physics 2009-11-11 Thomas DeGrand , Stefan Schaefer

We discuss a multistep variational approach for the study of many-body correlations. The approach is developed in a boson formalism (bosons representing particle-hole excitations) and based on an iterative sequence of diagonalizations in…

Nuclear Theory · Physics 2009-10-31 M. Sambataro

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

Backward error initialization and parasitic mode control are well-suited for use in algorithms that arise from a discrete variational principle on phase-space dynamics. Dynamical systems described by degenerate Lagrangians, such as those…

Computational Physics · Physics 2014-03-05 C. L. Ellison , J. W. Burby , J. M. Finn , H. Qin , W. M. Tang
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