中文
相关论文

相关论文: The Mixing Time of the Dikin Walk in a Polytope - …

200 篇论文

We study the problem of drawing samples from a logconcave distribution truncated on a polytope, motivated by computational challenges in Bayesian statistical models with indicator variables, such as probit regression. Building on interior…

数据结构与算法 · 计算机科学 2024-12-17 Minhui Jiang , Yuansi Chen

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods.…

机器学习 · 统计学 2019-03-07 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

概率论 · 数学 2023-09-27 Raphael Erb

We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…

数据结构与算法 · 计算机科学 2015-11-17 Hariharan Narayanan

We study a random walk on $\mathbb{F}_p$ defined by $X_{n+1}=1/X_n+\varepsilon_{n+1}$ if $X_n\neq 0$, and $X_{n+1}=\varepsilon_{n+1}$ if $X_n=0$, where $\varepsilon_{n+1}$ are independent and identically distributed. This can be seen as a…

概率论 · 数学 2021-03-15 Jimmy He , Huy Tuan Pham , Max Wenqiang Xu

We study a natural random walk on the $n \times n$ upper triangular matrices, with entries in $\mathbb{Z}/m \mathbb{Z}$, generated by steps which add or subtract a uniformly random row to the row above. We show that the mixing time of this…

概率论 · 数学 2025-02-03 Evita Nestoridi , Allan Sly

The mixing time of a discrete-time quantum walk on the hypercube is considered. The mean probability distribution of a Markov chain on a hypercube is known to mix to a uniform distribution in time O(n log n). We show that the mean…

量子物理 · 物理学 2008-04-17 F. L. Marquezino , R. Portugal , G. Abal , R. Donangelo

The theory of rapid mixing random walks plays a fundamental role in the study of modern randomised algorithms. Usually, the mixing time is measured with respect to the worst initial position. It is well known that the presence of…

概率论 · 数学 2024-01-30 Alberto Espuny Díaz , Patrick Morris , Guillem Perarnau , Oriol Serra

We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is $O(1/\epsilon^2)$, where $\epsilon$ is the step…

概率论 · 数学 2023-03-28 Gautam Iyer , Ethan Lu , James Nolen

Mixing properties of discrete-time quantum walks on two-dimensional grids with torus-like boundary conditions are analyzed, focusing on their connection to the complexity of the corresponding abstract search algorithm. In particular, an…

量子物理 · 物理学 2012-05-18 F. L. Marquezino , R. Portugal , G. Abal

We prove that a uniformized variant of both the Rosenthal walk \cite{Rosenthal} and the Kac random walk \cite{Kac} on SO(n) mixes in $\cO(n^3)$ steps in total variation distance. The proof also extends easily to Rosenthal walk with fixed…

概率论 · 数学 2011-10-26 Yunjiang Jiang

We study the mixing time of random walks on small-world networks modelled as follows: starting with the 2-dimensional periodic grid, each pair of vertices $\{u,v\}$ with distance $d>1$ is added as a "long-range" edge with probability…

离散数学 · 计算机科学 2020-02-27 Martin E. Dyer , Andreas Galanis , Leslie Ann Goldberg , Mark Jerrum , Eric Vigoda

This paper studies the random walk on the hypercube $(\mathbb{Z}/2\mathbb{Z})^n$ which at each step flips $k$ randomly chosen coordinates. We prove that the mixing time for this walk is of order $\frac{n}{k} \log n$. We also prove that if…

概率论 · 数学 2017-09-21 Evita Nestoridi

It is a fact simple to establish that the mixing time of the simple random walk on a d-regular graph $G_n$ with n vertices is asymptotically bounded from below by $d/ ((d-2)\log (d-1))\log n$. Such a bound is obtained by comparing the walk…

概率论 · 数学 2021-02-17 Charles Bordenave , Hubert Lacoin

This paper explores the mixing time of the random transposition walk on the symmetric group. While it has long been known that this walk mixes in order n*log(n) time, this result has not previously been attained using coupling. A coupling…

概率论 · 数学 2011-09-20 Olena Bormashenko

We consider dynamical percolation on the $d$-dimensional discrete torus of side length $n$, $\mathbb{Z}_n^d$, where each edge refreshes its status at rate $\mu=\mu_n\le 1/2$ to be open with probability $p$. We study random walk on the…

概率论 · 数学 2017-07-25 Yuval Peres , Perla Sousi , Jeffrey E. Steif

We study the mixing time of a random walker who moves inside a dynamical random cluster model on the d-dimensional torus of side-length n. In this model, edges switch at rate \mu between open and closed, following a Glauber dynamics for the…

概率论 · 数学 2022-09-08 Andrea Lelli , Alexandre Stauffer

Determining the total variation mixing time of Kac's random walk on the special orthogonal group $\mathrm{SO}(n)$ has been a long-standing open problem. In this paper, we construct a novel non-Markovian coupling for bounding this mixing…

概率论 · 数学 2016-05-27 Natesh S. Pillai , Aaron Smith

Determining the mixing time of Kac's random walk on the sphere $\mathrm{S}^{n-1}$ is a long-standing open problem. We show that the total variation mixing time of Kac's walk on $\mathrm{S}^{n-1}$ is between $\frac{1}{2} \, n \log(n)$ and…

概率论 · 数学 2016-04-01 Natesh S. Pillai , Aaron Smith

Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the…

量子物理 · 物理学 2007-05-23 Cristopher Moore , Alexander Russell
‹ 上一页 1 2 3 10 下一页 ›