相关论文: Non-empirical weighted Langevin mechanics for the …

Given a weighted graph $G$, a minimum weight $\alpha$-spanner is a least-weight subgraph $H\subseteq G$ that preserves minimum distances between all node pairs up to a factor of $\alpha$. There are many results on heuristics and…

We propose a modified non-Markovian quantum jump method to overcome the obstacle of dramatically increased trajectory number in conventional quantum trajectory simulations. In our method the trajectories are classified into the trajectory…

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which…

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…

In this work, we propose a multi-scale protocol for routine theoretical studies of chemical reaction mechanisms. The initial reaction paths of our investigated systems are sampled using the Nudged-Elastic Band (NEB) method driven by a cheap…

Efficient and reliable identification and optimization of transition state structures is a longstanding challenge in computational chemistry. Popular chain-of-states methods require hundreds if not thousands of ab initio calculations to…

The present work extends the randomized shortest-paths framework (RSP), interpolating between shortest-path and random-walk routing in a network, in three directions. First, it shows how to deal with equality constraints on a subset of…

We study random walks on dynamically evolving graphs, where the environment is given by a time-dependent subset of the edges of an underlying graph. Concretely, following the recently introduced framework of Lelli and Stauffer, we consider…

Minimum energy conical intersections can be used to rationalize photochemical processes. In this Letter, we examine an algorithm to locate these structures that does not require the evaluation of nonadiabatic coupling vectors, showing that…

It is increasingly realized that taking stochastic effects into account is important in order to study biological cells. However, the corresponding mathematical formulation, the chemical master equation (CME), suffers from the curse of…

Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiserobtained using these iterative…

Stochastic search processes are ubiquitous in nature and are expected to become more efficient when equipped with a memory, where the searcher has been before. A natural realization of a search process with long-lasting memory is a…

We present a new proximal bundle method for Maximum-A-Posteriori (MAP) inference in structured energy minimization problems. The method optimizes a Lagrangean relaxation of the original energy minimization problem using a multi plane…

We develop a model for a random walker with long-range hops on general graphs. This random multi-hopper jumps from a node to any other node in the graph with a probability that decays as a function of the shortest-path distance between the…

We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assumption, stationary averages of the process. Both algorithms,…

Estimation of the covariance matrix of asset returns from high frequency data is complicated by asynchronous returns, market mi- crostructure noise and jumps. One technique for addressing both asynchronous returns and market microstructure…

We propose a novel heuristic quantum algorithm for the Minimum Vertex Cover (MVC) problem based on continuous-time quantum walks (CTQWs). In this framework, the coherent propagation of a quantum walker over a graph encodes its structural…