相关论文: Ergodic Annealing

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

Quantum Annealing (QA) is one of the most promising frameworks for quantum optimization. Here, we focus on the problem of minimizing complex classical cost functions associated with prototypical discrete neural networks, specifically the…

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…

We study infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled continuous time Markov chains on a countable state space. For the discounted-cost game we prove the existence of value and…

Population annealing is a recent addition to the arsenal of the practitioner in computer simulations in statistical physics and beyond that is found to deal well with systems with complex free-energy landscapes. Above all else, it promises…

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay. Improvements in the training algorithm have been…

Simulated annealing (SA) was inspired from annealing in metallurgy, a technique involving heating and controlled cooling of a material to increase the size of its crystals and reduce their defects, both are attributes of the material that…

The high simulation cost has been a bottleneck of practical analog/mixed-signal design automation. Many learning-based algorithms require thousands of simulated data points, which is impractical for expensive to simulate circuits. We…

In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…

This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…

Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…

High-performance Ising machines for solving combinatorial optimization problems have been developed with digital processors implementing heuristic algorithms such as simulated bifurcation (SB). Although Ising machines have been designed for…

In statistical data assimilation (SDA) and supervised machine learning (ML), we wish to transfer information from observations to a model of the processes underlying those observations. For SDA, the model consists of a set of differential…

Global optimization heuristics are popular to optimize hard non-convex problems. Despite their irrefutably large cost-to-solution, in the lack of other working greedy or convex approaches, global optimization algorithms remain the…

We provide a deepened study of autocorrelations in Neural Markov Chain Monte Carlo (NMCMC) simulations, a version of the traditional Metropolis algorithm which employs neural networks to provide independent proposals. We illustrate our…

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Quantum annealing is an innovative idea and method for avoiding the increase of the calculation cost of the combinatorial optimization problem. Since the combinatorial optimization problems are ubiquitous, quantum annealing machine with…