相关论文: The Randomness Recycler: A new technique for perfe…

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Information-efficient approaches for extracting randomness from imperfect sources have been extensively studied, but simpler and faster ones are required in the high-speed applications of random number generation. In this paper, we focus on…

The pseudo-random number generators (PRNGs), sampling algorithms, and algorithms for generating random integers in some common statistical packages and programming languages are unnecessarily inaccurate, by an amount that may matter for…

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory…

We define a model for random (abstract) cell complexes (CCs), similiar to the well-known Erd\H{o}s-R\'enyi model for graphs and its extensions for simplicial complexes. To build a random cell complex, we first draw from an Erd\H{o}s-R\'enyi…

This work introduces two new techniques for random number generation with any prescribed nonlinear distribution based on the k-vector methodology. The first approach is based on inverse transform sampling using the optimal k-vector to…

Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection…

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Multiple importance sampling (MIS) is an indispensable tool in rendering that constructs robust sampling strategies by combining the respective strengths of individual distributions. Its efficiency can be greatly improved by carefully…

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

Elliptical slice sampling is a widely used gradient-free Markov chain Monte Carlo algorithm that is tuning-free and capable of adapting to local characteristics of the target distribution. However, its primary limitation is that sampling…

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

The optimum sample allocation in stratified sampling is one of the basic issues of survey methodology. It is a procedure of dividing the overall sample size into strata sample sizes in such a way that for given sampling designs in strata…

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use randomization to efficiently compute expectations, and so…

This paper deals with a complete bipartite matching problem with the objective of finding an optimal matching that maximizes a certain generic predefined utility function on the set of all matchings. After proving the NP-hardness of the…

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their…