相关论文: Speeding up the FMMR perfect sampling algorithm: A…

It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…

Continuous normalizing flows (CNFs) learn the probability path between a reference distribution and a target distribution by modeling the vector field generating said path using neural networks. Recently, Lipman et al. (2022) introduced a…

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Path planning is a crucial algorithmic approach for designing robot behaviors. Sampling-based approaches, like rapidly exploring random trees (RRTs) or probabilistic roadmaps, are prominent algorithmic solutions for path planning problems.…

We consider the Monte-Carlo first visit algorithm, of which the goal is to find the optimal control in a Markov decision process with finite state space and finite number of possible actions. We show its convergence when the discount factor…

Phylogenetic stochastic mapping is a method for reconstructing the history of trait changes on a phylogenetic tree relating species/organisms carrying the trait. State-of-the-art methods assume that the trait evolves according to a…

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining…

We describe a new algorithm for the perfect simulation of variable length Markov chains and random systems with perfect connections. This algorithm, which generalizes Propp and Wilson's simulation scheme, is based on the idea of coupling…

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

You are a robot and you live in a Markov decision process (MDP) with a finite or an infinite number of transitions from state-action to next states. You got brains and so you plan before you act. Luckily, your roboparents equipped you with…

Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Sampling-based motion planning algorithms such as RRT* are well-known for their ability to quickly find an initial solution and then converge to the optimal solution asymptotically. However, the convergence rate can be slow for…

Standard autoregressive decoding in large language models (LLMs) is inherently short-sighted, often failing to find globally optimal reasoning paths due to its token-by-token generation process. While inference-time strategies like…

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…