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

An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…

The problem of predicting the training time of machine learning (ML) models has become extremely relevant in the scientific community. Being able to predict a priori the training time of an ML model would enable the automatic selection of…

For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

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…

We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules.…

Feedback particle filter (FPF) is a Monte-Carlo (MC) algorithm to approximate the solution of a stochastic filtering problem. In contrast to conventional particle filters, the Bayesian update step in FPF is implemented via a mean-field type…

We give new algorithms based on Markov chains to sample and approximately count satisfying assignments to $k$-uniform CNF formulas where each variable appears at most $d$ times. For any $k$ and $d$ satisfying $kd<n^{o(1)}$ and $k\ge 20\log…

The Meantime to Failure is a statistic used to determine how much time a system spends to enter one of its absorption states. This statistic can be used in most areas of knowledge. In engineering, for example, can be used as a measure of…

We consider the problem of constructing exact goodness-of-fit tests for discrete exponential family models. This classical problem remains practically unsolved for many types of structured or sparse data, as it rests on a computationally…

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Bayes-optimal behavior, while well-defined, is often difficult to achieve. Recent advances in the use of Monte-Carlo tree search (MCTS) have shown that it is possible to act near-optimally in Markov Decision Processes (MDPs) with very large…

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

We consider the problem of learning graphical models, also known as Markov random fields (MRFs) from temporally correlated samples. As in many traditional statistical settings, fundamental results in the area all assume independent samples…

Symmetric Nonnegative Matrix Factorization (SNMF) models arise naturally as simple reformulations of many standard clustering algorithms including the popular spectral clustering method. Recent work has demonstrated that an elementary…

This paper discusses tractable development and statistical estimation of a continuous time stochastic process with a finite state space having non-Markov property. The process is formed by a finite mixture of right-continuous Markov jump…

Both resources in the natural environment and concepts in a semantic space are distributed "patchily", with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have…