相关论文: Generalised sifting in black-box groups

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler-Maruyama discretization of the Langevin diffusion process, also named as Langevin Monte Carlo (LMC), studied…

Many science and engineering applications feature non-convex optimization problems where the objective function can not be handled analytically, i.e. it is a black box. Examples include design optimization via experiments, or via costly…

We present algorithms to compute the Smith Normal Form of matrices over two families of local rings. The algorithms use the \emph{black-box} model which is suitable for sparse and structured matrices. The algorithms depend on a number of…

The present paper proposes a new and systematic approach to the so-called black box group methods in computational group theory. Instead of a single black box, we consider categories of black boxes and their morphisms. This makes new…

Many practical techniques for probabilistic inference require a sequence of distributions that interpolate between a tractable distribution and an intractable distribution of interest. Usually, the sequences used are simple, e.g., based on…

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

Graph neural networks have been successful for machine learning, as well as for combinatorial and graph problems such as the Subgraph Isomorphism Problem and the Traveling Salesman Problem. We describe an approach for computing graph…

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Although many techniques have been applied to matrix factorization (MF), they may not fully exploit the feature structure. In this paper, we incorporate the grouping effect into MF and propose a novel method called Robust Matrix…

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and…

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

We introduce a novel framework for clustering a collection of tall matrices based on their column spaces, a problem we term Subspace Clustering of Subspaces (SCoS). Unlike traditional subspace clustering methods that assume vectorized data,…

In general, the statistical simulation approaches are referred to as the Monte Carlo methods as a whole. The broad class of the Monte Carlo methods involves the Markov chain Monte Carlo (MCMC) techniques that attract the attention of…

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…