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210
Randomized Algorithms
, 1995
"... Randomized algorithms, once viewed as a tool in computational number theory, have by now found widespread application. Growth has been fueled by the two major benefits of randomization: simplicity and speed. For many applications a randomized algorithm is the fastest algorithm available, or the simp ..."
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Cited by 2210 (37 self)
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Randomized algorithms, once viewed as a tool in computational number theory, have by now found widespread application. Growth has been fueled by the two major benefits of randomization: simplicity and speed. For many applications a randomized algorithm is the fastest algorithm available, or the simplest, or both. A randomized algorithm is an algorithm that uses random numbers to influence the choices it makes in the course of its computation. Thus its behavior (typically quantified as running time or quality of output) varies from
Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics
, 1996
"... For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has ..."
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Cited by 548 (13 self)
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For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has run for M steps, with M sufficiently large, the distribution governing the state of the chain approximates the desired distribution. Unfortunately it can be difficult to determine how large M needs to be. We describe a simple variant of this method that determines on its own when to stop, and that outputs samples in exact accordance with the desired distribution. The method uses couplings, which have also played a role in other sampling schemes; however, rather than running the coupled chains from the present into the future, one runs from a distant point in the past up until the present, where the distance into the past that one needs to go is determined during the running of the al...
Nearoptimal reinforcement learning in polynomial time
 Machine Learning
, 1998
"... We present new algorithms for reinforcement learning, and prove that they have polynomial bounds on the resources required to achieve nearoptimal return in general Markov decision processes. After observing that the number of actions required to approach the optimal return is lower bounded by the m ..."
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Cited by 305 (5 self)
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We present new algorithms for reinforcement learning, and prove that they have polynomial bounds on the resources required to achieve nearoptimal return in general Markov decision processes. After observing that the number of actions required to approach the optimal return is lower bounded by the mixing time T of the optimal policy (in the undiscounted case) or by the horizon time T (in the discounted case), we then give algorithms requiring a number of actions and total computation time that are only polynomial in T and the number of states, for both the undiscounted and discounted cases. An interesting aspect of our algorithms is their explicit handling of the ExplorationExploitation tradeoff. 1
Algebraic Algorithms for Sampling from Conditional Distributions
 Annals of Statistics
, 1995
"... We construct Markov chain algorithms for sampling from discrete exponential families conditional on a sufficient statistic. Examples include generating tables with fixed row and column sums and higher dimensional analogs. The algorithms involve finding bases for associated polynomial ideals and so a ..."
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Cited by 264 (20 self)
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We construct Markov chain algorithms for sampling from discrete exponential families conditional on a sufficient statistic. Examples include generating tables with fixed row and column sums and higher dimensional analogs. The algorithms involve finding bases for associated polynomial ideals and so an excursion into computational algebraic geometry.
Random Walks in PeertoPeer Networks
, 2004
"... We quantify the effectiveness of random walks for searching and construction of unstructured peertopeer (P2P) networks. For searching, we argue that random walks achieve improvement over flooding in the case of clustered overlay topologies and in the case of reissuing the same request several tim ..."
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Cited by 225 (3 self)
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We quantify the effectiveness of random walks for searching and construction of unstructured peertopeer (P2P) networks. For searching, we argue that random walks achieve improvement over flooding in the case of clustered overlay topologies and in the case of reissuing the same request several times. For construction, we argue that an expander can be maintained dynamically with constant operations per addition. The key technical ingredient of our approach is a deep result of stochastic processes indicating that samples taken from consecutive steps of a random walk can achieve statistical properties similar to independent sampling (if the second eigenvalue of the transition matrix is bounded away from 1, which translates to good expansion of the network; such connectivity is desired, and believed to hold, in every reasonable network and network model). This property has been previously used in complexity theory for construction of pseudorandom number generators. We reveal another facet of this theory and translate savings in random bits to savings in processing overhead.
Quantum random walks  an introductory overview
 Contemporary Physics
, 2003
"... This article aims to provide an introductory survey on quantum random walks. Starting from a physical effect to illustrate the main ideas we will introduce quantum random walks, review some of their properties and outline their striking differences to classical walks. We will touch upon both physica ..."
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Cited by 191 (3 self)
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This article aims to provide an introductory survey on quantum random walks. Starting from a physical effect to illustrate the main ideas we will introduce quantum random walks, review some of their properties and outline their striking differences to classical walks. We will touch upon both physical effects and computer science applications, introducing some of the main concepts and language of present day quantum information science in this context. We will mention recent developments in this new area and outline some open questions. 1. Overview Ever since the discovery of quantum mechanics people have been puzzled by the counterintuitive character of the laws of nature. Over time we have learned to accept more and more effects that are unimaginable in a classical Newtonian world. Modern technology exploits quantum effects both to our benefit and detriment—among the memorable examples we should cite laser technology and not omit the atomic bomb. In recent years interest in quantum information theory has been generated by the prospect of employing its laws to design devices of surprising power [1]. New ideas include quantum cryptography [2, 3] and quantum computation. In 1994 Shor [4] discovered a quantum algorithm to factor numbers efficiently (that is in time that grows only polynomically with the length of the number to be factored). This has unleashed a wave of activity across a broad range of disciplines: physics, computer science, mathematics and engineering. This fruitful axis of research has uncovered many new effects that are strikingly different from their classical counterparts, both from the physical point of view as well as from a computer science and communication theory perspective. Over time these communities have gained a greater understanding of the concepts and notions of the other. The idea that information cannot be separated from
Fastest mixing markov chain on a graph
 SIAM Review
"... Author names in alphabetical order. Submitted to SIAM Review, problems and techniques section. We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibr ..."
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Cited by 157 (16 self)
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Author names in alphabetical order. Submitted to SIAM Review, problems and techniques section. We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e., the mixing rate of the Markov chain, is determined by the second largest (in magnitude) eigenvalue of the transition matrix. In this paper we address the problem of assigning probabilities to the edges of the graph in such a way as to minimize the second largest magnitude eigenvalue, i.e., the problem of ¯nding the fastest mixing Markov chain on the graph. We show that this problem can be formulated as a convex optimization problem, which can in turn be expressed as a semide¯nite program (SDP). This allows us to easily compute the (globally) fastest mixing Markov chain for any graph with a modest number of edges (say, 1000) using standard numerical methods for SDPs. Larger problems can be solved by
Generating Random Spanning Trees More Quickly than the Cover Time
 PROCEEDINGS OF THE TWENTYEIGHTH ANNUAL ACM SYMPOSIUM ON THE THEORY OF COMPUTING
, 1996
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Finite Markov Chains and Algorithmic Applications
 IN LONDON MATHEMATICAL SOCIETY STUDENT TEXTS
, 2001
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Some Applications of Laplace Eigenvalues of Graphs
 GRAPH SYMMETRY: ALGEBRAIC METHODS AND APPLICATIONS, VOLUME 497 OF NATO ASI SERIES C
, 1997
"... In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of ..."
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Cited by 129 (0 self)
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In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of graphs, the maxcut problem and its relation to semidefinite programming, rapid mixing of Markov chains, and to extensions of the results to infinite graphs.