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420
The Markov chain Monte Carlo method: an approach to approximate counting and integration. in Approximation Algorithms for NPhard Problems, D.S.Hochbaum ed
, 1996
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A New Class of Upper Bounds on the Log Partition Function
 In Uncertainty in Artificial Intelligence
, 2002
"... Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis [11, 5, 4]. We introduce a new class of upper bounds on the log partition function, based on convex combinations of distribution ..."
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Cited by 224 (32 self)
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Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis [11, 5, 4]. We introduce a new class of upper bounds on the log partition function, based on convex combinations of distributions in the exponential domain, that is applicable to an arbitrary undirected graphical model. In the special case of convex combinations of treestructured distributions, we obtain a family of variational problems, similar to the Bethe free energy, but distinguished by the following desirable properties: (i) they are convex, and have a unique global minimum; and (ii) the global minimum gives an upper bound on the log partition function. The global minimum is defined by stationary conditions very similar to those defining xed points of belief propagation (BP) or treebased reparameterization [see 13, 14]. As with BP fixed points, the elements of the minimizing argument can be used as approximations to the marginals of the original model. The analysis described here can be extended to structures of higher treewidth (e.g., hypertrees), thereby making connections with more advanced approximations (e.g., Kikuchi and variants [15, 10]).
Improved bounds for mixing rates of Markov chains and multicommodity flow
 Combinatorics, Probability and Computing
, 1992
"... The paper is concerned with tools for the quantitative analysis of finite Markov chains whose states are combinatorial structures. Chains of this kind have algorithmic applications in many areas, including random sampling, approximate counting, statistical physics and combinatorial optimisation. The ..."
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Cited by 205 (8 self)
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The paper is concerned with tools for the quantitative analysis of finite Markov chains whose states are combinatorial structures. Chains of this kind have algorithmic applications in many areas, including random sampling, approximate counting, statistical physics and combinatorial optimisation. The efficiency of the resulting algorithms depends crucially on the mixing rate of the chain, i.e., the time taken for it to reach its stationary or equilibrium distribution. The paper presents a new upper bound on the mixing rate, based on the solution to a multicommodity flow problem in the Markov chain viewed as a graph. The bound gives sharper estimates for the mixing rate of several important complex Markov chains. As a result, improved bounds are obtained for the runtimes of randomised approximation algorithms for various problems, including computing the permanent of a 01 matrix, counting matchings in graphs, and computing the partition function of a ferromagnetic Ising system. Moreove...
Markov Chain Monte Carlo Data Association for MultiTarget Tracking Univ
, 2008
"... data association (MCMCDA) for solving data association problems arising in multitarget tracking in a cluttered environment. When the number of targets is fixed, the singlescan version of MCMCDA approximates joint probabilistic data association (JPDA). Although the exact computation of association ..."
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Cited by 151 (25 self)
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data association (MCMCDA) for solving data association problems arising in multitarget tracking in a cluttered environment. When the number of targets is fixed, the singlescan version of MCMCDA approximates joint probabilistic data association (JPDA). Although the exact computation of association probabilities in JPDA is NPhard, we prove that the singlescan MCMCDA algorithm provides a fully polynomial randomized approximation scheme for JPDA. For general multitarget tracking problems, in which unknown numbers of targets appear and disappear at random times, we present a multiscan MCMCDA algorithm that approximates the optimal Bayesian filter. We also present extensive simulation studies supporting theoretical results in this paper. Our simulation results also show that MCMCDA outperforms multiple hypothesis tracking (MHT) by a significant margin in terms of accuracy and efficiency under extreme conditions, such as a large number of targets in a dense environment, low detection probabilities, and high false alarm rates. Index Termsâ€”Joint probabilistic data association (JPDA), Markov chain Monte Carlo data association (MCMCDA), multiple hypothesis tracking (MHT). I.
OneDimensional Quantum Walks
 STOC'01
, 2001
"... We define and analyze quantum computational variants of random walks on onedimensional lattices. In particular, we analyze a quantum analog of the symmetric random walk, which we call the Hadamard walk. Several striking differences between the quantum and classical cases are observed. For example, ..."
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Cited by 134 (10 self)
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We define and analyze quantum computational variants of random walks on onedimensional lattices. In particular, we analyze a quantum analog of the symmetric random walk, which we call the Hadamard walk. Several striking differences between the quantum and classical cases are observed. For example, when unrestricted in either direction, the Hadamard walk has position that is nearly uniformly distributed in the range [\Gamma t= p
The CrossEntropy Method for Combinatorial and Continuous Optimization
, 1999
"... We present a new and fast method, called the crossentropy method, for finding the optimal solution of combinatorial and continuous nonconvex optimization problems with convex bounded domains. To find the optimal solution we solve a sequence of simple auxiliary smooth optimization problems based on ..."
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Cited by 112 (9 self)
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We present a new and fast method, called the crossentropy method, for finding the optimal solution of combinatorial and continuous nonconvex optimization problems with convex bounded domains. To find the optimal solution we solve a sequence of simple auxiliary smooth optimization problems based on KullbackLeibler crossentropy, importance sampling, Markov chain and Boltzmann distribution. We use importance sampling as an important ingredient for adaptive adjustment of the temperature in the Boltzmann distribution and use KullbackLeibler crossentropy to find the optimal solution. In fact, we use the mode of a unimodal importance sampling distribution, like the mode of beta distribution, as an estimate of the optimal solution for continuous optimization and Markov chains approach for combinatorial optimization. In the later case we show almost surely convergence of our algorithm to the optimal solution. Supporting numerical results for both continuous and combinatorial optimization problems are given as well. Our empirical studies suggest that the crossentropy method has polynomial in the size of the problem running time complexity.