Cakewalk Sampling

We study the task of finding good local optima in combinatorial optimization problems. Although combinatorial optimization is NP-hard in general, locally optimal solutions are frequently used in practice. Local search methods however typically converge to a limited set of optima that depend on their initialization. Sampling methods on the other hand can access any valid solution, and thus can be used either directly or alongside methods of the former type as a way for finding good local optima. Since the effectiveness of this strategy depends on the sampling distribution, we derive a robust learning algorithm that adapts sampling distributions towards good local optima of arbitrary objective functions. As a first use case, we empirically study the efficiency in which sampling methods can recover locally maximal cliques in undirected graphs. Not only do we show how our adaptive sampler outperforms related methods, we also show how it can even approach the performance of established clique algorithms. As a second use case, we consider how greedy algorithms can be combined with our adaptive sampler, and we demonstrate how this leads to superior performance in k-medoid clustering. Together, these findings suggest that our adaptive sampler can provide an effective strategy to combinatorial optimization problems that arise in practice.Comment: Accepted as a conference paper by AAAI-2020 (oral presentation

Metropolis Sampling

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with the desired invariant distribution. In this document, we focus on the Metropolis-Hastings (MH) sampler, which can be considered as the atom of the MCMC techniques, introducing the basic notions and different properties. We describe in details all the elements involved in the MH algorithm and the most relevant variants. Several improvements and recent extensions proposed in the literature are also briefly discussed, providing a quick but exhaustive overview of the current Metropolis-based sampling's world.Comment: Wiley StatsRef-Statistics Reference Online, 201

Rock sampling

An apparatus for sampling rock and other brittle materials and for controlling resultant particle sizes is described. The device includes grinding means for cutting grooves in the rock surface and to provide a grouping of thin, shallow, parallel ridges and cutter means to reduce these ridges to a powder specimen. Collection means is provided for the powder. The invention relates to rock grinding and particularly to the sampling of rock specimens with good size control

Quantum rejection sampling

Rejection sampling is a well-known method to sample from a target distribution, given the ability to sample from a given distribution. The method has been first formalized by von Neumann (1951) and has many applications in classical computing. We define a quantum analogue of rejection sampling: given a black box producing a coherent superposition of (possibly unknown) quantum states with some amplitudes, the problem is to prepare a coherent superposition of the same states, albeit with different target amplitudes. The main result of this paper is a tight characterization of the query complexity of this quantum state generation problem. We exhibit an algorithm, which we call quantum rejection sampling, and analyze its cost using semidefinite programming. Our proof of a matching lower bound is based on the automorphism principle which allows to symmetrize any algorithm over the automorphism group of the problem. Our main technical innovation is an extension of the automorphism principle to continuous groups that arise for quantum state generation problems where the oracle encodes unknown quantum states, instead of just classical data. Furthermore, we illustrate how quantum rejection sampling may be used as a primitive in designing quantum algorithms, by providing three different applications. We first show that it was implicitly used in the quantum algorithm for linear systems of equations by Harrow, Hassidim and Lloyd. Secondly, we show that it can be used to speed up the main step in the quantum Metropolis sampling algorithm by Temme et al.. Finally, we derive a new quantum algorithm for the hidden shift problem of an arbitrary Boolean function and relate its query complexity to "water-filling" of the Fourier spectrum.Comment: 19 pages, 5 figures, minor changes and a more compact style (to appear in proceedings of ITCS 2012