This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to nondifferentiable objective functions and trades off explor...
We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of M users and N M resources. F...
Markov chain Monte Carlo has been the standard technique for inferring the posterior distribution of genome rearrangement scenarios under a Bayesian approach. We present here a neg...
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activ...
Structured QBDs by Abstraction Daniel Klink, Anne Remke, Boudewijn R. Haverkort, Fellow, IEEE, and Joost-Pieter Katoen, Member, IEEE Computer Society —This paper studies quantita...
Daniel Klink, Anne Remke, Boudewijn R. Haverkort, ...
In this paper we study the online learning problem involving rested and restless multiarmed bandits with multiple plays. The system consists of a single player/user and a set of K...
d Abstract) Thomas P. Hayes1 and Alistair Sinclair2 1 Department of Computer Science, University of New Mexico 2 Computer Science Division, University of California at Berkeley A &...
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
Abstract. An algebraic multigrid (AMG) method is presented for the calculation of the stationary probability vector of an irreducible Markov chain. The method is based on standard ...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
Recombination (also called crossover) operators are widely used in EAs to generate offspring solutions. Although the usefulness of recombination has been well recognized, theoretic...