Computational Complexity of Metropolis-Hastings Methods in High Dimensions

Author(s):  
Alexandros Beskos ◽  
Andrew Stuart
2011 ◽  
Vol 21 (09) ◽  
pp. 2597-2622 ◽  
Author(s):  
FANGZHEN GE ◽  
ZHEN WEI ◽  
YANG LU ◽  
LIXIANG LI ◽  
YIXIAN YANG

Chaotic Ant Swarm (CAS) is an optimization algorithm based on swarm intelligence theory, which has been applied to find the global optimum solution in search space. However, it often loses its effectiveness and advantages when applied to large and complex problems, e.g. those with high dimensions. To resolve the problems of high computational complexity and low solution accuracy existing in CAS, we propose a Disturbance Chaotic Ant Swarm (DCAS) algorithm to significantly improve the performance of the original algorithm. The aim of this paper is achieved by three strategies which include modifying the method of updating ant's best position, neighbor selection method and establishing a self-adaptive disturbance strategy. The global convergence of the DCAS algorithm is proved in this paper. Extensive computational simulations and comparisons are carried out to validate the performance of the DCAS on two sets of benchmark functions with up to 1000 dimensions. The results show clearly that DCAS substantially enhances the performance of the CAS paradigm in terms of computational complexity, global optimality, solution accuracy and algorithm reliability for complex high-dimensional optimization problems.


1991 ◽  
Vol 1 (12) ◽  
pp. 1695-1708 ◽  
Author(s):  
Gary S. Grest

2011 ◽  
Vol 11 (3) ◽  
pp. 272
Author(s):  
Ivan Gavrilyuk ◽  
Boris Khoromskij ◽  
Eugene Tyrtyshnikov

Abstract In the recent years, multidimensional numerical simulations with tensor-structured data formats have been recognized as the basic concept for breaking the "curse of dimensionality". Modern applications of tensor methods include the challenging high-dimensional problems of material sciences, bio-science, stochastic modeling, signal processing, machine learning, and data mining, financial mathematics, etc. The guiding principle of the tensor methods is an approximation of multivariate functions and operators with some separation of variables to keep the computational process in a low parametric tensor-structured manifold. Tensors structures had been wildly used as models of data and discussed in the contexts of differential geometry, mechanics, algebraic geometry, data analysis etc. before tensor methods recently have penetrated into numerical computations. On the one hand, the existing tensor representation formats remained to be of a limited use in many high-dimensional problems because of lack of sufficiently reliable and fast software. On the other hand, for moderate dimensional problems (e.g. in "ab-initio" quantum chemistry) as well as for selected model problems of very high dimensions, the application of traditional canonical and Tucker formats in combination with the ideas of multilevel methods has led to the new efficient algorithms. The recent progress in tensor numerical methods is achieved with new representation formats now known as "tensor-train representations" and "hierarchical Tucker representations". Note that the formats themselves could have been picked up earlier in the literature on the modeling of quantum systems. Until 2009 they lived in a closed world of those quantum theory publications and never trespassed the territory of numerical analysis. The tremendous progress during the very recent years shows the new tensor tools in various applications and in the development of these tools and study of their approximation and algebraic properties. This special issue treats tensors as a base for efficient numerical algorithms in various modern applications and with special emphases on the new representation formats.


Author(s):  
Nico Potyka

Bipolar abstract argumentation frameworks allow modeling decision problems by defining pro and contra arguments and their relationships. In some popular bipolar frameworks, there is an inherent tendency to favor either attack or support relationships. However, for some applications, it seems sensible to treat attack and support equally. Roughly speaking, turning an attack edge into a support edge, should just invert its meaning. We look at a recently introduced bipolar argumentation semantics and two novel alternatives and discuss their semantical and computational properties. Interestingly, the two novel semantics correspond to stable semantics if no support relations are present and maintain the computational complexity of stable semantics in general bipolar frameworks.


Author(s):  
Nguyen N. Tran ◽  
Ha X. Nguyen

A capacity analysis for generally correlated wireless multi-hop multi-input multi-output (MIMO) channels is presented in this paper. The channel at each hop is spatially correlated, the source symbols are mutually correlated, and the additive Gaussian noises are colored. First, by invoking Karush-Kuhn-Tucker condition for the optimality of convex programming, we derive the optimal source symbol covariance for the maximum mutual information between the channel input and the channel output when having the full knowledge of channel at the transmitter. Secondly, we formulate the average mutual information maximization problem when having only the channel statistics at the transmitter. Since this problem is almost impossible to be solved analytically, the numerical interior-point-method is employed to obtain the optimal solution. Furthermore, to reduce the computational complexity, an asymptotic closed-form solution is derived by maximizing an upper bound of the objective function. Simulation results show that the average mutual information obtained by the asymptotic design is very closed to that obtained by the optimal design, while saving a huge computational complexity.


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