scholarly journals Mismatching as a tool to enhance algorithmic performances of Monte Carlo methods for the planted clique model

2021 ◽  
Vol 2021 (11) ◽  
pp. 113406
Author(s):  
Maria Chiara Angelini ◽  
Paolo Fachin ◽  
Simone de Feo

Abstract Over-parametrization was a crucial ingredient for recent developments in inference and machine-learning fields. However a good theory explaining this success is still lacking. In this paper we study a very simple case of mismatched over-parametrized algorithm applied to one of the most studied inference problem: the planted clique problem. We analyze a Monte Carlo (MC) algorithm in the same class of the famous Jerrum algorithm. We show how this MC algorithm is in general suboptimal for the recovery of the planted clique. We show however how to enhance its performances by adding a (mismatched) parameter: the temperature; we numerically find that this over-parametrized version of the algorithm can reach the supposed algorithmic threshold for the planted clique problem.

Geophysics ◽  
2020 ◽  
Vol 85 (4) ◽  
pp. WA41-WA52 ◽  
Author(s):  
Dario Grana ◽  
Leonardo Azevedo ◽  
Mingliang Liu

Among the large variety of mathematical and computational methods for estimating reservoir properties such as facies and petrophysical variables from geophysical data, deep machine-learning algorithms have gained significant popularity for their ability to obtain accurate solutions for geophysical inverse problems in which the physical models are partially unknown. Solutions of classification and inversion problems are generally not unique, and uncertainty quantification studies are required to quantify the uncertainty in the model predictions and determine the precision of the results. Probabilistic methods, such as Monte Carlo approaches, provide a reliable approach for capturing the variability of the set of possible models that match the measured data. Here, we focused on the classification of facies from seismic data and benchmarked the performance of three different algorithms: recurrent neural network, Monte Carlo acceptance/rejection sampling, and Markov chain Monte Carlo. We tested and validated these approaches at the well locations by comparing classification predictions to the reference facies profile. The accuracy of the classification results is defined as the mismatch between the predictions and the log facies profile. Our study found that when the training data set of the neural network is large enough and the prior information about the transition probabilities of the facies in the Monte Carlo approach is not informative, machine-learning methods lead to more accurate solutions; however, the uncertainty of the solution might be underestimated. When some prior knowledge of the facies model is available, for example, from nearby wells, Monte Carlo methods provide solutions with similar accuracy to the neural network and allow a more robust quantification of the uncertainty, of the solution.


2020 ◽  
Vol 2 (1) ◽  
Author(s):  
Zheng Fang ◽  
Adrian S. Wong ◽  
Kangbo Hao ◽  
Alexander J. A. Ty ◽  
Henry D. I. Abarbanel

2021 ◽  
Author(s):  
David Landau ◽  
Kurt Binder

Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed matter physics and statistical mechanics, this book provides an introduction to computer simulations in physics. The 5th edition contains extensive new material describing numerous powerful algorithms and methods that represent recent developments in the field. New topics such as active matter and machine learning are also introduced. Throughout, there are many applications, examples, recipes, case studies, and exercises to help the reader fully comprehend the material. This book is ideal for graduate students and researchers, both in academia and industry, who want to learn techniques that have become a third tool of physical science, complementing experiment and analytical theory.


2007 ◽  
Author(s):  
Alan Aspuru-Guzik ◽  
Brian Austin ◽  
Dominik Domin ◽  
Peter T. A. Galek ◽  
Nicholas Handy ◽  
...  

2004 ◽  
Vol 73 (6) ◽  
pp. 1379-1414 ◽  
Author(s):  
Naoki Kawashima ◽  
Kenji Harada

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