Lecture

Markov Chains and Algorithm Applications

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COM-516: Markov chains and algorithmic applications

The study of random walks finds many applications in computer science and communications. The goal of the course is to get familiar with the theory of random walks, and to get an overview of some applications of this theory to problems of interest in commu ...

Description

This lecture covers the concept of Markov chains and their applications in algorithms, focusing on topics such as exact simulation by coupling from the past and random mapping. The instructor explains the theory behind Markov chains and demonstrates how they can be used in algorithm design. The lecture also delves into Propp-Wilson algorithms and theorems related to Markov chains. Various theorems are presented, including those by Propp and Wilson in 1986, discussing the behavior of chains with initial states and their convergence over time.

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Related concepts (32)

Markov chain

A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).

Markov chain Monte Carlo

In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.

Genetic algorithm

In computer science and operations research, a genetic algorithm (GA) is a metaheuristic inspired by the process of natural selection that belongs to the larger class of evolutionary algorithms (EA). Genetic algorithms are commonly used to generate high-quality solutions to optimization and search problems by relying on biologically inspired operators such as mutation, crossover and selection. Some examples of GA applications include optimizing decision trees for better performance, solving sudoku puzzles, hyperparameter optimization, causal inference, etc.

Algorithm

In mathematics and computer science, an algorithm (ˈælɡərɪðəm) is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning), achieving automation eventually.

Search algorithm

In computer science, a search algorithm is an algorithm designed to solve a search problem. Search algorithms work to retrieve information stored within particular data structure, or calculated in the search space of a problem domain, with either discrete or continuous values. Although search engines use search algorithms, they belong to the study of information retrieval, not algorithmics. The appropriate search algorithm to use often depends on the data structure being searched, and may also include prior knowledge about the data.

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Related concepts (32)

Markov chain

Markov chain Monte Carlo

Genetic algorithm

Algorithm

Search algorithm