Simon Apers

SY
3papers
42citations
Novelty68%
AI Score45

3 Papers

SYMar 4, 2015
Accelerating Consensus by Spectral Clustering and Polynomial Filters

Simon Apers, Alain Sarlette

It is known that polynomial filtering can accelerate the convergence towards average consensus on an undirected network. In this paper the gain of a second-order filtering is investigated. A set of graphs is determined for which consensus can be attained in finite time, and a preconditioner is proposed to adapt the undirected weights of any given graph to achieve fastest convergence with the polynomial filter. The corresponding cost function differs from the traditional spectral gap, as it favors grouping the eigenvalues in two clusters. A possible loss of robustness of the polynomial filter is also highlighted.

46.3QUANT-PHMay 28
Elfs, transducers and quantum walks

Simon Apers, Jérémie Roland, Yuxin Zhang

Electric flow sampling (elfs) is a new tool in the quantum walk toolbox and a useful primitive for solving search, sampling and optimization problems on graphs. We refine this tool by showing that there exists a zero-error transducer for implementing elfs. More broadly, we establish a zero-error transducer for reflecting about the intersection of two subspaces, yielding an errorfree transducer version of the effective gap lemma. Building on this result, we obtain improved quantum walk algorithms for estimating effective resistances and span program witness sizes with an optimal error scaling, and for sampling from the random walk arrival distribution, via the composition of many elfs. Using this last algorithm, we obtain an up-to-quadratic quantum speedup for semi-supervised learning on expander graphs.

MLSep 26, 2022
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps

Simon Apers, Sander Gribling, Dániel Szilágyi

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian distribution with covariance matrix $Σ$, in which case $f(x) = x^\top Σ^{-1} x$. We show that HMC can sample from a distribution that is $\varepsilon$-close in total variation distance using $\widetilde{O}(\sqrtκ d^{1/4} \log(1/\varepsilon))$ gradient queries, where $κ$ is the condition number of $Σ$. Our algorithm uses long and random integration times for the Hamiltonian dynamics. This contrasts with (and was motivated by) recent results that give an $\widetildeΩ(κd^{1/2})$ query lower bound for HMC with fixed integration times, even for the Gaussian case.