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Probability and Computing

Probability and Computing
Author: Michael Mitzenmacher
Publisher: Cambridge University Press
Total Pages: 372
Release: 2005-01-31
Genre: Computers
ISBN: 9780521835404

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Randomization and probabilistic techniques play an important role in modern computer science, with applications ranging from combinatorial optimization and machine learning to communication networks and secure protocols. This 2005 textbook is designed to accompany a one- or two-semester course for advanced undergraduates or beginning graduate students in computer science and applied mathematics. It gives an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It assumes only an elementary background in discrete mathematics and gives a rigorous yet accessible treatment of the material, with numerous examples and applications. The first half of the book covers core material, including random sampling, expectations, Markov's inequality, Chevyshev's inequality, Chernoff bounds, the probabilistic method and Markov chains. The second half covers more advanced topics such as continuous probability, applications of limited independence, entropy, Markov chain Monte Carlo methods and balanced allocations. With its comprehensive selection of topics, along with many examples and exercises, this book is an indispensable teaching tool.


Probability and Algorithms

Probability and Algorithms
Author: National Research Council
Publisher: National Academies Press
Total Pages: 189
Release: 1992-02-01
Genre: Mathematics
ISBN: 0309047765

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Some of the hardest computational problems have been successfully attacked through the use of probabilistic algorithms, which have an element of randomness to them. Concepts from the field of probability are also increasingly useful in analyzing the performance of algorithms, broadening our understanding beyond that provided by the worst-case or average-case analyses. This book surveys both of these emerging areas on the interface of the mathematical sciences and computer science. It is designed to attract new researchers to this area and provide them with enough background to begin explorations of their own.


Computational Probability

Computational Probability
Author: John H. Drew
Publisher: Springer Science & Business Media
Total Pages: 220
Release: 2008-01-08
Genre: Mathematics
ISBN: 0387746765

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This title organizes computational probability methods into a systematic treatment. The book examines two categories of problems. "Algorithms for Continuous Random Variables" covers data structures and algorithms, transformations of random variables, and products of independent random variables. "Algorithms for Discrete Random Variables" discusses data structures and algorithms, sums of independent random variables, and order statistics.


Computational Probability

Computational Probability
Author: John H. Drew
Publisher: Springer
Total Pages: 336
Release: 2016-12-15
Genre: Business & Economics
ISBN: 3319433237

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This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed techniques address problems that require exact probability calculations, many of which have been considered intractable in the past. The book addresses the plight of the probabilist by providing algorithms to perform calculations associated with random variables. Computational Probability: Algorithms and Applications in the Mathematical Sciences, 2nd Edition begins with an introductory chapter that contains short examples involving the elementary use of APPL. Chapter 2 reviews the Maple data structures and functions necessary to implement APPL. This is followed by a discussion of the development of the data structures and algorithms (Chapters 3–6 for continuous random variables and Chapters 7–9 for discrete random variables) used in APPL. The book concludes with Chapters 10–15 introducing a sampling of various applications in the mathematical sciences. This book should appeal to researchers in the mathematical sciences with an interest in applied probability and instructors using the book for a special topics course in computational probability taught in a mathematics, statistics, operations research, management science, or industrial engineering department.


Discrete Probability and Algorithms

Discrete Probability and Algorithms
Author: David Aldous
Publisher: Springer Science & Business Media
Total Pages: 169
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461208017

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Discrete probability theory and the theory of algorithms have become close partners over the last ten years, though the roots of this partnership go back much longer. The papers in this volume address the latest developments in this active field. They are from the IMA Workshops "Probability and Algorithms" and "The Finite Markov Chain Renaissance." They represent the current thinking of many of the world's leading experts in the field. Researchers and graduate students in probability, computer science, combinatorics, and optimization theory will all be interested in this collection of articles. The techniques developed and surveyed in this volume are still undergoing rapid development, and many of the articles of the collection offer an expositionally pleasant entree into a research area of growing importance.


Probabilistic Methods for Algorithmic Discrete Mathematics

Probabilistic Methods for Algorithmic Discrete Mathematics
Author: Michel Habib
Publisher: Springer Science & Business Media
Total Pages: 342
Release: 2013-03-14
Genre: Mathematics
ISBN: 3662127881

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Leave nothing to chance. This cliche embodies the common belief that ran domness has no place in carefully planned methodologies, every step should be spelled out, each i dotted and each t crossed. In discrete mathematics at least, nothing could be further from the truth. Introducing random choices into algorithms can improve their performance. The application of proba bilistic tools has led to the resolution of combinatorial problems which had resisted attack for decades. The chapters in this volume explore and celebrate this fact. Our intention was to bring together, for the first time, accessible discus sions of the disparate ways in which probabilistic ideas are enriching discrete mathematics. These discussions are aimed at mathematicians with a good combinatorial background but require only a passing acquaintance with the basic definitions in probability (e.g. expected value, conditional probability). A reader who already has a firm grasp on the area will be interested in the original research, novel syntheses, and discussions of ongoing developments scattered throughout the book. Some of the most convincing demonstrations of the power of these tech niques are randomized algorithms for estimating quantities which are hard to compute exactly. One example is the randomized algorithm of Dyer, Frieze and Kannan for estimating the volume of a polyhedron. To illustrate these techniques, we consider a simple related problem. Suppose S is some region of the unit square defined by a system of polynomial inequalities: Pi (x. y) ~ o.


Probabilistic Analysis of Algorithms

Probabilistic Analysis of Algorithms
Author: Micha Hofri
Publisher: Springer Science & Business Media
Total Pages: 254
Release: 2012-12-06
Genre: Computers
ISBN: 1461248000

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Probabilistic Analysis of Algorithms begins with a presentation of the "tools of the trade" currently used in probabilistic analyses, and continues with an applications section in which these tools are used in the analysis ofr selected algorithms. The tools section of the book provides the reader with an arsenal of analytic and numeric computing methods which are then applied to several groups of algorithms to analyze their running time or storage requirements characteristics. Topics covered in the applications section include sorting, communications network protocols and bin packing. While the discussion of the various algorithms is sufficient to motivate their structure, the emphasis throughout is on the probabilistic estimation of their operation under distributional assumptions on their input. Probabilistic Analysis of Algorithms assumes a working knowledge of engineering mathematics, drawing on real and complex analysis, combinatorics and probability theory. While the book is intended primarily as a text for the upper undergraduate and graduate student levels, it contains a wealth of material and should also prove an important reference for researchers. As such it is addressed to computer scientists, mathematicians, operations researchers, and electrical and industrial engineers who are interested in evaluating the probable operation of algorithms, rather than their worst-case behavior.


Randomized Algorithms

Randomized Algorithms
Author: Rajeev Motwani
Publisher: Cambridge University Press
Total Pages: 496
Release: 1995-08-25
Genre: Computers
ISBN: 1139643134

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For many applications a randomized algorithm is either the simplest algorithm available, or the fastest, or both. This tutorial presents the basic concepts in the design and analysis of randomized algorithms. The first part of the book presents tools from probability theory and probabilistic analysis that are recurrent in algorithmic applications. Algorithmic examples are given to illustrate the use of each tool in a concrete setting. In the second part of the book, each of the seven chapters focuses on one important area of application of randomized algorithms: data structures; geometric algorithms; graph algorithms; number theory; enumeration; parallel algorithms; and on-line algorithms. A comprehensive and representative selection of the algorithms in these areas is also given. This book should prove invaluable as a reference for researchers and professional programmers, as well as for students.


Bandit Algorithms

Bandit Algorithms
Author: Tor Lattimore
Publisher: Cambridge University Press
Total Pages: 537
Release: 2020-07-16
Genre: Business & Economics
ISBN: 1108486827

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A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.


Algorithms for Random Generation and Counting: A Markov Chain Approach

Algorithms for Random Generation and Counting: A Markov Chain Approach
Author: A. Sinclair
Publisher: Springer Science & Business Media
Total Pages: 161
Release: 1993-02
Genre: Computers
ISBN: 0817636587

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This monograph is a slightly revised version of my PhD thesis [86], com pleted in the Department of Computer Science at the University of Edin burgh in June 1988, with an additional chapter summarising more recent developments. Some of the material has appeared in the form of papers [50,88]. The underlying theme of the monograph is the study of two classical problems: counting the elements of a finite set of combinatorial structures, and generating them uniformly at random. In their exact form, these prob lems appear to be intractable for many important structures, so interest has focused on finding efficient randomised algorithms that solve them ap proxim~ly, with a small probability of error. For most natural structures the two problems are intimately connected at this level of approximation, so it is natural to study them together. At the heart of the monograph is a single algorithmic paradigm: sim ulate a Markov chain whose states are combinatorial structures and which converges to a known probability distribution over them. This technique has applications not only in combinatorial counting and generation, but also in several other areas such as statistical physics and combinatorial optimi sation. The efficiency of the technique in any application depends crucially on the rate of convergence of the Markov chain.