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Mathematics > Probability

Title: Random Multi-Type Spanning Forests for Synchronization on Sparse Graphs

Abstract: Random diffusions are a popular tool in Monte-Carlo estimations, with well established algorithms such as Walk-on-Spheres (WoS) going back several decades. In this work, we introduce diffusion estimators for the problems of angular synchronization and smoothing on graphs, in the presence of a rotation associated to each edge. Unlike classical WoS algorithms, these estimators allow for global estimations by propagating along the branches of multi-type spanning forests, and we show that they can outperform standard numerical-linear-algebra solvers in challenging instances, depending on the topology and density of the graph.
Subjects: Probability (math.PR); Data Structures and Algorithms (cs.DS); Statistics Theory (math.ST)
Cite as: arXiv:2403.19300 [math.PR]
  (or arXiv:2403.19300v1 [math.PR] for this version)

Submission history

From: Hugo Jaquard [view email]
[v1] Thu, 28 Mar 2024 10:38:15 GMT (803kb,D)

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