Monte Carlo methods for sampling high-dimensional binary vectors
type: Dataset
contact point: Organization
  fn: CCSD
keyword: optimisation-binaire
keyword: bayesian-variable-selection
keyword: familles-parametriques-binaires
keyword: theses
keyword: mathmath-gmmathematics-mathgeneral-mathematics-mathgm
keyword: infoeu-reposemanticsdoctoralthesis
keyword: monte-carlo-sequentiel
keyword: sequential-monte-carlo
keyword: binary-parametric-families
keyword: binary-optimization
keyword: selection-bayesienne-de-variable
landing page: https://theses.hal.science/tel-00767163
description: This thesis is concerned with Monte Carlo methods for sampling high-dimensional binary vectors from complex distributions of interest. If the state space is too large for exhaustive enumeration, these methods provide a mean of estimating the expected value with respect to some function of interest. Standard approaches are mostly based on random walk type Markov chain Monte Carlo, where the equilibrium distribution of the chain is the distribution of interest and its ergodic mean converges to the expected value. We propose a novel sampling algorithm based on sequential Monte Carlo methodology which copes well with multi-modal problems by virtue of an annealing schedule. The performance of the proposed sequential Monte Carlo sampler depends on the ability to sample proposals from auxiliary distributions which are, in a certain sense, close to the current distribution of interest. The core work of this thesis discusses strategies to construct parametric families for sampling binary vectors with dependencies. The usefulness of this approach is demonstrated in the context of Bayesian variable selection and combinatorial optimization of pseudo-Boolean objective functions.
identifier: NNT: 2012PA090039
issued: 2026-05-30T04:06:55.269285
language: en
modified: 2026-05-30T04:06:55.269295

test_moissonnage_selune
type: Agent

Monte Carlo methods for sampling high-dimensional binary vectors
type: Distribution
access URL: https://theses.hal.science/tel-00767163
format: HTML
issued: 2026-05-30T04:06:55.361982
modified: 2026-05-30T04:06:55.219603