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math.OC2012
Random sampling: Billiard Walk algorithm
Elena Gryazina, Boris Polyak
Hit-and-Run is known to be one of the best random sampling algorithms, its mixing time is polynomial in dimension. Nevertheless, in practice the number of steps required to achieve…
math.OC2012
Robust Eigenvector of a Stochastic Matrix with Application to PageRank
Anatoli Juditsky, Boris Polyak
We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen…