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math.PR2024★ 1 cited
Accelerating Distributed Stochastic Optimization via Self-Repellent Random Walks
Jie Hu, Vishwaraj Doshi, Do Young Eun
We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these r…
math.PR2023
Self-Repellent Random Walks on General Graphs -- Achieving Minimal Sampling Variance via Nonlinear Markov Chains
Vishwaraj Doshi, Jie Hu, Do Young Eun
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topolo…
math.PR2020★ 2 cited
Fiedler Vector Approximation via Interacting Random Walks
Vishwaraj Doshi, Do Young Eun
The Fiedler vector of a graph, namely the eigenvector corresponding to the second smallest eigenvalue of a graph Laplacian matrix, plays an important role in spectral graph theory…