CoolMomentum: A Method for Stochastic Optimization by Langevin Dynamics with Simulated Annealing

1 code implementation • 29 May 2020 • Oleksandr Borysenko, Maksym Byshkin

As a main result, we show that a gradual decrease of the momentum coefficient from the initial value close to unity until zero is equivalent to application of Simulated Annealing or slow cooling, in physical terms.

Physical Simulations Stochastic Optimization +1

A Simple Algorithm for Scalable Monte Carlo Inference

3 code implementations • 2 Jan 2019 • Alexander Borisenko, Maksym Byshkin, Alessandro Lomi

The methods of statistical physics are widely used for modelling complex networks.

Sociology

Fast Maximum Likelihood estimation via Equilibrium Expectation for Large Network Data

2 code implementations • 28 Feb 2018 • Maksym Byshkin, Alex Stivala, Antonietta Mira, Garry Robins, Alessandro Lomi

We demonstrate the performance of the EE algorithm in the context of exponential random graphmodels (ERGMs) a family of statistical models commonly used in empirical research based on network data observed at a single period in time.