Markov chain Monte Carlo method based on perfect sampler

• Project/Area Number: 23651157
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Multi-year Fund
• Research Field: Social systems engineering/Safety system
• Research Institution: Chuo University
• Principal Investigator: MATSUI Tomomi 中央大学, 理工学部, 教授 (30270888)
• Project Period (FY): 2011 – 2012
• Project Status: Completed (Fiscal Year 2012)
• Budget Amount: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000); Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000); Fiscal Year 2011: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
• Keywords: OR / 最適化 / マルコフ連鎖 / MCMC 法 / MCMC / サンプリング / パーフェクトサンプリング / CFTP / PERT / クリティカルパス / マルコフ連鎖モンテカルロ法 / パーフェクトサンプリング法

Research Abstract

Markov chain Monte Carlo method based on perfect sampler
We proposed an FPRAS (Fully Polynomial time Randomized Approximation Scheme) for calculating the expectation of the critical path length in a stochastic PERT (Program Evaluation and Review Technique) network. Our scheme uses a perfec

Research Products

• [Journal Article] An Approximation Algorithm for the Traveling Tournament Problem (2012)
  • Author(s): Ryuhei Miyashiro, Tomomi Matsui, and Shinji Imahori
  • Journal Title: Annals of Operations Research Volume: Volume194 Pages: 317-324
  • Peer Reviewed
• [Journal Article] Characterizing Delaunay Graphs via Fixed Point Theorem (2012)
  • Author(s): Tomomi Matsui and Yuichiro Miyamoto
  • Journal Title: 24th Canadian Conference on Computational Geometry(CCCG) Pages: 249-254
  • Peer Reviewed
• [Journal Article] An Approximation Algorithm for the Traveling Tournament Problem (2012)
  • Author(s): Ryuhei Miyashiro
  • Journal Title: Annals of Operations Research Volume: 194 Issue: 1 Pages: 317-324
  • DOI: 10.1007/s10479-010-0742-x
  • Peer Reviewed
• [Journal Article] An Improved Approximation Algorithm for the Traveling Tournament Problem, (2011)
  • Author(s): Daisuke Yamaguchi, Shinji Imahori, Ryuhei Miyashiro, and Tomomi Matsui
  • Journal Title: Algorithmica Volume: 61 Issue: 4 Pages: 1077-1091
  • DOI: 10.1007/s00453-011-9579-1
  • Peer Reviewed
• [Journal Article] Improved Approximation Algorithms for Firefighter Problem on Trees (2011)
  • Author(s): Yutaka IWAIKAWA, Naoyuki KAMIYAMA and Tomomi MATSUI
  • Journal Title: IEICE TRANSACTIONS on Information and Systems Volume: E94-D Pages: 196-199
  • NAID: 130000453879
  • Peer Reviewed
• [Presentation] Lower Bounds for Bruss' Odds Problem with Multiple Stoppings (2012)
  • Author(s): 松井知己, 穴太克則
  • Organizer: 日本オペレーションズ・リサーチ学会「最適化の理論と応用」研究部会(SOTA), 2012 年度第1回 研究会
  • Place of Presentation: 東京大学 本郷キャンパス 工学部 6 号館 3階 セミナー室 A・D
  • Year and Date: 2012-05-26
• [Presentation] Lower Bounds for Bruss' Odds Problem with Multiple Stoppings (2012)
  • Author(s): 松井知己, 穴太克則
  • Organizer: 日本オペレーションズリサーチ学会 2012 年春季研究発表会
  • Place of Presentation: 防衛大学
• [Presentation] "Lower bounds for Bruss' Odds problem with multiple stoppings" Satellite Thematic Sessions "Optimal stopping and applications," Organised by Krzysztof Szajowski (2012)
  • Author(s): Katsunori Ano and Tomomi Matsui
  • Organizer: 6th European Congress of Mathematics
  • Place of Presentation: Jagiellonian University, Krakow, Republic of Poland
• [Presentation] Characterizing Delaunay Graphs via Fixed Point Theorem (2012)
  • Author(s): Tomomi Matsui and Yuichiro Miyamoto
  • Organizer: 24th Canadian Conference on Computational Geometry (CCCG)
  • Place of Presentation: Charlottetown, Prince Edward Island, Canada
• [Presentation] Characterizing Delaunay Graphs via Fixed Point Theorem (2012)
  • Author(s): Yuichiro Miyamoto
  • Organizer: 24th Canadian Conference on Computational Geometry
  • Place of Presentation: Charlottetown, Prince Edward Island, Canada
• [Presentation] Algorithm for Single Allocation Problem on Hub-and-Spoke Networks in 2-Dimensional Plane (2011)
  • Author(s): Ryuta Ando and Tomomi Matsui
  • Organizer: 22th International Symposium on Algorithms and Computation
  • Place of Presentation: Yokohama, Japan
• [Presentation] Minimum Cost Home-Away Assignment of Double Round-robin Tournament (2011)
  • Author(s): Takashi Masuko and Tomomi Matsui
  • Organizer: International Conference on OPERATIONS RESEARCH
  • Place of Presentation: ETH Zurich, Switzerland
• [Presentation] Touch Typing Trainer System (2011)
  • Author(s): Isao Aruga and Tomomi Matsui
  • Organizer: International Conference on OPERATIONS RESEARCH
  • Place of Presentation: ETH Zurich, Switzerland