When persistence diagrams are formalized as the Mobius inversion of the birth-death function, they naturally generalize to the multi-parameter setting and enjoy many of the key properties, such as stability, that we expect in applications. The direct definition in the 2-parameter setting, and the corresponding brute-force algorithm to compute them, require $\Omega(n^4)$ operations. But the size of the generalized persistence diagram, $C$, can be as low as linear (and as high as cubic). We elucidate a connection between the 2-parameter and the ordinary 1-parameter settings, which allows us to design an output-sensitive algorithm, whose running time is in $O(n^3 + Cn)$.
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In the well-known complexity class NP are combinatorial problems, whose optimization counterparts are important for many practical settings. These problems typically consider full knowledge about the input. In practical settings, however, uncertainty in the input data is a usual phenomenon, whereby this is normally not covered in optimization versions of NP problems. One concept to model the uncertainty in the input data, is recoverable robustness. The instance of the recoverable robust version of a combinatorial problem P is split into a base scenario $\sigma_0$ and an uncertainty scenario set $\textsf{S}$. The base scenario and all members of the uncertainty scenario set are instances of the original combinatorial problem P. The task is to calculate a solution $s_0$ for the base scenario $\sigma_0$ and solutions $s$ for all uncertainty scenarios $\sigma \in \textsf{S}$ such that $s_0$ and $s$ are not too far away from each other according to a distance measure, so $s_0$ can be easily adapted to $s$. This paper introduces Hamming Distance Recoverable Robustness, in which solutions $s_0$ and $s$ have to be calculated, such that $s_0$ and $s$ may only differ in at most $\kappa$ elements. We survey the complexity of Hamming distance recoverable robust versions of optimization problems, typically found in NP for different scenario encodings. The complexity is primarily situated in the lower levels of the polynomial hierarchy. The main contribution of the paper is a gadget reduction framework that shows that the recoverable robust versions of problems in a large class of combinatorial problems is $\Sigma^P_{3}$-complete. This class includes problems such as Vertex Cover, Coloring or Subset Sum. Additionally, we expand the results to $\Sigma^P_{2m+1}$-completeness for multi-stage recoverable robust problems with $m \in \mathbb{N}$ stages.
The rise of mobile AI accelerators allows latency-sensitive applications to execute lightweight Deep Neural Networks (DNNs) on the client side. However, critical applications require powerful models that edge devices cannot host and must therefore offload requests, where the high-dimensional data will compete for limited bandwidth. This work proposes shifting away from focusing on executing shallow layers of partitioned DNNs. Instead, it advocates concentrating the local resources on variational compression optimized for machine interpretability. We introduce a novel framework for resource-conscious compression models and extensively evaluate our method in an environment reflecting the asymmetric resource distribution between edge devices and servers. Our method achieves 60% lower bitrate than a state-of-the-art SC method without decreasing accuracy and is up to 16x faster than offloading with existing codec standards.
Randomized subspace approximation with "matrix sketching" is an effective approach for constructing approximate partial singular value decompositions (SVDs) of large matrices. The performance of such techniques has been extensively analyzed, and very precise estimates on the distribution of the residual errors have been derived. However, our understanding of the accuracy of the computed singular vectors (measured in terms of the canonical angles between the spaces spanned by the exact and the computed singular vectors, respectively) remains relatively limited. In this work, we present bounds and estimates for canonical angles of randomized subspace approximation that can be computed efficiently either a priori or a posterior. Under moderate oversampling in the randomized SVD, our prior probabilistic bounds are asymptotically tight and can be computed efficiently, while bringing a clear insight into the balance between oversampling and power iterations given a fixed budget on the number of matrix-vector multiplications. The numerical experiments demonstrate the empirical effectiveness of these canonical angle bounds and estimates on different matrices under various algorithmic choices for the randomized SVD.
The preimage or inverse image of a predefined subset of the range of a deterministic function, called inverse set for short, is the set in the domain whose image equals that predefined subset. To quantify the uncertainty present in estimating such a set, one can construct data-dependent inner and outer confidence sets that serve as sub- and super-sets respectively of the true inverse set. Existing methods require strict assumptions with emphasis on dense functional data. In this work, we generalize the estimation of inverse sets to wider range data types by rigorously proving that, by inverting pre-constructed simultaneous confidence intervals (SCI), confidence sets of multiple levels can be simultaneously constructed with the desired confidence non-asymptotically. We provide valid non-parametric bootstrap algorithm and open source code for constructing confidence sets on dense functional data and multiple regression data. The method is exemplified in two distinct applications: identifying regions in North America experiencing rising temperatures using dense functional data and evaluating the impact of statin usage and COVID-19 on the clinical outcomes of hospitalized patients using logistic regression data.
We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the true mean first-passage time by more than any given amount in either direction. We construct non-asymptotic confidence intervals that hold in the elusive small-sample regime and thus fill the gap between asymptotic methods and the Bayesian approach that is known to be sensitive to prior belief and tends to underestimate uncertainty in the small-sample setting. We prove sharp bounds on extreme first-passage times that control uncertainty even in cases where the mean alone does not sufficiently characterize the statistics. Our concentration-of-measure-based results allow for model-free error control and reliable error estimation in kinetic inference, and are thus important for the analysis of experimental and simulation data in the presence of limited sampling.
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed theoretical investigation, which has thus far been underdeveloped. Even the most basic asymptotic results are difficult to obtain because the GEV fails to satisfy standard regularity conditions. Here, we prove that the posterior distribution of the GEV parameter vector, given $n$ independent and identically distributed samples, converges in distribution to a trivariate normal distribution. The proof necessitates analyzing integrals of the GEV likelihood function over the entire parameter space, which requires considerable care because the support of the GEV density depends on the parameters in complicated ways.
Given two strings $A[1..n]$ and $B[1..m]$, and a set of operations allowed to edit the strings, the edit distance between $A$ and $B$ is the minimum number of operations required to transform $A$ into $B$. Sequentially, a standard Dynamic Programming (DP) algorithm solves edit distance with $\Theta(nm)$ cost. In many real-world applications, the strings to be compared are similar and have small edit distances. To achieve highly practical implementations, we focus on output-sensitive parallel edit-distance algorithms, i.e., to achieve asymptotically better cost bounds than the standard $\Theta(nm)$ algorithm when the edit distance is small. We study four algorithms in the paper, including three algorithms based on Breadth-First Search (BFS) and one algorithm based on Divide-and-Conquer (DaC). Our BFS-based solution is based on the Landau-Vishkin algorithm. We implement three different data structures for the longest common prefix (LCP) queries needed in the algorithm: the classic solution using parallel suffix array, and two hash-based solutions proposed in this paper. Our DaC-based solution is inspired by the output-insensitive solution proposed by Apostolico et al., and we propose a non-trivial adaption to make it output-sensitive. All our algorithms have good theoretical guarantees, and they achieve different tradeoffs between work (total number of operations), span (longest dependence chain in the computation), and space. We test and compare our algorithms on both synthetic data and real-world data. Our BFS-based algorithms outperform the existing parallel edit-distance implementation in ParlayLib in all test cases. By comparing our algorithms, we also provide a better understanding of the choice of algorithms for different input patterns. We believe that our paper is the first systematic study in the theory and practice of parallel edit distance.
Modeling binary and categorical data is one of the most commonly encountered tasks of applied statisticians and econometricians. While Bayesian methods in this context have been available for decades now, they often require a high level of familiarity with Bayesian statistics or suffer from issues such as low sampling efficiency. To contribute to the accessibility of Bayesian models for binary and categorical data, we introduce novel latent variable representations based on P\'olya-Gamma random variables for a range of commonly encountered logistic regression models. From these latent variable representations, new Gibbs sampling algorithms for binary, binomial, and multinomial logit models are derived. All models allow for a conditionally Gaussian likelihood representation, rendering extensions to more complex modeling frameworks such as state space models straightforward. However, sampling efficiency may still be an issue in these data augmentation based estimation frameworks. To counteract this, novel marginal data augmentation strategies are developed and discussed in detail. The merits of our approach are illustrated through extensive simulations and real data applications.
Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain regimes (e.g., when $r$ is of order $n^2$ and the allocation is asymptotically uniform as $n\to\infty$) the power divergence statistic converges in distribution to a linear transformation of a Poisson random variable. We establish explicit error bounds in the Kolmogorov (or uniform) metric to complement this convergence result, which may be applied for any values of $n$, $r$ and the index parameter $\lambda$ for which such a finite-sample bound is meaningful. We further use this Poisson approximation result to derive error bounds in Gaussian approximation of the power divergence statistics.
The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its weighted average version. In several use cases, both implementations will be shown not to require the inversion of a Hessian estimate at each iteration, but a direct update of the estimate of the inverse Hessian instead will be favored. This generalizes a trick introduced in [2] for the specific case of logistic regression, by directly updating the estimate of the inverse Hessian. Under mild assumptions such as local strong convexity at the optimum, we establish almost sure convergences and rates of convergence of the algorithms, as well as central limit theorems for the constructed parameter estimates. The unified framework considered in this paper covers the case of linear, logistic or softmax regressions to name a few. Numerical experiments on simulated data give the empirical evidence of the pertinence of the proposed methods, which outperform popular competitors particularly in case of bad initializa-tions.
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