This paper addresses the computational problem of deciding invertibility (or one to one-ness) of a Boolean map $F$ in $n$-Boolean variables. This problem has a special case of deciding invertibilty of a map $F:\mathbb{F}_{2}^n\rightarrow\mathbb{F}_{2}^n$ over the binary field $\mathbb{F}_2$. Further the problem can be extended and stated over a finite field $\mathbb{F}$ instead of $\mathbb{F}_2$. Algebraic condition for invertibility of $F$ in this special case over a finite field is well known to be equivalent to invertibility of the Koopman operator of $F$ as shown in \cite{RamSule}. In this paper a condition for invertibility is derived in the special case of Boolean maps $F:B_0^n\rightarrow B_0^n$ where $B_0$ is the two element Boolean algebra in terms of \emph{implicants} of Boolean equations. This condition is then extended to the case of general maps in $n$ variables. Hence this condition answers the special case of invertibility of the map $F$ defined over the binary field $\mathbb{F}_2$ alternatively, in terms of implicants instead of the Koopman operator. The problem of deciding invertibility of a map $F$ (or that of finding its $GOE$) over finite fields appears to be distinct from the satisfiability problem (SAT) or the problem of deciding consistency of polynomial equations over finite fields. Hence the well known algorithms for deciding SAT or of solvability using Grobner basis for checking membership in an ideal generated by polynomials is not known to answer the question of invertibility of a map. Similarly it appears that algorithms for satisfiability or polynomial solvability are not useful for computation of $GOE(F)$ even for maps over the binary field $\mathbb{F}_2$.
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In logistic regression modeling, Firth's modified estimator is widely used to address the issue of data separation, which results in the nonexistence of the maximum likelihood estimate. Firth's modified estimator can be formulated as a penalized maximum likelihood estimator in which Jeffreys' prior is adopted as the penalty term. Despite its widespread use in practice, the formal verification of the corresponding estimate's existence has not been established. In this study, we establish the existence theorem of Firth's modified estimate in binomial logistic regression models, assuming only the full column rankness of the design matrix. We also discuss other binomial regression models obtained through alternating link functions and prove the existence of similar penalized maximum likelihood estimates for such models.
A monitoring edge-geodetic set, or simply an MEG-set, of a graph $G$ is a vertex subset $M \subseteq V(G)$ such that given any edge $e$ of $G$, $e$ lies on every shortest $u$-$v$ path of $G$, for some $u,v \in M$. The monitoring edge-geodetic number of $G$, denoted by $meg(G)$, is the minimum cardinality of such an MEG-set. This notion provides a graph theoretic model of the network monitoring problem. In this article, we compare $meg(G)$ with some other graph theoretic parameters stemming from the network monitoring problem and provide examples of graphs having prescribed values for each of these parameters. We also characterize graphs $G$ that have $V(G)$ as their minimum MEG-set, which settles an open problem due to Foucaud \textit{et al.} (CALDAM 2023), and prove that some classes of graphs fall within this characterization. We also provide a general upper bound for $meg(G)$ for sparse graphs in terms of their girth, and later refine the upper bound using the chromatic number of $G$. We examine the change in $meg(G)$ with respect to two fundamental graph operations: clique-sum and subdivisions. In both cases, we provide a lower and an upper bound of the possible amount of changes and provide (almost) tight examples.
We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\Delta$-AI). Our approach is based on the observation that when the sampling of variables in a PGM is seen as a sequence of actions taken by an agent, sparsity of the PGM enables local credit assignment in the agent's policy learning objective. This yields a local constraint that can be turned into a local loss in the style of generative flow networks (GFlowNets) that enables off-policy training but avoids the need to instantiate all the random variables for each parameter update, thus speeding up training considerably. The $\Delta$-AI objective matches the conditional distribution of a variable given its Markov blanket in a tractable learned sampler, which has the structure of a Bayesian network, with the same conditional distribution under the target PGM. As such, the trained sampler recovers marginals and conditional distributions of interest and enables inference of partial subsets of variables. We illustrate $\Delta$-AI's effectiveness for sampling from synthetic PGMs and training latent variable models with sparse factor structure.
We consider learning an unknown target function $f_*$ using kernel ridge regression (KRR) given i.i.d. data $(u_i,y_i)$, $i\leq n$, where $u_i \in U$ is a covariate vector and $y_i = f_* (u_i) +\varepsilon_i \in \mathbb{R}$. A recent string of work has empirically shown that the test error of KRR can be well approximated by a closed-form estimate derived from an `equivalent' sequence model that only depends on the spectrum of the kernel operator. However, a theoretical justification for this equivalence has so far relied either on restrictive assumptions -- such as subgaussian independent eigenfunctions -- , or asymptotic derivations for specific kernels in high dimensions. In this paper, we prove that this equivalence holds for a general class of problems satisfying some spectral and concentration properties on the kernel eigendecomposition. Specifically, we establish in this setting a non-asymptotic deterministic approximation for the test error of KRR -- with explicit non-asymptotic bounds -- that only depends on the eigenvalues and the target function alignment to the eigenvectors of the kernel. Our proofs rely on a careful derivation of deterministic equivalents for random matrix functionals in the dimension free regime pioneered by Cheng and Montanari (2022). We apply this setting to several classical examples and show an excellent agreement between theoretical predictions and numerical simulations. These results rely on having access to the eigendecomposition of the kernel operator. Alternatively, we prove that, under this same setting, the generalized cross-validation (GCV) estimator concentrates on the test error uniformly over a range of ridge regularization parameter that includes zero (the interpolating solution). As a consequence, the GCV estimator can be used to estimate from data the test error and optimal regularization parameter for KRR.
We give a semidefinite programming characterization of the Crawford number. We show that the computation of the Crawford number within $\varepsilon$ precision is computable in polynomial time in the data and $|\log \varepsilon |$.
Given an undirected graph $G$, a quasi-clique is a subgraph of $G$ whose density is at least $\gamma$ $(0 < \gamma \leq 1)$. Two optimization problems can be defined for quasi-cliques: the Maximum Quasi-Clique (MQC) Problem, which finds a quasi-clique with maximum vertex cardinality, and the Densest $k$-Subgraph (DKS) Problem, which finds the densest subgraph given a fixed cardinality constraint. Most existing approaches to solve both problems often disregard the requirement of connectedness, which may lead to solutions containing isolated components that are meaningless for many real-life applications. To address this issue, we propose two flow-based connectedness constraints to be integrated into known Mixed-Integer Linear Programming (MILP) formulations for either MQC or DKS problems. We compare the performance of MILP formulations enhanced with our connectedness constraints in terms of both running time and number of solved instances against existing approaches that ensure quasi-clique connectedness. Experimental results demonstrate that our constraints are quite competitive, making them valuable for practical applications requiring connectedness.
Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch altogether, and to allow the stepsize to adapt based on a local smoothness estimate without any backtracks or evaluations of the function value. In this work we propose an adaptive proximal gradient method, adaPG, that uses novel estimates of the local smoothness modulus which leads to less conservative stepsize updates and that can additionally cope with nonsmooth terms. This idea is extended to the primal-dual setting where an adaptive three-term primal-dual algorithm, adaPD, is proposed which can be viewed as an extension of the PDHG method. Moreover, in this setting the "essentially" fully adaptive variant adaPD$^+$ is proposed that avoids evaluating the linear operator norm by invoking a backtracking procedure, that, remarkably, does not require extra gradient evaluations. Numerical simulations demonstrate the effectiveness of the proposed algorithms compared to the state of the art.
The aim of this paper is to design the explicit radial basis function (RBF) Runge-Kutta methods for the initial value problem. We construct the two-, three- and four-stage RBF Runge-Kutta methods based on the Gaussian RBF Euler method with the shape parameter, where the analysis of the local truncation error shows that the s-stage RBF Runge-Kutta method could formally achieve order s+1. The proof for the convergence of those RBF Runge-Kutta methods follows. We then plot the stability region of each RBF Runge-Kutta method proposed and compare with the one of the correspondent Runge-Kutta method. Numerical experiments are provided to exhibit the improved behavior of the RBF Runge-Kutta methods over the standard ones.
Algorithms for initializing particle distribution in SPH simulations of complex geometries have been proven essential for improving the accuracy of SPH simulations. However, no such algorithms exist for boundary integral SPH models, which can model complex geometries without needing virtual particle layers. This study introduces a Boundary Integral based Particle Initialization (BIPI) algorithm. It consists of a particle-shifting technique carefully designed to redistribute particles to fit the boundary by using the boundary integral formulation for particles adjacent to the boundary. The proposed BIPI algorithm gives special consideration to particles adjacent to the boundary to prevent artificial volume compression. It can automatically produce a "uniform" particle distribution with reduced and stabilized concentration gradient for domains with complex geometrical shapes. Finally, a number of examples are presented to demonstrate the effectiveness of the proposed algorithm.
We consider the two-pronged fork frame $F$ and the variety $\mathbf{Eq}(B_F)$ generated by its dual closure algebra $B_F$. We describe the finite projective algebras in $\mathbf{Eq}(B_F)$ and give a purely semantic proof that unification in $\mathbf{Eq}(B_F)$ is finitary and not unitary.
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