We study a signaling game between two firms competing to have their product chosen by a principal. The products have qualities drawn i.i.d. from a common prior. The principal aims to choose the better product, but the quality of a product can only be estimated via a coarse-grained threshold test: for chosen $\theta$, the principal learns whether a product's quality exceeds $\theta$ or not. We study this problem under two types of interactions. In the first, the principal does the testing herself, and can choose tests from a class of allowable tests. We show that the optimum strategy for the principal is to administer different tests to the two products: one which is passed with probability $\frac{1}{3}$ and the other with probability $\frac{2}{3}$. If, however, the principal is required to choose the tests in a symmetric manner (i.e., via an i.i.d.~distribution), then the optimal strategy is to choose tests whose probability of passing is drawn uniformly from $[\frac{1}{4}, \frac{3}{4}]$. In our second model, test difficulties are selected endogenously by the firms. This corresponds to a setting in which the firms must commit to their testing procedures before knowing the quality of their products. This interaction naturally gives rise to a signaling game; we characterize the unique Bayes-Nash Equilibrium of this game, which happens to be symmetric. We then calculate its Price of Anarchy in terms of the principal's probability of choosing the worse product. Finally, we show that by restricting both firms' set of available thresholds to choose from, the principal can lower the Price of Anarchy of the resulting equilibrium; however, there is a limit, in that for every (common) restricted set of tests, the equilibrium failure probability is strictly larger than under the optimal i.i.d. distribution.
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Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely limited to graphon mean field systems with continuous-time diffusive or jump dynamics, typically without control and with little focus on computational methods. We propose a novel discrete-time formulation for graphon mean field games as the limit of non-linear dense graph Markov games with weak interaction. On the theoretical side, we give extensive and rigorous existence and approximation properties of the graphon mean field solution in sufficiently large systems. On the practical side, we provide general learning schemes for graphon mean field equilibria by either introducing agent equivalence classes or reformulating the graphon mean field system as a classical mean field system. By repeatedly finding a regularized optimal control solution and its generated mean field, we successfully obtain plausible approximate Nash equilibria in otherwise infeasible large dense graph games with many agents. Empirically, we are able to demonstrate on a number of examples that the finite-agent behavior comes increasingly close to the mean field behavior for our computed equilibria as the graph or system size grows, verifying our theory. More generally, we successfully apply policy gradient reinforcement learning in conjunction with sequential Monte Carlo methods.
This paper studies the algorithms for the minimisation of weighted automata. It starts with the definition of morphisms-which generalises and unifies the notion of bisimulation to the whole class of weighted automata-and the unicity of a minimal quotient for every automaton, obtained by partition refinement. From a general scheme for the refinement of partitions, two strategies are considered for the computation of the minimal quotient: the Domain Split and the Predecesor Class Split algorithms. They correspond respectivly to the classical Moore and Hopcroft algorithms for the computation of the minimal quotient of deterministic Boolean automata. We show that these two strategies yield algorithms with the same quadratic complexity and we study the cases when the second one can be improved in order to achieve a complexity similar to the one of Hopcroft algorithm.
We study the problem of designing consistent sequential one- and two-sample tests in a nonparametric setting. Guided by the principle of \emph{testing by betting}, we reframe the task of constructing sequential tests into that of selecting payoff functions that maximize the wealth of a fictitious bettor, betting against the null in a repeated game. The resulting sequential test rejects the null when the bettor's wealth process exceeds an appropriate threshold. We propose a general strategy for selecting payoff functions as predictable estimates of the \emph{witness function} associated with the variational representation of some statistical distance measures, such as integral probability metrics~(IPMs) and $\varphi$-divergences. Overall, this approach ensures that (i) the wealth process is a non-negative martingale under the null, thus allowing tight control over the type-I error, and (ii) it grows to infinity almost surely under the alternative, thus implying consistency. We accomplish this by designing composite e-processes that remain bounded in expectation under the null, but grow to infinity under the alternative. We instantiate the general test for some common distance metrics to obtain sequential versions of Kolmogorov-Smirnov~(KS) test, $\chi^2$-test and kernel-MMD test, and empirically demonstrate their ability to adapt to the unknown hardness of the problem. The sequential testing framework constructed in this paper is versatile, and we end with a discussion on applying these ideas to two related problems: testing for higher-order stochastic dominance, and testing for symmetry.
In this work, we delve into the nonparametric empirical Bayes theory and approximate the classical Bayes estimator by a truncation of the generalized Laguerre series and then estimate its coefficients by minimizing the prior risk of the estimator. The minimization process yields a system of linear equations the size of which is equal to the truncation level. We focus on the empirical Bayes estimation problem when the mixing distribution, and therefore the prior distribution, has a support on the positive real half-line or a subinterval of it. By investigating several common mixing distributions, we develop a strategy on how to select the parameter of the generalized Laguerre function basis so that our estimator {possesses a finite} variance. We show that our generalized Laguerre empirical Bayes approach is asymptotically optimal in the minimax sense. Finally, our convergence rate is compared and contrasted with {several} results from the literature.
We show that determining if an $n$-vertex graph has twin-width at most 4 is NP-complete, and requires time $2^{\Omega(n/\log n)}$ unless the Exponential-Time Hypothesis fails. Along the way, we give an elementary proof that $n$-vertex graphs subdivided at least $2 \log n$ times have twin-width at most 4. We also show how to encode trigraphs $H$ (2-edge colored graphs involved in the definition of twin-width) into graphs $G$, in the sense that every $d$-sequence (sequence of vertex contractions witnessing that the twin-width is at most $d$) of $G$ inevitably creates $H$ as an induced subtrigraph, whereas there exists a partial $d$-sequence that actually goes from $G$ to $H$. We believe that these facts and their proofs can be of independent interest.
Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the large sample limit. It is however known from the literature, that the asymptotical approximations suffer when sample size is small. There have already been several attempts to address this problem. While some approaches do not allow easy power and sample size calculations, others lack a clear theoretical motivation and require further considerations. The problem itself can partly be attributed to the dependence of the compensated counting process and its variance estimator. For this purpose, we suggest a variance estimator which is uncorrelated to the compensated counting process. Moreover, this and other present approaches to variance estimation are covered as special cases by our general framework. For practical application, we provide sample size and power calculations for any approach fitting into this framework. Finally, we use simulations and real world data to study the empirical type I error and power performance of our methodology as compared to standard approaches.
We study how we can accelerate the spreading of information in temporal graphs via delaying operations; a problem that captures real-world applications varying from information flows to distribution schedules. In a temporal graph there is a set of fixed vertices and the available connections between them change over time in a predefined manner. We observe that, in some cases, the delay of some connections can in fact decrease the time required to reach from some vertex (source) to another vertex (target). We study how we can minimize the maximum time a set of source vertices needs to reach every other vertex of the graph when we are allowed to delay some of the connections of the graph. For one source, we prove that the problem is W[2]-hard and NP-hard, when parameterized by the number of allowed delays. On the other hand, we derive a polynomial-time algorithm for one source and unbounded number of delays. This is the best we can hope for; we show that the problem becomes NP-hard when there are two sources and the number of delays is not bounded. We complement our negative result by providing an FPT algorithm parameterized by the treewidth of the graph plus the lifetime of the optimal solution. Finally, we provide polynomial-time algorithms for several classes of graphs.
We present a construction of partial spread bent functions using subspaces generated by linear recurring sequences (LRS). We first show that the kernels of the linear mappings defined by two LRS have a trivial intersection if and only if their feedback polynomials are relatively prime. Then, we characterize the appropriate parameters for a family of pairwise coprime polynomials to generate a partial spread required for the support of a bent function, showing that such families exist if and only if the degrees of the underlying polynomials is either $1$ or $2$. We then count the resulting sets of polynomials and prove that for degree $1$, our LRS construction coincides with the Desarguesian partial spread. Finally, we perform a computer search of all $\mathcal{PS}^-$ and $\mathcal{PS}^+$ bent functions of $n=8$ variables generated by our construction and compute their 2-ranks. The results show that many of these functions defined by polynomials of degree $b=2$ are not EA-equivalent to any Maiorana-McFarland or Desarguesian partial spread function.
Effective degree of freedom (EDOF) of a multiple-input-multiple-output (MIMO) system represents its equivalent number of independent single-input-single-output (SISO) systems, which directly characterizes the communication performance. Traditional EDOF only considers single polarization, where the full polarized components degrade into two independent transverse components under the far-field approximation. However, the traditional model is not applicable to complex scenarios especially for the near-field region. Based on an electromagnetic (EM) channel model built from the dyadic Green's function, we first calculate the EM EDOF to estimate the performance of an arbitrary MIMO system with full polarizations in free space. Then, we clarify the relations between the limit of EDOF and the optimal number of sources/receivers. Finally, potential benefits of near-field MIMO communications are demonstrated with the EM EDOF, in which the contribution of the longitudinally polarized source is taken into account. This work establishes a fundamental EM framework for MIMO wireless communications.
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.
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