We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of stochastic hierarchical optimization problems, Stackelberg equilibrium problems, and leader-follower games. We develop an iteratively regularized and smoothed variance-reduced modified extragradient framework for iteratively approaching hierarchical equilibria in a stochastic setting. We equip our analysis with rate statements, complexity guarantees, and almost-sure convergence results. We then extend these statements to settings where the lower-level problem is solved inexactly and provide the corresponding rate and complexity statements. Our model framework encompasses many game theoretic equilibrium problems studied in the context of power markets. We present a realistic application to the virtual power plants, emphasizing the role of hierarchical decision making and regularization.
We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications are lifts in this sense of simple reversible diffusions. Furthermore, we introduce a concept of non-asymptotic relaxation times and show that these can at most be reduced by a square root through lifting, generalising a related result in discrete time. Finally, we demonstrate how the recently developed approach to quantitative hypocoercivity based on space-time Poincar\'e inequalities can be rephrased and simplified in the language of lifts and how it can be applied to find optimal lifts.
Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMDPs beyond the discounted return. We show that average optimal policies can be chosen stationary and deterministic for sa-rectangular RMDPs but, perhaps surprisingly, that history-dependent (Markovian) policies strictly outperform stationary policies for average optimality in s-rectangular RMDPs. We also study Blackwell optimality for sa-rectangular RMDPs, where we show that {\em approximate} Blackwell optimal policies always exist, although Blackwell optimal policies may not exist. We also provide a sufficient condition for their existence, which encompasses virtually any examples from the literature. We then discuss the connection between average and Blackwell optimality, and we describe several algorithms to compute the optimal average return. Interestingly, our approach leverages the connections between RMDPs and stochastic games.
Recently, deep learning (DL)-based methods have been proposed for the computational reduction of gadolinium-based contrast agents (GBCAs) to mitigate adverse side effects while preserving diagnostic value. Currently, the two main challenges for these approaches are the accurate prediction of contrast enhancement and the synthesis of realistic images. In this work, we address both challenges by utilizing the contrast signal encoded in the subtraction images of pre-contrast and post-contrast image pairs. To avoid the synthesis of any noise or artifacts and solely focus on contrast signal extraction and enhancement from low-dose subtraction images, we train our DL model using noise-free standard-dose subtraction images as targets. As a result, our model predicts the contrast enhancement signal only; thereby enabling synthesization of images beyond the standard dose. Furthermore, we adapt the embedding idea of recent diffusion-based models to condition our model on physical parameters affecting the contrast enhancement behavior. We demonstrate the effectiveness of our approach on synthetic and real datasets using various scanners, field strengths, and contrast agents.
We prove that QMA where the verifier may also make a single non-collapsing measurement is equal to NEXP, resolving an open question of Aaronson. We show this is a corollary to a modified proof of QMA+ = NEXP [arXiv:2306.13247]. At the core of many results inspired by Blier and Tapp [arXiv:0709.0738] is an unphysical property testing problem deciding whether a quantum state is close to an element of a fixed basis.
Iterated conditional expectation (ICE) g-computation is an estimation approach for addressing time-varying confounding for both longitudinal and time-to-event data. Unlike other g-computation implementations, ICE avoids the need to specify models for each time-varying covariate. For variance estimation, previous work has suggested the bootstrap. However, bootstrapping can be computationally intense and sensitive to the number of resamples used. Here, we present ICE g-computation as a set of stacked estimating equations. Therefore, the variance for the ICE g-computation estimator can be consistently estimated using the empirical sandwich variance estimator. Performance of the variance estimator was evaluated empirically with a simulation study. The proposed approach is also demonstrated with an illustrative example on the effect of cigarette smoking on the prevalence of hypertension. In the simulation study, the empirical sandwich variance estimator appropriately estimated the variance. When comparing runtimes between the sandwich variance estimator and the bootstrap for the applied example, the sandwich estimator was substantially faster, even when bootstraps were run in parallel. The empirical sandwich variance estimator is a viable option for variance estimation with ICE g-computation.
Best rank-one approximation is one of the most fundamental tasks in tensor computation. In order to fully exploit modern multi-core parallel computers, it is necessary to develop decoupling algorithms for computing the best rank-one approximation of higher-order tensors at large scales. In this paper, we first build a bridge between the rank-one approximation of tensors and the eigenvector-dependent nonlinear eigenvalue problem (NEPv), and then develop an efficient decoupling algorithm, namely the higher-order self-consistent field (HOSCF) algorithm, inspired by the famous self-consistent field (SCF) iteration frequently used in computational chemistry. The convergence theory of the HOSCF algorithm and an estimation of the convergence speed are further presented. In addition, we propose an improved HOSCF (iHOSCF) algorithm that incorporates the Rayleigh quotient iteration, which can significantly accelerate the convergence of HOSCF. Numerical experiments show that the proposed algorithms can efficiently converge to the best rank-one approximation of both synthetic and real-world tensors and can scale with high parallel scalability on a modern parallel computer.
Logit dynamics are evolution equations that describe transitions to equilibria of actions among many players. We formulate a pair-wise logit dynamic in a continuous action space with a generalized exponential function, which we call a generalized pair-wise logit dynamic, depicted by a new evolution equation nonlocal in space. We prove the well-posedness and approximability of the generalized pair-wise logit dynamic to show that it is computationally implementable. We also show that this dynamic has an explicit connection to a mean field game of a controlled pure-jump process, with which the two different mathematical models can be understood in a unified way. Particularly, we show that the generalized pair-wise logit dynamic is derived as a myopic version of the corresponding mean field game, and that the conditions to guarantee the existence of unique solutions are different from each other. The key in this procedure is to find the objective function to be optimized in the mean field game based on the logit function. The monotonicity of the utility is unnecessary for the generalized pair-wise logit dynamic but crucial for the mean field game. Finally, we present applications of the two approaches to fisheries management problems with collected data.
Cooperative game theory aims to study how to divide a joint value created by a set of players. These games are often studied through the characteristic function form with transferable utility, which represents the value obtainable by each coalition. In the presence of externalities, there are many ways to define this value. Various models that account for different levels of player cooperation and the influence of external players on coalition value have been studied. Although there are different approaches, typically, the optimistic and pessimistic approaches provide sufficient insights into strategic interactions. This paper clarifies the interpretation of these approaches by providing a unified framework. We show that making sure that no coalition receives more than their (optimistic) upper bounds is always at least as difficult as guaranteeing their (pessimistic) lower bounds. We also show that if externalities are negative, providing these guarantees is always feasible. Then, we explore applications and show how our findings can be applied to derive results from the existing literature.
Graph-centric artificial intelligence (graph AI) has achieved remarkable success in modeling interacting systems prevalent in nature, from dynamical systems in biology to particle physics. The increasing heterogeneity of data calls for graph neural architectures that can combine multiple inductive biases. However, combining data from various sources is challenging because appropriate inductive bias may vary by data modality. Multimodal learning methods fuse multiple data modalities while leveraging cross-modal dependencies to address this challenge. Here, we survey 140 studies in graph-centric AI and realize that diverse data types are increasingly brought together using graphs and fed into sophisticated multimodal models. These models stratify into image-, language-, and knowledge-grounded multimodal learning. We put forward an algorithmic blueprint for multimodal graph learning based on this categorization. The blueprint serves as a way to group state-of-the-art architectures that treat multimodal data by choosing appropriately four different components. This effort can pave the way for standardizing the design of sophisticated multimodal architectures for highly complex real-world problems.
The goal of explainable Artificial Intelligence (XAI) is to generate human-interpretable explanations, but there are no computationally precise theories of how humans interpret AI generated explanations. The lack of theory means that validation of XAI must be done empirically, on a case-by-case basis, which prevents systematic theory-building in XAI. We propose a psychological theory of how humans draw conclusions from saliency maps, the most common form of XAI explanation, which for the first time allows for precise prediction of explainee inference conditioned on explanation. Our theory posits that absent explanation humans expect the AI to make similar decisions to themselves, and that they interpret an explanation by comparison to the explanations they themselves would give. Comparison is formalized via Shepard's universal law of generalization in a similarity space, a classic theory from cognitive science. A pre-registered user study on AI image classifications with saliency map explanations demonstrate that our theory quantitatively matches participants' predictions of the AI.