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We consider the task of distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework enabling us to derive a variety of (tight) minimax lower bounds for different parametric families of distributions, both continuous and discrete, under any $\ell_p$ loss. Our lower bound framework is versatile and yields "plug-and-play" bounds that are widely applicable to a large range of estimation problems. In particular, our approach recovers bounds obtained using data processing inequalities and Cram\'er--Rao bounds, two other alternative approaches for proving lower bounds in our setting of interest. Further, for the families considered, we complement our lower bounds with matching upper bounds.

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper bounds on the sampling numbers under the assumption that the singular values of the embedding of this Hilbert space into $L_2$ are square-summable. Here we mainly prove new lower bounds. In particular we prove that the sampling numbers behave worse than the approximation numbers for Sobolev spaces with small smoothness. Hence there can be a logarithmic gap also in the case where the singular numbers of the embedding are square-summable. We first prove new lower bounds for the integration problem, again for rather classical Sobolev spaces of periodic univariate functions.

This paper studies the problem of computing quasi-upward planar drawings of bimodal plane digraphs with minimum curve complexity, i.e., drawings such that the maximum number of bends per edge is minimized. We prove that every bimodal plane digraph admits a quasi-upward planar drawing with curve complexity two, which is worst-case optimal. We also show that the problem of minimizing the curve complexity in a quasi-upward planar drawing can be modeled as a min-cost flow problem on a unit-capacity planar flow network. This gives rise to an $\tilde{O}(m^\frac{4}{3})$-time algorithm that computes a quasi-upward planar drawing with minimum curve complexity; in addition, the drawing has the minimum number of bends when no edge can be bent more than twice. For a contrast, we show bimodal planar digraphs whose bend-minimum quasi-upward planar drawings require linear curve complexity even in the variable embedding setting.

We study quantile trend filtering, a recently proposed method for nonparametric quantile regression with the goal of generalizing existing risk bounds known for the usual trend filtering estimators which perform mean regression. We study both the penalized and the constrained version (of order $r \geq 1$) of univariate quantile trend filtering. Our results show that both the constrained and the penalized version (of order $r \geq 1$) attain the minimax rate up to log factors, when the $(r-1)$th discrete derivative of the true vector of quantiles belongs to the class of bounded variation signals. Moreover we also show that if the true vector of quantiles is a discrete spline with a few polynomial pieces then both versions attain a near parametric rate of convergence. Corresponding results for the usual trend filtering estimators are known to hold only when the errors are sub-Gaussian. In contrast, our risk bounds are shown to hold under minimal assumptions on the error variables. In particular, no moment assumptions are needed and our results hold under heavy-tailed errors. Our proof techniques are general and thus can potentially be used to study other nonparametric quantile regression methods. To illustrate this generality we also employ our proof techniques to obtain new results for multivariate quantile total variation denoising and high dimensional quantile linear regression.

In an undirected graph $G=(V,E)$, we say $(A,B)$ is a pair of perfectly matched sets if $A$ and $B$ are disjoint subsets of $V$ and every vertex in $A$ (resp. $B$) has exactly one neighbor in $B$ (resp. $A$). The size of a pair of perfectly matched sets $(A,B)$ is $|A|=|B|$. The PERFECTLY MATCHED SETS problem is to decide whether a given graph $G$ has a pair of perfectly matched sets of size $k$. We show that PMS is $NP$-hard on planar graphs and $W[1]$-hard when parameterized by solution size $k$ even when restricted to split graphs and bipartite graphs. We show that PMS parameterized by vertex cover number does not admit a polynomial kernel unless $NP\subseteq coNP/poly$. We give FPT algorithms with respect to the parameters distance to cluster, distance to co-cluster and treewidth. We also provide an exact exponential algorithm running in time $O^*(1.964^n)$.

We give a strongly polynomial-time algorithm for integer linear programs defined by integer coefficient matrices whose subdeterminants are bounded by a constant and that contain at most two nonzero entries in each row. The core of our approach is the first polynomial-time algorithm for the weighted stable set problem on graphs that do not contain more than $k$ vertex-disjoint odd cycles, where $k$ is any constant. Previously, polynomial-time algorithms were only known for $k=0$ (bipartite graphs) and for $k=1$. We observe that integer linear programs defined by coefficient matrices with bounded subdeterminants and two nonzeros per column can be also solved in strongly polynomial-time, using a reduction to $b$-matching.

In this work, we study the problem of global optimization in univariate loss functions, where we analyze the regret of the popular lower bounding algorithms (e.g., Piyavskii-Shubert algorithm). For any given time $T$, instead of the widely available simple regret (which is the difference of the losses between the best estimation up to $T$ and the global optimizer), we study the cumulative regret up to that time. With a suitable lower bounding algorithm, we show that it is possible to achieve satisfactory cumulative regret bounds for different classes of functions. For Lipschitz continuous functions with the parameter $L$, we show that the cumulative regret is $O(L\log T)$. For Lipschitz smooth functions with the parameter $H$, we show that the cumulative regret is $O(H)$. We also analytically extend our results for a broader class of functions that covers both the Lipschitz continuous and smooth functions individually.

We propose local space-time approximation spaces for parabolic problems that are optimal in the sense of Kolmogorov and may be employed in multiscale and domain decomposition methods. The diffusion coefficient can be arbitrarily rough in space and time. To construct local approximation spaces we consider a compact transfer operator that acts on the space of local solutions and covers the full time dimension. The optimal local spaces are then given by the left singular vectors of the transfer operator. To prove compactness of the latter we combine a suitable parabolic Caccioppoli inequality with the compactness theorem of Aubin-Lions. In contrast to the elliptic setting [I. Babu\v{s}ka and R. Lipton, Multiscale Model. Simul., 9 (2011), pp. 373-406] we need an additional regularity result to combine the two results. Furthermore, we employ the generalized finite element method to couple local spaces and construct an approximation of the global solution. Since our approach yields reduced space-time bases, the computation of the global approximation does not require a time stepping method and is thus computationally efficient. Moreover, we derive rigorous local and global a priori error bounds. In detail, we bound the global approximation error in a graph norm by the local errors in the $L^2(H^1)$-norm, noting that the space the transfer operator maps to is equipped with this norm. Numerical experiments demonstrate an exponential decay of the singular values of the transfer operator and the local and global approximation errors for problems with high contrast or multiscale structure regarding space and time.

We abstract and study \emph{reachability preservers}, a graph-theoretic primitive that has been implicit in prior work on network design. Given a directed graph $G = (V, E)$ and a set of \emph{demand pairs} $P \subseteq V \times V$, a reachability preserver is a sparse subgraph $H$ that preserves reachability between all demand pairs. Our first contribution is a series of extremal bounds on the size of reachability preservers. Our main result states that, for an $n$-node graph and demand pairs of the form $P \subseteq S \times V$ for a small node subset $S$, there is always a reachability preserver on $O(n+\sqrt{n |P| |S|})$ edges. We additionally give a lower bound construction demonstrating that this upper bound characterizes the settings in which $O(n)$ size reachability preservers are generally possible, in a large range of parameters. The second contribution of this paper is a new connection between extremal graph sparsification results and classical Steiner Network Design problems. Surprisingly, prior to this work, the osmosis of techniques between these two fields had been superficial. This allows us to improve the state of the art approximation algorithms for the most basic Steiner-type problem in directed graphs from the $O(n^{0.6+\varepsilon})$ of Chlamatac, Dinitz, Kortsarz, and Laekhanukit (SODA'17) to $O(n^{4/7+\varepsilon})$.

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.