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The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current result about the well-studied switch Markov chain is that it is rapidly mixing on P-stable degree sequences (see DOI:10.1016/j.ejc.2021.103421). The switch Markov chain does not change any degree sequence. However, there are cases where degree intervals are specified rather than a single degree sequence. (A natural scenario where this problem arises is in hypothesis testing on social networks that are only partially observed.) Rechner, Strowick, and M\"uller-Hannemann introduced in 2018 the notion of degree interval Markov chain which uses three (separately well-studied) local operations (switch, hinge-flip and toggle), and employing on degree sequence realizations where any two sequences under scrutiny have very small coordinate-wise distance. Recently Amanatidis and Kleer published a beautiful paper (arXiv:2110.09068), showing that the degree interval Markov chain is rapidly mixing if the sequences are coming from a system of very thin intervals which are centered not far from a regular degree sequence. In this paper we extend substantially their result, showing that the degree interval Markov chain is rapidly mixing if the intervals are centred at P-stable degree sequences.

We consider the problem of enumerating optimal solutions for two hypergraph $k$-partitioning problems -- namely, Hypergraph-$k$-Cut and Minmax-Hypergraph-$k$-Partition. The input in hypergraph $k$-partitioning problems is a hypergraph $G=(V, E)$ with positive hyperedge costs along with a fixed positive integer $k$. The goal is to find a partition of $V$ into $k$ non-empty parts $(V_1, V_2, \ldots, V_k)$ -- known as a $k$-partition -- so as to minimize an objective of interest. 1. If the objective of interest is the maximum cut value of the parts, then the problem is known as Minmax-Hypergraph-$k$-Partition. A subset of hyperedges is a minmax-$k$-cut-set if it is the subset of hyperedges crossing an optimum $k$-partition for Minmax-Hypergraph-$k$-Partition. 2. If the objective of interest is the total cost of hyperedges crossing the $k$-partition, then the problem is known as Hypergraph-$k$-Cut. A subset of hyperedges is a min-$k$-cut-set if it is the subset of hyperedges crossing an optimum $k$-partition for Hypergraph-$k$-Cut. We give the first polynomial bound on the number of minmax-$k$-cut-sets and a polynomial-time algorithm to enumerate all of them in hypergraphs for every fixed $k$. Our technique is strong enough to also enable an $n^{O(k)}p$-time deterministic algorithm to enumerate all min-$k$-cut-sets in hypergraphs, thus improving on the previously known $n^{O(k^2)}p$-time deterministic algorithm, where $n$ is the number of vertices and $p$ is the size of the hypergraph. The correctness analysis of our enumeration approach relies on a structural result that is a strong and unifying generalization of known structural results for Hypergraph-$k$-Cut and Minmax-Hypergraph-$k$-Partition. We believe that our structural result is likely to be of independent interest in the theory of hypergraphs (and graphs).

Continuous-time measurements are instrumental for a multitude of tasks in quantum engineering and quantum control, including the estimation of dynamical parameters of open quantum systems monitored through the environment. However, such measurements do not extract the maximum amount of information available in the output state, so finding alternative optimal measurement strategies is a major open problem. In this paper we solve this problem in the setting of discrete-time input-output quantum Markov chains. We present an efficient algorithm for optimal estimation of one-dimensional dynamical parameters which consists of an iterative procedure for updating a `measurement filter' operator and determining successive measurement bases for the output units. A key ingredient of the scheme is the use of a coherent quantum absorber as a way to post-process the output after the interaction with the system. This is designed adaptively such that the joint system and absorber stationary state is pure at a reference parameter value. The scheme offers an exciting prospect for optimal continuous-time adaptive measurements, but more work is needed to find realistic practical implementations.

Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class of distribution-free regularized covariance estimation methods for high-dimensional matrix data under a separability condition and a bandable covariance structure. Under these conditions, the original covariance matrix is decomposed into a Kronecker product of two bandable small covariance matrices representing the variability over row and column directions. We formulate a unified framework for estimating bandable covariance, and introduce an efficient algorithm based on rank one unconstrained Kronecker product approximation. The convergence rates of the proposed estimators are established, and the derived minimax lower bound shows our proposed estimator is rate-optimal under certain divergence regimes of matrix size. We further introduce a class of robust covariance estimators and provide theoretical guarantees to deal with heavy-tailed data. We demonstrate the superior finite-sample performance of our methods using simulations and real applications from a gridded temperature anomalies dataset and a S&P 500 stock data analysis.

We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards a lower-dimensional subspace; the projection onto the subspace gives the low-dimensional embedding. Training the model involves identifying the nonlinear flow and the subspace. Following the equation discovery method, we represent the vector field that defines the flow using a linear combination of dictionary elements, where each element is a pre-specified linear/nonlinear candidate function. A regularization term for the average total kinetic energy is also introduced and motivated by optimal transport theory. We prove that the resulting optimization problem is well-posed and establish several properties of the DDR method. We also show how the DDR method can be trained using a gradient-based optimization method, where the gradients are computed using the adjoint method from optimal control theory. The DDR method is implemented and compared on synthetic and example datasets to other dimension reductions methods, including PCA, t-SNE, and Umap.

In large scale dynamic wireless networks, the amount of overhead caused by channel estimation (CE) is becoming one of the main performance bottlenecks. This is due to the large number users whose channels should be estimated, the user mobility, and the rapid channel change caused by the usage of the high-frequency spectrum (e.g. millimeter wave). In this work, we propose a new hybrid channel estimation/prediction (CEP) scheme to reduce overhead in time-division duplex (TDD) wireless cell-free massive multiple-input-multiple-output (mMIMO) systems. The scheme proposes sending a pilot signal from each user only once in a given number (window) of coherence intervals (CIs). Then minimum mean-square error (MMSE) estimation is used to estimate the channel of this CI, while a deep neural network (DNN) is used to predict the channels of the remaining CIs in the window. The DNN exploits the temporal correlation between the consecutive CIs and the received pilot signals to improve the channel prediction accuracy. By doing so, CE overhead is reduced by at least 50 percent at the expense of negligible CE error for practical user mobility settings. Consequently, the proposed CEP scheme improves the spectral efficiency compared to the conventional MMSE CE approach, especially when the number of users is large, which is demonstrated numerically.

The fact that the millimeter-wave (mmWave) multiple-input multiple-output (MIMO) channel has sparse support in the spatial domain has motivated recent compressed sensing (CS)-based mmWave channel estimation methods, where the angles of arrivals (AoAs) and angles of departures (AoDs) are quantized using angle dictionary matrices. However, the existing CS-based methods usually obtain the estimation result through one-stage channel sounding that have two limitations: (i) the requirement of large-dimensional dictionary and (ii) unresolvable quantization error. These two drawbacks are irreconcilable; improvement of the one implies deterioration of the other. To address these challenges, we propose, in this paper, a two-stage method to estimate the AoAs and AoDs of mmWave channels. In the proposed method, the channel estimation task is divided into two stages, Stage I and Stage II. Specifically, in Stage I, the AoAs are estimated by solving a multiple measurement vectors (MMV) problem. In Stage II, based on the estimated AoAs, the receive sounders are designed to estimate AoDs. The dimension of the angle dictionary in each stage can be reduced, which in turn reduces the computational complexity substantially. We then analyze the successful recovery probability (SRP) of the proposed method, revealing the superiority of the proposed framework over the existing one-stage CS-based methods. We further enhance the reconstruction performance by performing resource allocation between the two stages. We also overcome the unresolvable quantization error issue present in the prior techniques by applying the atomic norm minimization method to each stage of the proposed two-stage approach. The simulation results illustrate the substantially improved performance with low complexity of the proposed two-stage method.

We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.