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This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based programming languages such as MATLAB. As only function evaluations are required, the method is suitable for use in derivative-free algorithms. For reasonably structured sample sets, the method is proven to create an order-$1$ accurate approximation of the full Hessian. Under more specialized structures, the method is proved to yield order-$2$ accuracy. The undetermined case, where the number of sample points is less than required for full interpolation, is studied and error bounds are developed for the resulting partial Hessians.

Sampling from Gibbs distributions $p(x) \propto \exp(-V(x)/\varepsilon)$ and computing their log-partition function are fundamental tasks in statistics, machine learning, and statistical physics. However, while efficient algorithms are known for convex potentials $V$, the situation is much more difficult in the non-convex case, where algorithms necessarily suffer from the curse of dimensionality in the worst case. For optimization, which can be seen as a low-temperature limit of sampling, it is known that smooth functions $V$ allow faster convergence rates. Specifically, for $m$-times differentiable functions in $d$ dimensions, the optimal rate for algorithms with $n$ function evaluations is known to be $O(n^{-m/d})$, where the constant can potentially depend on $m, d$ and the function to be optimized. Hence, the curse of dimensionality can be alleviated for smooth functions at least in terms of the convergence rate. Recently, it has been shown that similarly fast rates can also be achieved with polynomial runtime $O(n^{3.5})$, where the exponent $3.5$ is independent of $m$ or $d$. Hence, it is natural to ask whether similar rates for sampling and log-partition computation are possible, and whether they can be realized in polynomial time with an exponent independent of $m$ and $d$. We show that the optimal rates for sampling and log-partition computation are sometimes equal and sometimes faster than for optimization. We then analyze various polynomial-time sampling algorithms, including an extension of a recent promising optimization approach, and find that they sometimes exhibit interesting behavior but no near-optimal rates. Our results also give further insights on the relation between sampling, log-partition, and optimization problems.

In the average-case $k$-SUM problem, given $r$ integers chosen uniformly at random from $\{0,\ldots,M-1\}$, the objective is to find a set of $k$ numbers that sum to $0$ modulo $M$ (this set is called a solution). In the related $k$-XOR problem, given $k$ uniformly random Boolean vectors of length $\log{M}$, the objective is to find a set of $k$ of them whose bitwise-XOR is the all-zero vector. Both of these problems have widespread applications in the study of fine-grained complexity and cryptanalysis. The feasibility and complexity of these problems depends on the relative values of $k$, $r$, and $M$. The dense regime of $M \leq r^k$, where solutions exist with high probability, is quite well-understood and we have several non-trivial algorithms and hardness conjectures here. Much less is known about the sparse regime of $M\gg r^k$, where solutions are unlikely to exist. The best answers we have for many fundamental questions here are limited to whatever carries over from the dense or worst-case settings. We study the planted $k$-SUM and $k$-XOR problems in the sparse regime. In these problems, a random solution is planted in a randomly generated instance and has to be recovered. As $M$ increases past $r^k$, these planted solutions tend to be the only solutions with increasing probability, potentially becoming easier to find. We show several results about the complexity and applications of these problems, including conditional lower bounds for $r^k \leq M \leq r^{2k}$, a search-to-decision reduction for $M > r^k$, hardness amplification for $M \geq r^k$, a construction of PKE for some $M \leq 2^{\mathrm{polylog}(r)}$, and non-trivial algorithms for any $M \geq 2^{r^2}$.

We study the balanced $k$-way hypergraph partitioning problem, with a special focus on its practical applications to manycore scheduling. Given a hypergraph on $n$ nodes, our goal is to partition the node set into $k$ parts of size at most $(1+\epsilon)\cdot \frac{n}{k}$ each, while minimizing the cost of the partitioning, defined as the number of cut hyperedges, possibly also weighted by the number of partitions they intersect. We show that this problem cannot be approximated to within a $n^{1/\text{poly} \log\log n}$ factor of the optimal solution in polynomial time if the Exponential Time Hypothesis holds, even for hypergraphs of maximal degree 2. We also study the hardness of the partitioning problem from a parameterized complexity perspective, and in the more general case when we have multiple balance constraints. Furthermore, we consider two extensions of the partitioning problem that are motivated from practical considerations. Firstly, we introduce the concept of hyperDAGs to model precedence-constrained computations as hypergraphs, and we analyze the adaptation of the balanced partitioning problem to this case. Secondly, we study the hierarchical partitioning problem to model hierarchical NUMA (non-uniform memory access) effects in modern computer architectures, and we show that ignoring this hierarchical aspect of the communication cost can yield significantly weaker solutions.

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear regression, max-affine regression, and mixture-of-experts. In mixed linear regression, each observation comes from one of $L$ signal vectors (regressors), but we do not know which one; in max-affine regression, each observation comes from the maximum of $L$ affine functions, each defined via a different signal vector. The goal in all these problems is to estimate the signals, and possibly some of the latent variables, from the observations. We propose a novel approximate message passing (AMP) algorithm for estimation in a matrix GLM and rigorously characterize its performance in the high-dimensional limit. This characterization is in terms of a state evolution recursion, which allows us to precisely compute performance measures such as the asymptotic mean-squared error. The state evolution characterization can be used to tailor the AMP algorithm to take advantage of any structural information known about the signals. Using state evolution, we derive an optimal choice of AMP `denoising' functions that minimizes the estimation error in each iteration. The theoretical results are validated by numerical simulations for mixed linear regression, max-affine regression, and mixture-of-experts. For max-affine regression, we propose an algorithm that combines AMP with expectation-maximization to estimate intercepts of the model along with the signals. The numerical results show that AMP significantly outperforms other estimators for mixed linear regression and max-affine regression in most parameter regimes.

We consider the classic 1-center problem: Given a set $P$ of $n$ points in a metric space find the point in $P$ that minimizes the maximum distance to the other points of $P$. We study the complexity of this problem in $d$-dimensional $\ell_p$-metrics and in edit and Ulam metrics over strings of length $d$. Our results for the 1-center problem may be classified based on $d$ as follows. $\bullet$ Small $d$: Assuming the hitting set conjecture (HSC), we show that when $d=\omega(\log n)$, no subquadratic algorithm can solve 1-center problem in any of the $\ell_p$-metrics, or in edit or Ulam metrics. $\bullet$ Large $d$: When $d=\Omega(n)$, we extend our conditional lower bound to rule out subquartic algorithms for 1-center problem in edit metric (assuming Quantified SETH). On the other hand, we give a $(1+\epsilon)$-approximation for 1-center in Ulam metric with running time $\tilde{O_{\varepsilon}}(nd+n^2\sqrt{d})$. We also strengthen some of the above lower bounds by allowing approximations or by reducing the dimension $d$, but only against a weaker class of algorithms which list all requisite solutions. Moreover, we extend one of our hardness results to rule out subquartic algorithms for the well-studied 1-median problem in the edit metric, where given a set of $n$ strings each of length $n$, the goal is to find a string in the set that minimizes the sum of the edit distances to the rest of the strings in the set.

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number of arithmetic operations, they match the current time complexity of multiplying two $n$-by-$n$ matrices (up to polylogarithmic factors). However, previous work has typically assumed infinite precision arithmetic, and due to complicated inverse maintenance techniques, the actual running times of these algorithms are unknown. To settle the running time and bit complexity of these algorithms, we demonstrate that a core common subroutine, known as \emph{inverse maintenance}, is backward-stable. Additionally, we show that iterative approaches for solving constrained weighted regression problems can be accomplished with bounded-error pre-conditioners. Specifically, we prove that linear programs can be solved approximately in matrix multiplication time multiplied by polylog factors that depend on the condition number $\kappa$ of the matrix and the inner and outer radius of the LP problem. $p$-norm regression can be solved approximately in matrix multiplication time multiplied by polylog factors in $\kappa$. Lastly, linear regression can be solved approximately in input-sparsity time multiplied by polylog factors in $\kappa$. Furthermore, we present results for achieving lower than matrix multiplication time for $p$-norm regression by utilizing faster solvers for sparse linear systems.

In the context of large samples, a small number of individuals might spoil basic statistical indicators like the mean. It is difficult to detect automatically these atypical individuals, and an alternative strategy is using robust approaches. This paper focuses on estimating the geometric median of a random variable, which is a robust indicator of central tendency. In order to deal with large samples of data arriving sequentially, online stochastic Newton algorithms for estimating the geometric median are introduced and we give their rates of convergence. Since estimates of the median and those of the Hessian matrix can be recursively updated, we also determine confidences intervals of the median in any designated direction and perform online statistical tests.

Massive access has been challenging for the fifth generation (5G) and beyond since the abundance of devices causes communication overload to skyrocket. In an uplink massive access scenario, device traffic is sporadic in any given coherence time. Thus, channels across the antennas of each device exhibit correlation, which can be characterized by the row sparse channel matrix structure. In this work, we develop a bilinear generalized approximate message passing (BiGAMP) algorithm based on the row sparse channel matrix structure. This algorithm can jointly detect device activities, estimate channels, and detect signals in massive multiple-input multiple-output (MIMO) systems by alternating updates between channel matrices and signal matrices. The signal observation provides additional information for performance improvement compared to the existing algorithms. We further analyze state evolution (SE) to measure the performance of the proposed algorithm and characterize the convergence condition for SE. Moreover, we perform theoretical analysis on the error probability of device activity detection, the mean square error of channel estimation, and the symbol error rate of signal detection. The numerical results demonstrate the superiority of the proposed algorithm over the state-of-the-art methods in DADCE-SD, and the numerical results are relatively close to the theoretical analysis results.

We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a self-adjoint operator, whose heat kernel exhibits Gaussian behaviour. We begin by reviewing the construction of kernel density estimators and the related background information. As a novel result, we present a pointwise kernel density estimation for probability density functions that belong to general H\"{o}lder spaces. The study is accompanied by an application in Seismology. Precisely, we analyze a globally-indexed dataset of earthquake occurrence and compare the out-of-sample performance of several approximated kernel density estimators indexed on the sphere.