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Vizing's theorem asserts the existence of a {$(\Delta+1)$-edge coloring} for any graph $G$, where $\Delta = \Delta(G)$ denotes the maximum degree of $G$. Several polynomial time $(\Delta+1)$-edge coloring algorithms are known, and the state-of-the-art running time (up to polylogarithmic factors) is $\tilde{O}(\min\{m \cdot \sqrt{n}, m \cdot \Delta\})$, by Gabow et al.\ from 1985, where $n$ and $m$ denote the number of vertices and edges in the graph, respectively. (The $\tilde{O}$ notation suppresses polylogarithmic factors.) Recently, Sinnamon shaved off a polylogarithmic factor from the time bound of Gabow et al. The {arboricity} $\alpha = \alpha(G)$ of a graph $G$ is the minimum number of edge-disjoint forests into which its edge set can be partitioned, and it is a measure of the graph's ``uniform density''. While $\alpha \le \Delta$ in any graph, many natural and real-world graphs exhibit a significant separation between $\alpha$ and $\Delta$. In this work we design a $(\Delta+1)$-edge coloring algorithm with a running time of $\tilde{O}(\min\{m \cdot \sqrt{n}, m \cdot \Delta\})\cdot \frac{\alpha}{\Delta}$, thus improving the longstanding time barrier by a factor of $\frac{\alpha}{\Delta}$. In particular, we achieve a near-linear runtime for bounded arboricity graphs (i.e., $\alpha = \tilde{O}(1)$) as well as when $\alpha = \tilde{O}(\frac{\Delta}{\sqrt{n}})$. Our algorithm builds on Sinnamon's algorithm, and can be viewed as a density-sensitive refinement of it.

A novel method for noise reduction in the setting of curve time series with error contamination is proposed, based on extending the framework of functional principal component analysis (FPCA). We employ the underlying, finite-dimensional dynamics of the functional time series to separate the serially dependent dynamical part of the observed curves from the noise. Upon identifying the subspaces of the signal and idiosyncratic components, we construct a projection of the observed curve time series along the noise subspace, resulting in an estimate of the underlying denoised curves. This projection is optimal in the sense that it minimizes the mean integrated squared error. By applying our method to similated and real data, we show the denoising estimator is consistent and outperforms existing denoising techniques. Furthermore, we show it can be used as a pre-processing step to improve forecasting.

The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regressions. However, as MARS is based on marginal splines, to incorporate interactions of covariates, products of the marginal splines must be used, which leads to an unmanageable number of basis functions when the order of interaction is high and results in low estimation efficiency. In this paper, we improve the performance of MARS by using linear combinations of the covariates which achieve sufficient dimension reduction. The special basis functions of MARS facilitate calculation of gradients of the regression function, and estimation of the linear combinations is obtained via eigen-analysis of the outer-product of the gradients. Under some technical conditions, the asymptotic theory is established for the proposed estimation method. Numerical studies including both simulation and empirical applications show its effectiveness in dimension reduction and improvement over MARS and other commonly-used nonparametric methods in regression estimation and prediction.

In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the planted matrices are disjoint, and their row and column indices can be arbitrary. Inspired by scientific applications, the second model restricts the row and column indices to be consecutive. In the detection problem, under the null hypothesis, the observed matrix is a realization of independent and identically distributed standard normal entries. Under the alternative, there exists a set of hidden submatrices with elevated means inside the same standard normal matrix. Recovery refers to the task of locating the hidden submatrices. For both problems, and for both models, we characterize the statistical and computational barriers by deriving information-theoretic lower bounds, designing and analyzing algorithms matching those bounds, and proving computational lower bounds based on the low-degree polynomials conjecture. In particular, we show that the space of the model parameters (i.e., number of planted submatrices, their dimensions, and elevated mean) can be partitioned into three regions: the impossible regime, where all algorithms fail; the hard regime, where while detection or recovery are statistically possible, we give some evidence that polynomial-time algorithm do not exist; and finally the easy regime, where polynomial-time algorithms exist.

Regression analysis based on many covariates is becoming increasingly common. However, when the number of covariates $p$ is of the same order as the number of observations $n$, statistical protocols like maximum likelihood estimation of regression and nuisance parameters become unreliable due to overfitting. Overfitting typically leads to systematic estimation biases, and to increased estimator variances. It is crucial to be able to correctly quantify these effects, for inference and prediction purposes. In literature, several methods have been proposed to overcome overfitting bias or adjust estimates. The vast majority of these focus on the regression parameters only, either via empirical regularization methods or by expansion for small ratios $p/n$. This failure to correctly estimate also the nuisance parameters may lead to significant errors in outcome predictions. In this paper we use the leave one out method to derive the compact set of non-linear equations for the overfitting biases of maximum likelihood (ML) estimators in parametric regression models, as obtained previously using the replica method. We show that these equations enable one to correct regression and nuisance parameter estimators, and make them asymptotically unbiased. To illustrate the theory we performed simulation studies for multiple regression models. In all cases we find excellent agreement between theory and simulations.

We study the problem of finding maximal exact matches (MEMs) between a query string $Q$ and a labeled graph $G$. MEMs are an important class of seeds, often used in seed-chain-extend type of practical alignment methods because of their strong connections to classical metrics. A principled way to speed up chaining is to limit the number of MEMs by considering only MEMs of length at least $\kappa$ ($\kappa$-MEMs). However, on arbitrary input graphs, the problem of finding MEMs cannot be solved in truly sub-quadratic time under SETH (Equi et al., ICALP 2019) even on acyclic graphs. In this paper we show an $O(n\cdot L \cdot d^{L-1} + m + M_{\kappa,L})$-time algorithm finding all $\kappa$-MEMs between $Q$ and $G$ spanning exactly $L$ nodes in $G$, where $n$ is the total length of node labels, $d$ is the maximum degree of a node in $G$, $m = |Q|$, and $M_{\kappa,L}$ is the number of output MEMs. We use this algorithm to develop a $\kappa$-MEM finding solution on indexable Elastic Founder Graphs (Equi et al., Algorithmica 2022) running in time $O(nH^2 + m + M_\kappa)$, where $H$ is the maximum number of nodes in a block, and $M_\kappa$ is the total number of $\kappa$-MEMs. Our results generalize to the analysis of multiple query strings (MEMs between $G$ and any of the strings). Additionally, we provide some preliminary experimental results showing that the number of graph MEMs is an order of magnitude smaller than the number of string MEMs of the corresponding concatenated collection.

We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in Wasserstein-1 distance even if we know \emph{all} of their moments to multiplicative accuracy $(1\pm2^{-\Omega(1/\epsilon)})$; this result matches an upper bound of Kong and Valiant [Annals of Statistics, 2017]. To obtain our result, we provide a hard instance involving distributions induced by the eigenvalue spectra of carefully constructed graph adjacency matrices. Efficiently approximating such spectra in Wasserstein-1 distance is a well-studied algorithmic problem, and a recent result of Cohen-Steiner et al. [KDD 2018] gives a method based on accurately approximating spectral moments using $2^{O(1/\epsilon)}$ random walks initiated at uniformly random nodes in the graph. As a strengthening of our main result, we show that improving the dependence on $1/\epsilon$ in this result would require a new algorithmic approach. Specifically, no algorithm can compute an $\epsilon$-accurate approximation to the spectrum of a normalized graph adjacency matrix with constant probability, even when given the transcript of $2^{\Omega(1/\epsilon)}$ random walks of length $2^{\Omega(1/\epsilon)}$ started at random nodes.

Variable selection is a procedure to attain the truly important predictors from inputs. Complex nonlinear dependencies and strong coupling pose great challenges for variable selection in high-dimensional data. In addition, real-world applications have increased demands for interpretability of the selection process. A pragmatic approach should not only attain the most predictive covariates, but also provide ample and easy-to-understand grounds for removing certain covariates. In view of these requirements, this paper puts forward an approach for transparent and nonlinear variable selection. In order to transparently decouple information within the input predictors, a three-step heuristic search is designed, via which the input predictors are grouped into four subsets: the relevant to be selected, and the uninformative, redundant, and conditionally independent to be removed. A nonlinear partial correlation coefficient is introduced to better identify the predictors which have nonlinear functional dependence with the response. The proposed method is model-free and the selected subset can be competent input for commonly used predictive models. Experiments demonstrate the superior performance of the proposed method against the state-of-the-art baselines in terms of prediction accuracy and model interpretability.

The unprecedented growth in DNN model complexity, size, and amount of training data has led to a commensurate increase in demand for computing and a search for minimal encoding. Recent research advocates Hybrid Block Floating Point (HBFP) to minimize silicon provisioning in accelerators by converting the majority of arithmetic operations in training to 8-bit fixed point. In this paper, we perform a full-scale exploration of the HBFP design space using mathematical tools to study the interplay among various parameters and identify opportunities for even smaller encodings across layers and epochs. Based on our findings, we propose Accuracy Boosters, an epoch-driven mixed-mantissa HBFP technique that uses 6-bit mantissas only in the last epoch and first/last layers, and 4-bit mantissas for $99.7\%$ of all other arithmetic operations in training. Using analytic models, we show Accuracy Boosters enable increasing arithmetic density for an HBFP training accelerator by up to $21.3\times$ compared to FP32 and up to $4.4\times$ compared to another SOTA format Bfloat16, while preserving or outperforming FP32 accuracy.

The storage, management, and application of massive spatio-temporal data are widely applied in various practical scenarios, including public safety. However, due to the unique spatio-temporal distribution characteristics of re-al-world data, most existing methods have limitations in terms of the spatio-temporal proximity of data and load balancing in distributed storage. There-fore, this paper proposes an efficient partitioning method of large-scale public safety spatio-temporal data based on information loss constraints (IFL-LSTP). The IFL-LSTP model specifically targets large-scale spatio-temporal point da-ta by combining the spatio-temporal partitioning module (STPM) with the graph partitioning module (GPM). This approach can significantly reduce the scale of data while maintaining the model's accuracy, in order to improve the partitioning efficiency. It can also ensure the load balancing of distributed storage while maintaining spatio-temporal proximity of the data partitioning results. This method provides a new solution for distributed storage of mas-sive spatio-temporal data. The experimental results on multiple real-world da-tasets demonstrate the effectiveness and superiority of IFL-LSTP.