This paper proposes a Generalized Power Method (GPM) to tackle the problem of community detection and group synchronization simultaneously in a direct non-convex manner. Under the stochastic group block model (SGBM), theoretical analysis indicates that the algorithm is able to exactly recover the ground truth in $O(n\log^2n)$ time, sharply outperforming the benchmark method of semidefinite programming (SDP) in $O(n^{3.5})$ time. Moreover, a lower bound of parameters is given as a necessary condition for exact recovery of GPM. The new bound breaches the information-theoretic threshold for pure community detection under the stochastic block model (SBM), thus demonstrating the superiority of our simultaneous optimization algorithm over the trivial two-stage method which performs the two tasks in succession. We also conduct numerical experiments on GPM and SDP to evidence and complement our theoretical analysis.
Anomaly detection among a large number of processes arises in many applications ranging from dynamic spectrum access to cybersecurity. In such problems one can often obtain noisy observations aggregated from a chosen subset of processes that conforms to a tree structure. The distribution of these observations, based on which the presence of anomalies is detected, may be only partially known. This gives rise to the need for a search strategy designed to account for both the sample complexity and the detection accuracy, as well as cope with statistical models that are known only up to some missing parameters. In this work we propose a sequential search strategy using two variations of the Generalized Local Likelihood Ratio statistic. Our proposed Hierarchical Dynamic Search (HDS) strategy is shown to be order-optimal with respect to the size of the search space and asymptotically optimal with respect to the detection accuracy. An explicit upper bound on the error probability of HDS is established for the finite sample regime. Extensive experiments are conducted, demonstrating the performance gains of HDS over existing methods.
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important settings such as smooth convex optimization, two-player zero-sum games, convex-concave saddle point problems, etc. The extragradient method by Korpelevich [1976] is one of the most popular methods for solving monotone variational inequalities. Despite its long history and intensive attention from the optimization and machine learning community, the following major problem remains open. What is the last-iterate convergence rate of the extragradient method for monotone and Lipschitz variational inequalities with constraints? We resolve this open problem by showing a tight $O\left(\frac{1}{\sqrt{T}}\right)$ last-iterate convergence rate for arbitrary convex feasible sets, which matches the lower bound by Golowich et al. [2020]. Our rate is measured in terms of the standard gap function. The technical core of our result is the monotonicity of a new performance measure -- the tangent residual, which can be viewed as an adaptation of the norm of the operator that takes the local constraints into account. To establish the monotonicity, we develop a new approach that combines the power of the sum-of-squares programming with the low dimensionality of the update rule of the extragradient method. We believe our approach has many additional applications in the analysis of iterative methods.
We study streaming algorithms in the white-box adversarial model, where the stream is chosen adaptively by an adversary who observes the entire internal state of the algorithm at each time step. We show that nontrivial algorithms are still possible. We first give a randomized algorithm for the $L_1$-heavy hitters problem that outperforms the optimal deterministic Misra-Gries algorithm on long streams. If the white-box adversary is computationally bounded, we use cryptographic techniques to reduce the memory of our $L_1$-heavy hitters algorithm even further and to design a number of additional algorithms for graph, string, and linear algebra problems. The existence of such algorithms is surprising, as the streaming algorithm does not even have a secret key in this model, i.e., its state is entirely known to the adversary. One algorithm we design is for estimating the number of distinct elements in a stream with insertions and deletions achieving a multiplicative approximation and sublinear space; such an algorithm is impossible for deterministic algorithms. We also give a general technique that translates any two-player deterministic communication lower bound to a lower bound for {\it randomized} algorithms robust to a white-box adversary. In particular, our results show that for all $p\ge 0$, there exists a constant $C_p>1$ such that any $C_p$-approximation algorithm for $F_p$ moment estimation in insertion-only streams with a white-box adversary requires $\Omega(n)$ space for a universe of size $n$. Similarly, there is a constant $C>1$ such that any $C$-approximation algorithm in an insertion-only stream for matrix rank requires $\Omega(n)$ space with a white-box adversary. Our algorithmic results based on cryptography thus show a separation between computationally bounded and unbounded adversaries. (Abstract shortened to meet arXiv limits.)
Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory of functional a posteriori error estimates, for which guaranteed upper bounds for the primal and dual variables and two-sided bounds for the primal-dual pair are obtained. We improve on the abstract results obtained with the functional approach by proposing four different ways of estimating the residual errors based on the extent the approximate solution has conservation properties, i.e.: (1) no conservation, (2) subdomain conservation, (3) grid-level conservation, and (4) exact conservation. This treatment results in sharper and fully computable estimates when mass is conserved either at the grid level or exactly, with a comparable structure to those obtained from grid-based a posteriori techniques. We demonstrate the practical effectiveness of our theoretical results through numerical experiments using four different discretization methods for synthetic problems and applications based on benchmarks of flow in fractured porous media.
In this paper, we propose M$^2$BEV, a unified framework that jointly performs 3D object detection and map segmentation in the Birds Eye View~(BEV) space with multi-camera image inputs. Unlike the majority of previous works which separately process detection and segmentation, M$^2$BEV infers both tasks with a unified model and improves efficiency. M$^2$BEV efficiently transforms multi-view 2D image features into the 3D BEV feature in ego-car coordinates. Such BEV representation is important as it enables different tasks to share a single encoder. Our framework further contains four important designs that benefit both accuracy and efficiency: (1) An efficient BEV encoder design that reduces the spatial dimension of a voxel feature map. (2) A dynamic box assignment strategy that uses learning-to-match to assign ground-truth 3D boxes with anchors. (3) A BEV centerness re-weighting that reinforces with larger weights for more distant predictions, and (4) Large-scale 2D detection pre-training and auxiliary supervision. We show that these designs significantly benefit the ill-posed camera-based 3D perception tasks where depth information is missing. M$^2$BEV is memory efficient, allowing significantly higher resolution images as input, with faster inference speed. Experiments on nuScenes show that M$^2$BEV achieves state-of-the-art results in both 3D object detection and BEV segmentation, with the best single model achieving 42.5 mAP and 57.0 mIoU in these two tasks, respectively.
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.
The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data that may not be sparse; however, existing results depend on the independent setting of samples. In this study, we analyze a linear regression model with dependent time series data under over-parameterization settings. We consider an estimator via interpolation and developed a theory for excess risk of the estimator under multiple dependence types. This theory can treat infinite-dimensional data without sparsity and handle long-memory processes in a unified manner. Moreover, we bound the risk in our theory via the integrated covariance and nondegeneracy of autocorrelation matrices. The results show that the convergence rate of risks with short-memory processes is identical to that of cases with independent data, while long-memory processes slow the convergence rate. We also present several examples of specific dependent processes that can be applied to our setting.
Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem of estimation of $f(\theta)$ for a functional $f:E\mapsto {\mathbb R}$ of some smoothness $s>0$ based on an observation $X^{(n)}\sim P_{\theta}^{(n)}.$ Assuming that there exists an estimator $\hat \theta_n=\hat \theta_n(X^{(n)})$ of parameter $\theta$ such that $\sqrt{n}(\hat \theta_n-\theta)$ is sufficiently close in distribution to a mean zero Gaussian random vector in $E,$ we construct a functional $g:E\mapsto {\mathbb R}$ such that $g(\hat \theta_n)$ is an asymptotically normal estimator of $f(\theta)$ with $\sqrt{n}$ rate provided that $s>\frac{1}{1-\alpha}$ and $d\leq n^{\alpha}$ for some $\alpha\in (0,1).$ We also derive general upper bounds on Orlicz norm error rates for estimator $g(\hat \theta)$ depending on smoothness $s,$ dimension $d,$ sample size $n$ and the accuracy of normal approximation of $\sqrt{n}(\hat \theta_n-\theta).$ In particular, this approach yields asymptotically efficient estimators in some high-dimensional exponential models.
Extracting non-Gaussian information from the non-linear regime of structure formation is key to fully exploiting the rich data from upcoming cosmological surveys probing the large-scale structure of the universe. However, due to theoretical and computational complexities, this remains one of the main challenges in analyzing observational data. We present a set of summary statistics for cosmological matter fields based on 3D wavelets to tackle this challenge. These statistics are computed as the spatial average of the complex modulus of the 3D wavelet transform raised to a power $q$ and are therefore known as invariant wavelet moments. The 3D wavelets are constructed to be radially band-limited and separable on a spherical polar grid and come in three types: isotropic, oriented, and harmonic. In the Fisher forecast framework, we evaluate the performance of these summary statistics on matter fields from the Quijote suite, where they are shown to reach state-of-the-art parameter constraints on the base $\Lambda$CDM parameters, as well as the sum of neutrino masses. We show that we can improve constraints by a factor 5 to 10 in all parameters with respect to the power spectrum baseline.
In this paper, two reputation based algorithms called Reputation and audit based clustering (RAC) algorithm and Reputation and audit based clustering with auxiliary anchor node (RACA) algorithm are proposed to defend against Byzantine attacks in distributed detection networks when the fusion center (FC) has no prior knowledge of the attacking strategy of Byzantine nodes. By updating the reputation index of the sensors in cluster-based networks, the system can accurately identify Byzantine nodes. The simulation results show that both proposed algorithms have superior detection performance compared with other algorithms. The proposed RACA algorithm works well even when the number of Byzantine nodes exceeds half of the total number of sensors in the network. Furthermore, the robustness of our proposed algorithms is evaluated in a dynamically changing scenario, where the attacking parameters change over time. We show that our algorithms can still achieve superior detection performance.