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The Rabin tree theorem yields an algorithm to solve the satisfiability problem for monadic second-order logic over infinite trees. Here we solve the probabilistic variant of this problem. Namely, we show how to compute the probability that a randomly chosen tree satisfies a given formula. We additionally show that this probability is an algebraic number. This closes a line of research where similar results were shown for formalisms weaker than the full monadic second-order logic.

Noiseless compressive sensing is a protocol that enables undersampling and later recovery of a signal without loss of information. This compression is possible because the signal is usually sufficiently sparse in a given basis. Currently, the algorithm offering the best tradeoff between compression rate, robustness, and speed for compressive sensing is the LASSO (l1-norm bias) algorithm. However, many studies have pointed out the possibility that the implementation of lp-norms biases, with p smaller than one, could give better performance while sacrificing convexity. In this work, we focus specifically on the extreme case of the l0-based reconstruction, a task that is complicated by the discontinuity of the loss. In the first part of the paper, we describe via statistical physics methods, and in particular the replica method, how the solutions to this optimization problem are arranged in a clustered structure. We observe two distinct regimes: one at low compression rate where the signal can be recovered exactly, and one at high compression rate where the signal cannot be recovered accurately. In the second part, we present two message-passing algorithms based on our first results for the l0-norm optimization problem. The proposed algorithms are able to recover the signal at compression rates higher than the ones achieved by LASSO while being computationally efficient.

Decentralized minimax optimization has been actively studied in the past few years due to its application in a wide range of machine learning models. However, the current theoretical understanding of its convergence rate is far from satisfactory since existing works only focus on the nonconvex-strongly-concave problem. This motivates us to study decentralized minimax optimization algorithms for the nonconvex-nonconcave problem. To this end, we develop two novel decentralized stochastic variance-reduced gradient descent ascent algorithms for the finite-sum nonconvex-nonconcave problem that satisfies the Polyak-{\L}ojasiewicz (PL) condition. In particular, our theoretical analyses demonstrate how to conduct local updates and perform communication to achieve the linear convergence rate. To the best of our knowledge, this is the first work achieving linear convergence rates for decentralized nonconvex-nonconcave problems. Finally, we verify the performance of our algorithms on both synthetic and real-world datasets. The experimental results confirm the efficacy of our algorithms.

On Bakhvalov-type mesh, uniform convergence analysis of finite element method for a 2-D singularly perturbed convection-diffusion problem with exponential layers is still an open problem. Previous attempts have been unsuccessful. The primary challenges are the width of the mesh subdomain in the layer adjacent to the transition point, the restriction of the Dirichlet boundary condition, and the structure of exponential layers. To address these challenges, a novel analysis technique is introduced for the first time, which takes full advantage of the characteristics of interpolation and the connection between the smooth function and the layer function on the boundary. Utilizing this technique in conjunction with a new interpolation featuring a simple structure, uniform convergence of optimal order k+1 under an energy norm can be proven for finite element method of any order k. Numerical experiments confirm our theoretical results.

Sorting is a fundamental algorithmic pre-processing technique which often allows to represent data more compactly and, at the same time, speeds up search queries on it. In this paper, we focus on the well-studied problem of sorting and indexing string sets. Since the introduction of suffix trees in 1973, dozens of suffix sorting algorithms have been described in the literature. In 2017, these techniques were extended to sets of strings described by means of finite automata: the theory of Wheeler graphs [Gagie et al., TCS'17] introduced automata whose states can be totally-sorted according to the co-lexicographic (co-lex in the following) order of the prefixes of words accepted by the automaton. More recently, in [Cotumaccio, Prezza, SODA'21] it was shown how to extend these ideas to arbitrary automata by means of partial co-lex orders. This work showed that a co-lex order of minimum width (thus optimizing search query times) on deterministic finite automata (DFAs) can be computed in $O(m^2 + n^{5/2})$ time, $m$ being the number of transitions and $n$ the number of states of the input DFA. In this paper, we exhibit new combinatorial properties of the minimum-width co-lex order of DFAs and exploit them to design faster prefix sorting algorithms. In particular, we describe two algorithms sorting arbitrary DFAs in $O(mn)$ and $O(n^2\log n)$ time, respectively, and an algorithm sorting acyclic DFAs in $O(m\log n)$ time. Within these running times, all algorithms compute also a smallest chain partition of the partial order (required to index the DFA). We present an experiment result to show that an optimized implementation of the $O(n^2\log n)$-time algorithm exhibits a nearly-linear behaviour on large deterministic pan-genomic graphs and is thus also of practical interest.

This paper proposes a natural evolution strategy (NES) for mixed-integer black-box optimization (MI-BBO) that appears in real-world problems such as hyperparameter optimization of machine learning and materials design. This problem is difficult to optimize because plateaus where the values do not change appear when the integer variables are relaxed to the continuous ones. CMA-ES w. Margin that addresses the plateaus reportedly showed good performance on MI-BBO benchmark problems. However, it has been observed that the search performance of CMA-ES w. Margin deteriorates when continuous variables contribute more to the objective function value than integer ones. In order to address the problem of CMA-ES w. Margin, we propose Distance-weighted eXponential Natural Evolution Strategy taking account of Implicit Constraint and Integer (DX-NES-ICI). We compare the search performance of DX-NES-ICI with that of CMA-ES w. Margin through numerical experiments. As a result, DX-NES-ICI was up to 3.7 times better than CMA-ES w. Margin in terms of a rate of finding the optimal solutions on benchmark problems where continuous variables contribute more to the objective function value than integer ones. DX-NES-ICI also outperformed CMA-ES w. Margin on problems where CMA-ES w. Margin originally showed good performance.

In this paper, we consider the steps to be followed in the analysis and interpretation of the quantization problem related to the $C_{2,8}$ channel, where the Fuchsian differential equations, the generators of the Fuchsian groups, and the tessellations associated with the cases $g=2$ and $g=3$, related to the hyperbolic case, are determined. In order to obtain these results, it is necessary to determine the genus $g$ of each surface on which this channel may be embedded. After that, the procedure is to determine the algebraic structure (Fuchsian group generators) associated with the fundamental region of each surface. To achieve this goal, an associated linear second-order Fuchsian differential equation whose linearly independent solutions provide the generators of this Fuchsian group is devised. In addition, the tessellations associated with each analyzed case are identified. These structures are identified in four situations, divided into two cases $(g=2$ and $g=3)$, obtaining, therefore, both algebraic and geometric characterizations associated with quantizing the $C_{2,8}$ channel.

A novel stochastic optimization method called MAC was suggested. The method is based on the calculation of the objective function at several random points and then an empirical expected value and an empirical covariance matrix are calculated. The empirical expected value is proven to converge to the optimum value of the problem. The MAC algorithm was encoded in Matlab and the code was tested on 20 test problems. Its performance was compared with those of the interior point method (Matlab name: fmincon), simplex, pattern search (PS), simulated annealing (SA), particle swarm optimization (PSO), and genetic algorithm (GA) methods. The MAC method failed two test functions and provided inaccurate results on four other test functions. However, it provided accurate results and required much less CPU time than the widely used optimization methods on the other 14 test functions.

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.