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In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\, s)=\mathbb{E}[G_t G_s]$ can be decomposed into two parts, one of which coincides with that of fractional Brownian motion and the other is bounded by $(ts)^{H-1}$ with $H\in (\frac12,\,1)$, up to a constant factor. In this paper, we investigate the same problem but with the assumption of $H\in (0,\,\frac12)$. It is well known that there is a significant difference between the Hilbert space associated with the fractional Gaussian processes in the case of $H\in (\frac12, 1)$ and that of $H\in (0, \frac12)$. The starting point of this paper is a new relationship between the inner product of $\mathfrak{H}$ associated with the Gaussian process $(G_t)_{t\ge 0}$ and that of the Hilbert space $\mathfrak{H}_1$ associated with the fractional Brownian motion $(B^{H}_t)_{t\ge 0}$. Then we prove the strong consistency with $H\in (0, \frac12)$, and the asymptotic normality and the Berry-Ess\'{e}en bounds with $H\in (0,\frac38)$ for both the least squares estimator and the moment estimator of the drift parameter constructed from the continuous observations. A good many inequality estimates are involved in and we also make use of the estimation of the inner product based on the results of $\mathfrak{H}_1$ in Hu, Nualart and Zhou 2019.

Let $Q_{n}^{r}$ be the graph with vertex set $\{-1,1\}^{n}$ in which two vertices are joined if their Hamming distance is at most $r$. The edge-isoperimetric problem for $Q_{n}^{r}$ is that: For every $(n,r,M)$ such that $1\le r\le n$ and $1\le M\le2^{n}$, determine the minimum edge-boundary size of a subset of vertices of $Q_{n}^{r}$ with a given size $M$. In this paper, we apply two different approaches to prove bounds for this problem. The first approach is a linear programming approach and the second is a probabilistic approach. Our bound derived by the first approach generalizes the tight bound for $M=2^{n-1}$ derived by Kahn, Kalai, and Linial in 1989. Moreover, our bound is also tight for $M=2^{n-2}$ and $r\le\frac{n}{2}-1$. Our bounds derived by the second approach are expressed in terms of the \emph{noise stability}, and they are shown to be asymptotically tight as $n\to\infty$ when $r=2\lfloor\frac{\beta n}{2}\rfloor+1$ and $M=\lfloor\alpha2^{n}\rfloor$ for fixed $\alpha,\beta\in(0,1)$, and is tight up to a factor $2$ when $r=2\lfloor\frac{\beta n}{2}\rfloor$ and $M=\lfloor\alpha2^{n}\rfloor$. In fact, the edge-isoperimetric problem is equivalent to a ball-noise stability problem which is a variant of the traditional (i.i.d.-) noise stability problem. Our results can be interpreted as bounds for the ball-noise stability problem.

In this paper we prove upper and lower bounds on the minimal spherical dispersion. In particular, we see that the inverse $N(\varepsilon,d)$ of the minimal spherical dispersion is, for fixed $\varepsilon>0$, up to logarithmic terms linear in the dimension $d$. We also derive upper and lower bounds on the expected dispersion for points chosen independently and uniformly at random from the Euclidean unit sphere.

The paper concerns convergence and asymptotic statistics for stochastic approximation driven by Markovian noise: $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) \,,\quad n\ge 0, $$ in which each $\theta_n\in\Re^d$, $ \{ \Phi_n \}$ is a Markov chain on a general state space X with stationary distribution $\pi$, and $f:\Re^d\times \text{X} \to\Re^d$. In addition to standard Lipschitz bounds on $f$, and conditions on the vanishing step-size sequence $\{\alpha_n\}$, it is assumed that the associated ODE is globally asymptotically stable with stationary point denoted $\theta^*$, where $\bar f(\theta)=E[f(\theta,\Phi)]$ with $\Phi\sim\pi$. Moreover, the ODE@$\infty$ defined with respect to the vector field, $$ \bar f_\infty(\theta):= \lim_{r\to\infty} r^{-1} \bar f(r\theta) \,,\qquad \theta\in\Re^d, $$ is asymptotically stable. The main contributions are summarized as follows: (i) The sequence $\theta$ is convergent if $\Phi$ is geometrically ergodic, and subject to compatible bounds on $f$. The remaining results are established under a stronger assumption on the Markov chain: A slightly weaker version of the Donsker-Varadhan Lyapunov drift condition known as (DV3). (ii) A Lyapunov function is constructed for the joint process $\{\theta_n,\Phi_n\}$ that implies convergence of $\{ \theta_n\}$ in $L_4$. (iii) A functional CLT is established, as well as the usual one-dimensional CLT for the normalized error $z_n:= (\theta_n-\theta^*)/\sqrt{\alpha_n}$. Moment bounds combined with the CLT imply convergence of the normalized covariance, $$ \lim_{n \to \infty} E [ z_n z_n^T ] = \Sigma_\theta, $$ where $\Sigma_\theta$ is the asymptotic covariance appearing in the CLT. (iv) An example is provided where the Markov chain $\Phi$ is geometrically ergodic but it does not satisfy (DV3). While the algorithm is convergent, the second moment is unbounded.

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.

In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes referred to as manifold learning) assume that the scattered input data is lying on a lower dimensional manifold, thus the high dimensionality problem can be overcome by learning the lower dimensionality behavior. However, in real life applications, data is often very noisy. In this work, we propose a method to approximate $\mathcal{M}$ a $d$-dimensional $C^{m+1}$ smooth submanifold of $\mathbb{R}^n$ ($d \ll n$) based upon noisy scattered data points (i.e., a data cloud). We assume that the data points are located "near" the lower dimensional manifold and suggest a non-linear moving least-squares projection on an approximating $d$-dimensional manifold. Under some mild assumptions, the resulting approximant is shown to be infinitely smooth and of high approximation order (i.e., $O(h^{m+1})$, where $h$ is the fill distance and $m$ is the degree of the local polynomial approximation). The method presented here assumes no analytic knowledge of the approximated manifold and the approximation algorithm is linear in the large dimension $n$. Furthermore, the approximating manifold can serve as a framework to perform operations directly on the high dimensional data in a computationally efficient manner. This way, the preparatory step of dimension reduction, which induces distortions to the data, can be avoided altogether.

We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.

Seam-cutting and seam-driven techniques have been proven effective for handling imperfect image series in image stitching. Generally, seam-driven is to utilize seam-cutting to find a best seam from one or finite alignment hypotheses based on a predefined seam quality metric. However, the quality metrics in most methods are defined to measure the average performance of the pixels on the seam without considering the relevance and variance among them. This may cause that the seam with the minimal measure is not optimal (perception-inconsistent) in human perception. In this paper, we propose a novel coarse-to-fine seam estimation method which applies the evaluation in a different way. For pixels on the seam, we develop a patch-point evaluation algorithm concentrating more on the correlation and variation of them. The evaluations are then used to recalculate the difference map of the overlapping region and reestimate a stitching seam. This evaluation-reestimation procedure iterates until the current seam changes negligibly comparing with the previous seams. Experiments show that our proposed method can finally find a nearly perception-consistent seam after several iterations, which outperforms the conventional seam-cutting and other seam-driven methods.

This work considers the problem of provably optimal reinforcement learning for episodic finite horizon MDPs, i.e. how an agent learns to maximize his/her long term reward in an uncertain environment. The main contribution is in providing a novel algorithm --- Variance-reduced Upper Confidence Q-learning (vUCQ) --- which enjoys a regret bound of $\widetilde{O}(\sqrt{HSAT} + H^5SA)$, where the $T$ is the number of time steps the agent acts in the MDP, $S$ is the number of states, $A$ is the number of actions, and $H$ is the (episodic) horizon time. This is the first regret bound that is both sub-linear in the model size and asymptotically optimal. The algorithm is sub-linear in that the time to achieve $\epsilon$-average regret for any constant $\epsilon$ is $O(SA)$, which is a number of samples that is far less than that required to learn any non-trivial estimate of the transition model (the transition model is specified by $O(S^2A)$ parameters). The importance of sub-linear algorithms is largely the motivation for algorithms such as $Q$-learning and other "model free" approaches. vUCQ algorithm also enjoys minimax optimal regret in the long run, matching the $\Omega(\sqrt{HSAT})$ lower bound. Variance-reduced Upper Confidence Q-learning (vUCQ) is a successive refinement method in which the algorithm reduces the variance in $Q$-value estimates and couples this estimation scheme with an upper confidence based algorithm. Technically, the coupling of both of these techniques is what leads to the algorithm enjoying both the sub-linear regret property and the asymptotically optimal regret.

Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.