We investigate the complexity of computing the Zariski closure of a finitely generated group of matrices. The Zariski closure was previously shown to be computable by Derksen, Jeandel and Koiran, but the termination argument for their algorithm appears not to yield any complexity bound. In this paper we follow a different approach and obtain a bound on the degree of the polynomials that define the closure. Our bound shows that the closure can be computed in elementary time. We describe several applications of this result, e.g., concerning quantum automata and quantum universal gates. We also obtain an upper bound on the length of a strictly increasing chain of linear algebraic groups, all of which are generated over a fixed number field.
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We consider the problem of efficiently inferring interventional distributions in a causal Bayesian network from a finite number of observations. Let $\mathcal{P}$ be a causal model on a set $\mathbf{V}$ of observable variables on a given causal graph $G$. For sets $\mathbf{X},\mathbf{Y}\subseteq \mathbf{V}$, and setting ${\bf x}$ to $\mathbf{X}$, let $P_{\bf x}(\mathbf{Y})$ denote the interventional distribution on $\mathbf{Y}$ with respect to an intervention ${\bf x}$ to variables ${\bf x}$. Shpitser and Pearl (AAAI 2006), building on the work of Tian and Pearl (AAAI 2001), gave an exact characterization of the class of causal graphs for which the interventional distribution $P_{\bf x}({\mathbf{Y}})$ can be uniquely determined. We give the first efficient version of the Shpitser-Pearl algorithm. In particular, under natural assumptions, we give a polynomial-time algorithm that on input a causal graph $G$ on observable variables $\mathbf{V}$, a setting ${\bf x}$ of a set $\mathbf{X} \subseteq \mathbf{V}$ of bounded size, outputs succinct descriptions of both an evaluator and a generator for a distribution $\hat{P}$ that is $\varepsilon$-close (in total variation distance) to $P_{\bf x}({\mathbf{Y}})$ where $Y=\mathbf{V}\setminus \mathbf{X}$, if $P_{\bf x}(\mathbf{Y})$ is identifiable. We also show that when $\mathbf{Y}$ is an arbitrary set, there is no efficient algorithm that outputs an evaluator of a distribution that is $\varepsilon$-close to $P_{\bf x}({\mathbf{Y}})$ unless all problems that have statistical zero-knowledge proofs, including the Graph Isomorphism problem, have efficient randomized algorithms.
A common approach to solve a combinatorial optimization problem is to first solve a continous relaxation and then round the fractional solution. For the latter, the framework of contention resolution schemes (or CR schemes) introduced by Chekuri, Vondrak, and Zenklusen, has become a general and successful tool. A CR scheme takes a fractional point $x$ in a relaxation polytope, rounds each coordinate $x_i$ independently to get a possibly non-feasible set, and then drops some elements in order to satisfy the independence constraints. Intuitively, a CR scheme is $c$-balanced if every element $i$ is selected with probability at least $c \cdot x_i$. It is known that general matroids admit a $(1-1/e)$-balanced CR scheme, and that this is (asymptotically) optimal. This is in particular true for the special case of uniform matroids of rank one. In this work, we provide a simple and explicit monotone CR scheme with a balancedness factor of $1 - e^{-k}k^k/k!$ for uniform matroids of rank $k$ (which matches the balancedness of $1-1/e$ for $k=1$), and show that this is optimal. While this bound can be obtained by combining previously known results, these require defining an exponential-sized linear program and using random sampling and the ellipsoid algorithm. Our procedure, on the other hand, has the advantage of being simple and explicit. Moreover, this scheme generalizes into an optimal CR scheme for partition matroids.
In this article, we provide stability estimates for the finite element discretization of a class of inverse parameter problems of the form $-\nabla\cdot(\mu S) = \g f$ in a domain $\Omega$ of $\R^d$. Here $\mu$ is the unknown parameter to recover, the matrix valued function $S$ and the vector valued distribution $\g f$ are known. As uniqueness is not guaranteed in general for this problem, we prove a Lipschitz-type stability estimate in an hyperplane of $L^2(\Omega)$. This stability is obtained through an adaptation of the so-called discrete \emph{inf-sup} constant or LBB constant to a large class of first-order differential operators. We then provide a simple and original discretization based on hexagonal finite element that satisfies the discrete stability condition and shows corresponding numerical reconstructions. The obtained algebraic inversion method is efficient as it does not require any iterative solving of the forward problem and is very general as it does not require any smoothness hypothesis for the data nor any additional information at the boundary.
Many numerical methods for evaluating matrix functions can be naturally viewed as computational graphs. Rephrasing these methods as directed acyclic graphs (DAGs) is a particularly effective way to study existing techniques, improve them, and eventually derive new ones. As the accuracy of these matrix techniques is determined by the accuracy of their scalar counterparts, the design of algorithms for matrix functions can be viewed as a scalar-valued optimization problem. The derivatives needed during the optimization can be calculated automatically by exploiting the structure of the DAG, in a fashion akin to backpropagation. The Julia package GraphMatFun.jl offers the tools to generate and manipulate computational graphs, to optimize their coefficients, and to generate Julia, MATLAB, and C code to evaluate them efficiently. The software also provides the means to estimate the accuracy of an algorithm and thus obtain numerically reliable methods. For the matrix exponential, for example, using a particular form (degree-optimal) of polynomials produces algorithms that are cheaper, in terms of computational cost, than the Pad\'e-based techniques typically used in mathematical software. The optimized graphs and the corresponding generated code are available online.
In this short note we give a polynomial-time quantum reduction from the vectorization problem (DLP) to the parallelization problem (CDHP) for group actions. Combined with the trivial reduction from par-allelization to vectorization, we thus prove the quantum equivalence of both problems.
Field Programmable Gate Arrays generate algorithmic specific architectures that improve the code's FLOP per watt ratio. Such devices are re-gaining interest due to the rise of new tools that facilitate their programming, such as OmpSs. The computational fluid dynamics community is always investigating new architectures that can improve its algorithm's performance. Commonly, those algorithms have a low arithmetic intensity and only reach a small percentage of the peak performance. The sparse matrix-vector multiplication is one of the most time-consuming operations on unstructured simulations. The matrix's sparsity pattern determines the indirect memory accesses of the multiplying vector. This data path is hard to predict, making traditional implementations fail. In this work, we present an FPGA architecture that maximizes the vector's re-usability by introducing a cache-like architecture. The cache is implemented as a circular list that maintains the BRAM vector components while needed. Following this strategy, up to 16 times of acceleration is obtained compared to a naive implementation of the algorithm.
We present a geometric framework for constructing additive and non-additive stabiliser codes which encompasses stabiliser codes and graphical non-additive stabiliser codes.
Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most widely used notions of metric are the Wasserstein metric and the total variation metric. The next most common way is to compute a divergence between them, and in this case almost every known divergences such as those of Kullback--Leibler, Jensen--Shannon, R\'enyi, and many more, are special cases of the $f$-divergence. Nevertheless these metrics and divergences may only be computed, in fact, are only defined, when the pair of probability measures are on spaces of the same dimension. How would one quantify, say, a KL-divergence between the uniform distribution on the interval $[-1,1]$ and a Gaussian distribution on $\mathbb{R}^3$? We will show that, in a completely natural manner, various common notions of metrics and divergences give rise to a distance between Borel probability measures defined on spaces of different dimensions, e.g., one on $\mathbb{R}^m$ and another on $\mathbb{R}^n$ where $m, n$ are distinct, so as to give a meaningful answer to the previous question.
We are interested in solving decision problem $\exists? t \in \mathbb{N}, \cos t \theta = c$ where $\cos \theta$ and $c$ are algebraic numbers. We call this the $\cos t \theta$ problem. This is an exploration of Diophantine equations with analytic functions. Polynomial, exponential with real base and cosine function are closely related to this decision problem: $ \exists ? t \in \mathbb{N}, u^T M^t v = 0$ where $u, v \in \mathbb{Q}^n, M \in \mathbb{Q}^{n\times n}$. This problem is also known as "Skolem problem" and is useful in verification of linear systems. Its decidability remains unknown. Single variable Diophantine equations with exponential function with real algebraic base and $\cos t \theta$ function with $\theta$ a rational multiple of $\pi$ is decidable. This idea is central in proving the decidability of Skolem problem when the eigenvalues of $M$ are roots of real numbers. The main difficulty with the cases when eigenvalues are not roots of reals is that even for small order cases decidability requires application of trancendental number theory which does not scale for higher order cases. We provide a first attempt to overcome that by providing a $PTIME$ algorithm for $\cos t \theta$ when $\theta$ is not a rational multiple of $\pi$. We do so without using techniques from transcendental number theory. \par One of the main difficulty in Diophantine equations is being unable to use tools from calculus to solve this equation as the domain of variable is $\mathbb{N}$. We also provide an attempt to overcome that by providing reduction of Skolem problem to solving a one variable equation (which involves polynomials, exponentials with real bases and $\cos t \theta$ function with $t$ ranging over reals and $\theta \in [0, \pi]$) over reals.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
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