Scattered polynomials of a given index over finite fields are intriguing rare objects with many connections within mathematics. Of particular interest are the exceptional ones, as defined in 2018 by the first author and Zhou, for which partial classification results are known. In this paper we propose a unified algebraic description of $\mathbb{F}_{q^n}$-linear maximum rank distance codes, introducing the notion of exceptional linear maximum rank distance codes of a given index. Such a connection naturally extends the notion of exceptionality for a scattered polynomial in the rank metric framework and provides a generalization of Moore sets in the monomial MRD context. We move towards the classification of exceptional linear MRD codes, by showing that the ones of index zero are generalized Gabidulin codes and proving that in the positive index case the code contains an exceptional scattered polynomial of the same index.
相關內容
We prove new bounds on the distributed fractional coloring problem in the LOCAL model. Fractional $c$-colorings can be understood as multicolorings as follows. For some natural numbers $p$ and $q$ such that $p/q\leq c$, each node $v$ is assigned a set of at least $q$ colors from $\{1,\dots,p\}$ such that adjacent nodes are assigned disjoint sets of colors. The minimum $c$ for which a fractional $c$-coloring of a graph $G$ exists is called the fractional chromatic number $\chi_f(G)$ of $G$. Recently, [Bousquet, Esperet, and Pirot; SIROCCO '21] showed that for any constant $\epsilon>0$, a fractional $(\Delta+\epsilon)$-coloring can be computed in $\Delta^{O(\Delta)} + O(\Delta\cdot\log^* n)$ rounds. We show that such a coloring can be computed in only $O(\log^2 \Delta)$ rounds, without any dependency on $n$. We further show that in $O\big(\frac{\log n}{\epsilon}\big)$ rounds, it is possible to compute a fractional $(1+\epsilon)\chi_f(G)$-coloring, even if the fractional chromatic number $\chi_f(G)$ is not known. That is, this problem can be approximated arbitrarily well by an efficient algorithm in the LOCAL model. For the standard coloring problem, it is only known that an $O\big(\frac{\log n}{\log\log n}\big)$-approximation can be computed in polylogarithmic time in the LOCAL model. We also show that our distributed fractional coloring approximation algorithm is best possible. We show that in trees, which have fractional chromatic number $2$, computing a fractional $(2+\epsilon)$-coloring requires at least $\Omega\big(\frac{\log n}{\epsilon}\big)$ rounds. We finally study fractional colorings of regular grids. In [Bousquet, Esperet, and Pirot; SIROCCO '21], it is shown that in regular grids of bounded dimension, a fractional $(2+\epsilon)$-coloring can be computed in time $O(\log^* n)$. We show that such a coloring can even be computed in $O(1)$ rounds in the LOCAL model.
We introduce a procedure for conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This estimator minimizes a new general excess risk bound for statistical learning. On standard examples, this bound scales as $d/n$ with $d$ the model dimension and $n$ the sample size, and critically remains valid under model misspecification. Being an improper (out-of-model) procedure, SMP improves over within-model estimators such as the maximum likelihood estimator, whose excess risk degrades under misspecification. Compared to approaches reducing to the sequential problem, our bounds remove suboptimal $\log n$ factors and can handle unbounded classes. For the Gaussian linear model, the predictions and risk bound of SMP are governed by leverage scores of covariates, nearly matching the optimal risk in the well-specified case without conditions on the noise variance or approximation error of the linear model. For logistic regression, SMP provides a non-Bayesian approach to calibration of probabilistic predictions relying on virtual samples, and can be computed by solving two logistic regressions. It achieves a non-asymptotic excess risk of $O((d + B^2R^2)/n)$, where $R$ bounds the norm of features and $B$ that of the comparison parameter; by contrast, no within-model estimator can achieve better rate than $\min({B R}/{\sqrt{n}}, {d e^{BR}}/{n} )$ in general. This provides a more practical alternative to Bayesian approaches, which require approximate posterior sampling, thereby partly addressing a question raised by Foster et al. (2018).
Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning and covariate shift adaptation. In this work, we consider a generalized setting where given samples from multiple distributions $p_1, \ldots, p_k$ (for $k > 2$), we aim to efficiently estimate the density ratios between all pairs of distributions. Such a generalization leads to important new applications such as estimating statistical discrepancy among multiple random variables like multi-distribution $f$-divergence, and bias correction via multiple importance sampling. We then develop a general framework from the perspective of Bregman divergence minimization, where each strictly convex multivariate function induces a proper loss for multi-distribution DRE. Moreover, we rederive the theoretical connection between multi-distribution density ratio estimation and class probability estimation, justifying the use of any strictly proper scoring rule composite with a link function for multi-distribution DRE. We show that our framework leads to methods that strictly generalize their counterparts in binary DRE, as well as new methods that show comparable or superior performance on various downstream tasks.
A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable and conceptually attractive to model physical phenomena due to their interpretation in terms of a hidden Markov structure. Three recent extensions of regular phase-type distributions give rise to models which allow for heavy tails: discrete- or continuous-scaling; fractional-time semi-Markov extensions; and inhomogeneous time-change of the underlying Markov process. In this paper, we present a unifying theory for heavy-tailed phase-type distributions for which all three approaches are particular cases. Our main objective is to provide useful models for heavy-tailed phase-type distributions, but any other tail behavior is also captured by our specification. We provide relevant new examples and also show how existing approaches are naturally embedded. Subsequently, two multivariate extensions are presented, inspired by the univariate construction which can be considered as a matrix version of a frailty model. We provide fully explicit EM-algorithms for all models and illustrate them using synthetic and real-life data.
The mean width of a convex body is the average distance between parallel supporting hyperplanes when the normal direction is chosen uniformly over the sphere. The Simplex Mean Width Conjecture (SMWC) is a longstanding open problem that says the regular simplex has maximum mean width of all simplices contained in the unit ball and is unique up to isometry. We give a self contained proof of the SMWC in $d$ dimensions. The main idea is that when discussing mean width, $d+1$ vertices $v_i\in\mathbb{S}^{d-1}$ naturally divide $\mathbb{S}^{d-1}$ into $d+1$ Voronoi cells and conversely any partition of $\mathbb{S}^{d-1}$ points to selecting the centroids of regions as vertices. We will show that these two conditions are enough to ensure that a simplex with maximum mean width is a regular simplex.
Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say $k$, is a fixed integer, Pearson's chi-squared test statistic converges in distribution to a chi-squared distribution with $k-1$ degrees of freedom when the sample size $n$ goes to infinity. In real applications, the number $k$ often changes with $n$ and may be even much larger than $n$. By using the martingale techniques, we prove that Pearson's chi-squared test statistic converges to the normal under quite general conditions. We also propose a new test statistic which is more powerful than chi-squared test statistic based on our simulation study. A real application to lottery data is provided to illustrate our methodology.
This paper gives a new approach for the maximum likelihood estimation of the joint of the location and scale of the Cauchy distribution. We regard the joint as a single complex parameter and derive a new form of the likelihood equation of a complex variable. Based on the equation, we provide a new iterative scheme approximating the maximum likelihood estimate. We also handle the equation in an algebraic manner and derive a polynomial containing the maximum likelihood estimate as a root. This algebraic approach provides another scheme approximating the maximum likelihood estimate by root-finding algorithms for polynomials, and furthermore, gives non-existence of closed-form formulae for the case that the sample size is five. We finally provide some numerical examples to show our method is effective.
We consider the L(p,q)-Edge-Labelling problem, which is the edge variant of the well-known L(p,q)-Labelling problem. So far, the complexity of this problem was only partially classified. We complete this study for all nonnegative p and q, by showing that, whenever (p,q) is not (0,0), L(p,q)-Edge-Labelling problem is NP-complete. We do this by proving that for all nonnegative p and q, except p=q=0, there exists an integer k so that L(p,q)-Edge-k-Labelling is NP-complete.
Homology features of spaces which appear in many applications, for instance 3D meshes, are among the most important topological properties of these objects. Given a non-trivial cycle in a homology class, we consider the problem of computing a representative in that homology class which is optimal. We study two measures of optimality, namely, the lexicographic order of cycles (the lex-optimal cycle) and the bottleneck norm (a bottleneck-optimal cycle). We give a simple algorithm for computing the lex-optimal cycle for a 1-homology class in a surface. In contrast to this, our main result is that, in the case of 3-manifolds of size $n^2$ in the Euclidean 3-space, the problem of finding a bottleneck optimal cycle cannot be solved more efficiently than solving a system of linear equations with a $n \times n$ sparse matrix. From this reduction, we deduce several hardness results. Most notably, we show that for 3-manifolds given as a subset of the 3-space (of size $n^2$), persistent homology computations are at least as hard as matrix multiplication while ordinary homology computations can be done in $O(n^2 \log n)$ time. This is the first such distinction between these two computations. Moreover, it follows that the same disparity exists between the height persistent homology computation and general sub-level set persistent homology computation for simplicial complexes in the 3-space.
BCH codes are an interesting class of cyclic codes due to their efficient encoding and decoding algorithms. In many cases, BCH codes are the best linear codes. However, the dimension and minimum distance of BCH codes have been seldom solved. Until now, there have been few results on BCH codes over $\gf(q)$ with length $q^m+1$, especially when $q$ is a prime power and $m$ is even. The objective of this paper is to study BCH codes of this type over finite fields and analyse their parameters. The BCH codes presented in this paper have good parameters in general, and contain many optimal linear codes.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191