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We are interested in the optimization of convex domains under a PDE constraint. Due to the difficulties of approximating convex domains in $\mathbb{R}^3$, the restriction to rotationally symmetric domains is used to reduce shape optimization problems to a two-dimensional setting. For the optimization of an eigenvalue arising in a problem of optimal insulation, the existence of an optimal domain is proven. An algorithm is proposed that can be applied to general shape optimization problems under the geometric constraints of convexity and rotational symmetry. The approximated optimal domains for the eigenvalue problem in optimal insulation are discussed.

Gaussian covariance graph model is a popular model in revealing underlying dependency structures among random variables. A Bayesian approach to the estimation of covariance structures uses priors that force zeros on some off-diagonal entries of covariance matrices and put a positive definite constraint on matrices. In this paper, we consider a spike and slab prior on off-diagonal entries, which uses a mixture of point-mass and normal distribution. The point-mass naturally introduces sparsity to covariance structures so that the resulting posterior from this prior renders covariance structure learning. Under this prior, we calculate posterior model probabilities of covariance structures using Laplace approximation. We show that the error due to Laplace approximation becomes asymptotically marginal at some rate depending on the posterior convergence rate of covariance matrix under the Frobenius norm. With the approximated posterior model probabilities, we propose a new framework for estimating a covariance structure. Since the Laplace approximation is done around the mode of conditional posterior of covariance matrix, which cannot be obtained in the closed form, we propose a block coordinate descent algorithm to find the mode and show that the covariance matrix can be estimated using this algorithm once the structure is chosen. Through a simulation study based on five numerical models, we show that the proposed method outperforms graphical lasso and sample covariance matrix in terms of root mean squared error, max norm, spectral norm, specificity, and sensitivity. Also, the advantage of the proposed method is demonstrated in terms of accuracy compared to our competitors when it is applied to linear discriminant analysis (LDA) classification to breast cancer diagnostic dataset.

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. An adaptive finite element method driven by an a posteriori error estimator for the error in the parameters is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error.

In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular we obtain improved dynamic algorithms that, given an unweighted and undirected graph $G=(V,E)$ undergoing edge insertions and deletions, and a parameter $0 < \epsilon \leq 1$, maintain $(1+\epsilon)$-approximations of the $st$ distance of a single pair of nodes, the distances from a single source to all nodes ("SSSP"), the distances from multiple sources to all nodes ("MSSP''), or the distances between all nodes ("APSP"). Our main result is a deterministic algorithm for maintaining $(1+\epsilon)$-approximate single-source distances with worst-case update time $O(n^{1.529})$ (for the current best known bound on the matrix multiplication coefficient $\omega$). This matches a conditional lower bound by [BNS, FOCS 2019]. We further show that we can go beyond this SSSP bound for the problem of maintaining approximate $st$ distances by providing a deterministic algorithm with worst-case update time $O(n^{1.447})$. This even improves upon the fastest known randomized algorithm for this problem. At the core, our approach is to combine algebraic distance maintenance data structures with near-additive emulator constructions. This also leads to novel dynamic algorithms for maintaining $(1+\epsilon, \beta)$-emulators that improve upon the state of the art, which might be of independent interest. Our techniques also lead to improvements for randomized approximate diameter maintenance.

We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a fixed small number. By convexification, we mean that we employ a suitable Carleman weight function to convexify the cost functional defined directly from the form of the Hamilton-Jacobi equation under consideration. The strict convexity of this functional is rigorously proved using a new Carleman estimate. We also prove that the unique minimizer of the this strictly convex functional can be reached by the gradient descent method. Moreover, we show that the minimizer well approximates the viscosity solution of the Hamilton-Jacobi equation as the noise contained in the boundary data tends to zero. Some interesting numerical illustrations are presented.

We develop machinery to design efficiently computable and consistent estimators, achieving estimation error approaching zero as the number of observations grows, when facing an oblivious adversary that may corrupt responses in all but an $\alpha$ fraction of the samples. As concrete examples, we investigate two problems: sparse regression and principal component analysis (PCA). For sparse regression, we achieve consistency for optimal sample size $n\gtrsim (k\log d)/\alpha^2$ and optimal error rate $O(\sqrt{(k\log d)/(n\cdot \alpha^2)})$ where $n$ is the number of observations, $d$ is the number of dimensions and $k$ is the sparsity of the parameter vector, allowing the fraction of inliers to be inverse-polynomial in the number of samples. Prior to this work, no estimator was known to be consistent when the fraction of inliers $\alpha$ is $o(1/\log \log n)$, even for (non-spherical) Gaussian design matrices. Results holding under weak design assumptions and in the presence of such general noise have only been shown in dense setting (i.e., general linear regression) very recently by d'Orsi et al. [dNS21]. In the context of PCA, we attain optimal error guarantees under broad spikiness assumptions on the parameter matrix (usually used in matrix completion). Previous works could obtain non-trivial guarantees only under the assumptions that the measurement noise corresponding to the inliers is polynomially small in $n$ (e.g., Gaussian with variance $1/n^2$). To devise our estimators, we equip the Huber loss with non-smooth regularizers such as the $\ell_1$ norm or the nuclear norm, and extend d'Orsi et al.'s approach [dNS21] in a novel way to analyze the loss function. Our machinery appears to be easily applicable to a wide range of estimation problems.

When processing data with uncertainty, it is desirable that the output of the algorithm is stable against small perturbations in the input. Varma and Yoshida [SODA'21] recently formalized this idea and proposed the notion of average sensitivity of algorithms, which is roughly speaking, the average Hamming distance between solutions for the original input and that obtained by deleting one element from the input, where the average is taken over the deleted element. In this work, we consider average sensitivity of algorithms for problems that can be solved by dynamic programming. We first present a $(1-\delta)$-approximation algorithm for finding a maximum weight chain (MWC) in a transitive directed acyclic graph with average sensitivity $O(\delta^{-1}\log^3 n)$, where $n$ is the number of vertices in the graph. We then show algorithms with small average sensitivity for various dynamic programming problems by reducing them to the MWC problem while preserving average sensitivity, including the longest increasing subsequence problem, the interval scheduling problem, the longest common subsequence problem, the longest palindromic subsequence problem, the knapsack problem with integral weight, and the RNA folding problem. For the RNA folding problem, our reduction is highly nontrivial because a naive reduction generates an exponentially large graph, which only provides a trivial average sensitivity bound.

We construct finite element approximations of the Levi-Civita connection and its curvature on triangulations of oriented two-dimensional manifolds. Our construction relies on the Regge finite elements, which are piecewise polynomial symmetric (0,2)-tensor fields possessing single-valued tangential-tangential components along element interfaces. When used to discretize the Riemannian metric tensor, these piecewise polynomial tensor fields do not possess enough regularity to define connections and curvature in the classical sense, but we show how to make sense of these quantities in a distributional sense. We then show that these distributional quantities converge in certain dual Sobolev norms to their smooth counterparts under refinement of the triangulation. We also discuss projections of the distributional curvature and distributional connection onto piecewise polynomial finite element spaces. We show that the relevant projection operators commute with certain linearized differential operators, yielding a commutative diagram of differential complexes.

This paper addresses the problem of viewpoint estimation of an object in a given image. It presents five key insights that should be taken into consideration when designing a CNN that solves the problem. Based on these insights, the paper proposes a network in which (i) The architecture jointly solves detection, classification, and viewpoint estimation. (ii) New types of data are added and trained on. (iii) A novel loss function, which takes into account both the geometry of the problem and the new types of data, is propose. Our network improves the state-of-the-art results for this problem by 9.8%.

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.