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The dynamic ranking, due to its increasing importance in many applications, is becoming crucial, especially with the collection of voluminous time-dependent data. One such application is sports statistics, where dynamic ranking aids in forecasting the performance of competitive teams, drawing on historical and current data. Despite its usefulness, predicting and inferring rankings pose challenges in environments necessitating time-dependent modeling. This paper introduces a spectral ranker called Kernel Rank Centrality, designed to rank items based on pairwise comparisons over time. The ranker operates via kernel smoothing in the Bradley-Terry model, utilizing a Markov chain model. Unlike the maximum likelihood approach, the spectral ranker is nonparametric, demands fewer model assumptions and computations, and allows for real-time ranking. We establish the asymptotic distribution of the ranker by applying an innovative group inverse technique, resulting in a uniform and precise entrywise expansion. This result allows us to devise a new inferential method for predictive inference, previously unavailable in existing approaches. Our numerical examples showcase the ranker's utility in predictive accuracy and constructing an uncertainty measure for prediction, leveraging data from the National Basketball Association (NBA). The results underscore our method's potential compared to the gold standard in sports, the Arpad Elo rating system.

We prove a stability result for general $3$-wise correlations over distributions satisfying mild connectivity properties. More concretely, we show that if $\Sigma,\Gamma$ and $\Phi$ are alphabets of constant size, and $\mu$ is a pairwise connected distribution over $\Sigma\times\Gamma\times\Phi$ with no $(\mathbb{Z},+)$ embeddings in which the probability of each atom is $\Omega(1)$, then the following holds. Any triplets of $1$-bounded functions $f\colon \Sigma^n\to\mathbb{C}$, $g\colon \Gamma^n\to\mathbb{C}$, $h\colon \Phi^n\to\mathbb{C}$ satisfying \[ \left|\mathbb{E}_{(x,y,z)\sim \mu^{\otimes n}}\big[f(x)g(y)h(z)\big]\right|\geq \varepsilon \] must arise from an Abelian group associated with the distribution $\mu$. More specifically, we show that there is an Abelian group $(H,+)$ of constant size such that for any such $f,g$ and $h$, the function $f$ (and similarly $g$ and $h$) is correlated with a function of the form $\tilde{f}(x) = \chi(\sigma(x_1),\ldots,\sigma(x_n)) L (x)$, where $\sigma\colon \Sigma \to H$ is some map, $\chi\in \hat{H}^{\otimes n}$ is a character, and $L\colon \Sigma^n\to\mathbb{C}$ is a low-degree function with bounded $2$-norm. En route we prove a few additional results that may be of independent interest, such as an improved direct product theorem, as well as a result we refer to as a ``restriction inverse theorem'' about the structure of functions that, under random restrictions, with noticeable probability have significant correlation with a product function. In companion papers, we show applications of our results to the fields of Probabilistically Checkable Proofs, as well as various areas in discrete mathematics such as extremal combinatorics and additive combinatorics.

This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and closed model set containing the object. It complements the article "Statistical Estimation and Optimal Recovery" published in the Annals of Statistics in 1994. There, Donoho showed (among other things) that, for Gaussian noise, linear maps provide near-optimal estimation schemes relatively to a performance measure relevant in Statistical Estimation. Here, we advocate for a different performance measure arguably more relevant in Optimal Recovery. We show that, relatively to this new measure, linear maps still provide near-optimal estimation schemes even if the noise is merely log-concave. Our arguments, which make a connection to the deterministic noise situation and bypass properties specific to the Gaussian case, offer an alternative to parts of Donoho's proof.

Dynamic Epistemic Logic (DEL) provides a framework for epistemic planning that is capable of representing non-deterministic actions, partial observability, higher-order knowledge and both factual and epistemic change. The high expressivity of DEL challenges existing epistemic planners, which typically can handle only restricted fragments of the whole framework. The goal of this work is to push the envelop of practical DEL planning, ultimately aiming for epistemic planners to be able to deal with the full range of features offered by DEL. Towards this goal, we question the traditional semantics of DEL, defined in terms on Kripke models. In particular, we propose an equivalent semantics defined using, as main building block, so-called possibilities: non well-founded objects representing both factual properties of the world, and what agents consider to be possible. We call the resulting framework DELPHIC. We argue that DELPHIC indeed provides a more compact representation of epistemic states. To substantiate this claim, we implement both approaches in ASP and we set up an experimental evaluation to compare DELPHIC with the traditional, Kripke-based approach. The evaluation confirms that DELPHIC outperforms the traditional approach in space and time.

Developments in machine learning together with the increasing usage of sensor data challenge the reliance on deterministic logs, requiring new process mining solutions for uncertain, and in particular stochastically known, logs. In this work we formulate {trace recovery}, the task of generating a deterministic log from stochastically known logs that is as faithful to reality as possible. An effective trace recovery algorithm would be a powerful aid for maintaining credible process mining tools for uncertain settings. We propose an algorithmic framework for this task that recovers the best alignment between a stochastically known log and a process model, with three innovative features. Our algorithm, SKTR, 1) handles both Markovian and non-Markovian processes; 2) offers a quality-based balance between a process model and a log, depending on the available process information, sensor quality, and machine learning predictiveness power; and 3) offers a novel use of a synchronous product multigraph to create the log. An empirical analysis using five publicly available datasets, three of which use predictive models over standard video capturing benchmarks, shows an average relative accuracy improvement of more than 10 over a common baseline.

A software product line models the variability of highly configurable systems. Complete exploration of all valid configurations (the configuration space) is infeasible as it grows exponentially with the number of features in the worst case. In practice, few representative configurations are sampled instead, which may be used for software testing or hardware verification. Pseudo-randomness of modern computers introduces statistical bias into these samples. Quantum computing enables truly random, uniform configuration sampling based on inherently random quantum physical effects. We propose a method to encode the entire configuration space in a superposition and then measure one random sample. We show the method's uniformity over multiple samples and investigate its scale for different feature models. We discuss the possibilities and limitations of quantum computing for uniform random sampling regarding current and future quantum hardware.

The quantum dense output problem is the process of evaluating time-accumulated observables from time-dependent quantum dynamics using quantum computers. This problem arises frequently in applications such as quantum control and spectroscopic computation. We present a range of algorithms designed to operate on both early and fully fault-tolerant quantum platforms. These methodologies draw upon techniques like amplitude estimation, Hamiltonian simulation, quantum linear Ordinary Differential Equation (ODE) solvers, and quantum Carleman linearization. We provide a comprehensive complexity analysis with respect to the evolution time $T$ and error tolerance $\epsilon$. Our results demonstrate that the linearization approach can nearly achieve optimal complexity $\mathcal{O}(T/\epsilon)$ for a certain type of low-rank dense outputs. Moreover, we provide a linearization of the dense output problem that yields an exact and finite-dimensional closure which encompasses the original states. This formulation is related to the Koopman Invariant Subspace theory and may be of independent interest in nonlinear control and scientific machine learning.

When is heterogeneity in the composition of an autonomous robotic team beneficial and when is it detrimental? We investigate and answer this question in the context of a minimally viable model that examines the role of heterogeneous speeds in perimeter defense problems, where defenders share a total allocated speed budget. We consider two distinct problem settings and develop strategies based on dynamic programming and on local interaction rules. We present a theoretical analysis of both approaches and our results are extensively validated using simulations. Interestingly, our results demonstrate that the viability of heterogeneous teams depends on the amount of information available to the defenders. Moreover, our results suggest a universality property: across a wide range of problem parameters the optimal ratio of the speeds of the defenders remains nearly constant.

We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.

A fundamental goal of scientific research is to learn about causal relationships. However, despite its critical role in the life and social sciences, causality has not had the same importance in Natural Language Processing (NLP), which has traditionally placed more emphasis on predictive tasks. This distinction is beginning to fade, with an emerging area of interdisciplinary research at the convergence of causal inference and language processing. Still, research on causality in NLP remains scattered across domains without unified definitions, benchmark datasets and clear articulations of the remaining challenges. In this survey, we consolidate research across academic areas and situate it in the broader NLP landscape. We introduce the statistical challenge of estimating causal effects, encompassing settings where text is used as an outcome, treatment, or as a means to address confounding. In addition, we explore potential uses of causal inference to improve the performance, robustness, fairness, and interpretability of NLP models. We thus provide a unified overview of causal inference for the computational linguistics community.