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Quantum key distribution (QKD) protocols aim at allowing two parties to generate a secret shared key. While many QKD protocols have been proven unconditionally secure in theory, practical security analyses of experimental QKD implementations typically do not take into account all possible loopholes, and practical devices are still not fully characterized for obtaining tight and realistic key rates. We present a simple method of computing secure key rates for any practical implementation of discrete-variable QKD (which can also apply to measurement-device-independent QKD), initially in the single-qubit lossless regime, and we rigorously prove its unconditional security against any possible attack. We hope our method becomes one of the standard tools used for analysing, benchmarking, and standardizing all practical realizations of QKD.

In this work we connect two notions: That of the nonparametric mode of a probability measure, defined by asymptotic small ball probabilities, and that of the Onsager-Machlup functional, a generalized density also defined via asymptotic small ball probabilities. We show that in a separable Hilbert space setting and under mild conditions on the likelihood, modes of a Bayesian posterior distribution based upon a Gaussian prior exist and agree with the minimizers of its Onsager-Machlup functional and thus also with weak posterior modes. We apply this result to inverse problems and derive conditions on the forward mapping under which this variational characterization of posterior modes holds. Our results show rigorously that in the limit case of infinite-dimensional data corrupted by additive Gaussian or Laplacian noise, nonparametric maximum a posteriori estimation is equivalent to Tikhonov-Phillips regularization. In comparison with the work of Dashti, Law, Stuart, and Voss (2013), the assumptions on the likelihood are relaxed so that they cover in particular the important case of white Gaussian process noise. We illustrate our results by applying them to a severely ill-posed linear problem with Laplacian noise, where we express the maximum a posteriori estimator analytically and study its rate of convergence in the small noise limit.

We study the problem of finding maximal exact matches (MEMs) between a query string $Q$ and a labeled graph $G$. MEMs are an important class of seeds, often used in seed-chain-extend type of practical alignment methods because of their strong connections to classical metrics. A principled way to speed up chaining is to limit the number of MEMs by considering only MEMs of length at least $\kappa$ ($\kappa$-MEMs). However, on arbitrary input graphs, the problem of finding MEMs cannot be solved in truly sub-quadratic time under SETH (Equi et al., ICALP 2019) even on acyclic graphs. In this paper we show an $O(n\cdot L \cdot d^{L-1} + m + M_{\kappa,L})$-time algorithm finding all $\kappa$-MEMs between $Q$ and $G$ spanning exactly $L$ nodes in $G$, where $n$ is the total length of node labels, $d$ is the maximum degree of a node in $G$, $m = |Q|$, and $M_{\kappa,L}$ is the number of output MEMs. We use this algorithm to develop a $\kappa$-MEM finding solution on indexable Elastic Founder Graphs (Equi et al., Algorithmica 2022) running in time $O(nH^2 + m + M_\kappa)$, where $H$ is the maximum number of nodes in a block, and $M_\kappa$ is the total number of $\kappa$-MEMs. Our results generalize to the analysis of multiple query strings (MEMs between $G$ and any of the strings). Additionally, we provide some preliminary experimental results showing that the number of graph MEMs is an order of magnitude smaller than the number of string MEMs of the corresponding concatenated collection.

This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series based estimators. The algorithms implemented in the hermiter package are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. In addition, the Hermite series based estimators are approximately mergeable allowing parallel and distributed estimation.

We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in Wasserstein-1 distance even if we know \emph{all} of their moments to multiplicative accuracy $(1\pm2^{-\Omega(1/\epsilon)})$; this result matches an upper bound of Kong and Valiant [Annals of Statistics, 2017]. To obtain our result, we provide a hard instance involving distributions induced by the eigenvalue spectra of carefully constructed graph adjacency matrices. Efficiently approximating such spectra in Wasserstein-1 distance is a well-studied algorithmic problem, and a recent result of Cohen-Steiner et al. [KDD 2018] gives a method based on accurately approximating spectral moments using $2^{O(1/\epsilon)}$ random walks initiated at uniformly random nodes in the graph. As a strengthening of our main result, we show that improving the dependence on $1/\epsilon$ in this result would require a new algorithmic approach. Specifically, no algorithm can compute an $\epsilon$-accurate approximation to the spectrum of a normalized graph adjacency matrix with constant probability, even when given the transcript of $2^{\Omega(1/\epsilon)}$ random walks of length $2^{\Omega(1/\epsilon)}$ started at random nodes.

In this paper, we propose an efficient quadratic interpolation formula utilizing solution gradients computed and stored at nodes and demonstrate its application to a third-order cell-centered finite-volume discretization on tetrahedral grids. The proposed quadratic formula is constructed based on an efficient formula of computing a projected derivative. It is efficient in that it completely eliminates the need to compute and store second derivatives of solution variables or any other quantities, which are typically required in upgrading a second-order cell-centered unstructured-grid finite-volume discretization to third-order accuracy. Moreover, a high-order flux quadrature formula, as required for third-order accuracy, can also be simplified by utilizing the efficient projected-derivative formula, resulting in a numerical flux at a face centroid plus a curvature correction not involving second derivatives of the flux. Similarly, a source term can be integrated over a cell to high-order in the form of the source term evaluated at the cell centroid plus a curvature correction, again, not requiring second derivatives of the source term. The discretization is defined as an approximation to an integral form of a conservation law but the numerical solution is defined as a point value at a cell center, leading to another feature that there is no need to compute and store geometric moments for a quadratic polynomial to preserve a cell average. Third-order accuracy and improved second-order accuracy are demonstrated and investigated for simple but illustrative test cases in three dimensions.

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such singular sources. We analyze the existence of optimal solutions and derive first and, necessary and sufficient, second order optimality conditions. We develop a solution technique that discretizes the state and adjoint equations with continuous piecewise linear finite elements; the control variable is already discrete. We analyze the convergence properties of discretizations and obtain, in two dimensions, an a priori error estimate for the underlying approximation of an optimal control variable.

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional posteriors, Markov chain Monte Carlo methods based on time discretizations of Langevin diffusion are a popular tool. If the potential defining the distribution is non-smooth, these discretizations are usually of an implicit form leading to Langevin sampling algorithms that require the evaluation of proximal operators. For some of the potentials relevant in imaging problems this is only possible approximately using an iterative scheme. We investigate the behaviour of a proximal Langevin algorithm under the presence of errors in the evaluation of proximal mappings. We generalize existing non-asymptotic and asymptotic convergence results of the exact algorithm to our inexact setting and quantify the bias between the target and the algorithm's stationary distribution due to the errors. We show that the additional bias stays bounded for bounded errors and converges to zero for decaying errors in a strongly convex setting. We apply the inexact algorithm to sample numerically from the posterior of typical imaging inverse problems in which we can only approximate the proximal operator by an iterative scheme and validate our theoretical convergence results.

In this paper, we present a stochastic gradient algorithm for minimizing a smooth objective function that is an expectation over noisy cost samples, and only the latter are observed for any given parameter. Our algorithm employs a gradient estimation scheme with random perturbations, which are formed using the truncated Cauchy distribution from the delta sphere. We analyze the bias and variance of the proposed gradient estimator. Our algorithm is found to be particularly useful in the case when the objective function is non-convex, and the parameter dimension is high. From an asymptotic convergence analysis, we establish that our algorithm converges almost surely to the set of stationary points of the objective function and obtains the asymptotic convergence rate. We also show that our algorithm avoids unstable equilibria, implying convergence to local minima. Further, we perform a non-asymptotic convergence analysis of our algorithm. In particular, we establish here a non-asymptotic bound for finding an epsilon-stationary point of the non-convex objective function. Finally, we demonstrate numerically through simulations that the performance of our algorithm outperforms GSF, SPSA, and RDSA by a significant margin over a few non-convex settings and further validate its performance over convex (noisy) objectives.

We consider the problem of designing deterministic graph algorithms for the model of Massively Parallel Computation (MPC) that improve with the sparsity of the input graph, as measured by the notion of arboricity. For the problems of maximal independent set (MIS), maximal matching (MM), and vertex coloring, we improve the state of the art as follows. Let $\lambda$ denote the arboricity of the $n$-node input graph with maximum degree $\Delta$. MIS and MM: We develop a deterministic low-space MPC algorithm that reduces the maximum degree to $poly(\lambda)$ in $O(\log \log n)$ rounds, improving and simplifying the randomized $O(\log \log n)$-round $poly(\max(\lambda, \log n))$-degree reduction of Ghaffari, Grunau, Jin [DISC'20]. Our approach when combined with the state-of-the-art $O(\log \Delta + \log \log n)$-round algorithm by Czumaj, Davies, Parter [SPAA'20, TALG'21] leads to an improved deterministic round complexity of $O(\log \lambda + \log \log n)$ for MIS and MM in low-space MPC. We also extend above MIS and MM algorithms to work with linear global memory. Specifically, we show that both problems can be solved in deterministic time $O(\min(\log n, \log \lambda \cdot \log \log n))$, and even in $O(\log \log n)$ time for graphs with arboricity at most $\log^{O(1)} \log n$. In this setting, only a $O(\log^2 \log n)$-running time bound for trees was known due to Latypov and Uitto [ArXiv'21]. Vertex Coloring: We present a $O(1)$-round deterministic algorithm for the problem of $O(\lambda)$-coloring in linear-memory MPC with relaxed global memory of $n \cdot poly(\lambda)$ that solves the problem after just one single graph partitioning step. This matches the state-of-the-art randomized round complexity by Ghaffari and Sayyadi [ICALP'19] and improves upon the deterministic $O(\lambda^{\epsilon})$-round algorithm by Barenboim and Khazanov [CSR'18].