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In this work we establish local limit theorems for q-multinomial and multiple Heine distributions. Specifically, the pointwise convergence of the q-multinomial distribution of the first kind, as well as for its discrete limit, the multiple Heine distribution, to a multivariate Stieltjes-Wigert type distribution, are provided.

The notion of $\alpha$-equivalence between $\lambda$-terms is commonly used to identify terms that are considered equal. However, due to the primitive treatment of free variables, this notion falls short when comparing subterms occurring within a larger context. Depending on the usage of the Barendregt convention (choosing different variable names for all involved binders), it will equate either too few or too many subterms. We introduce a formal notion of context-sensitive $\alpha$-equivalence, where two open terms can be compared within a context that resolves their free variables. We show that this equivalence coincides exactly with the notion of bisimulation equivalence. Furthermore, we present an efficient $O(n\log n)$ runtime hashing scheme that identifies $\lambda$-terms modulo context-sensitive $\alpha$-equivalence, generalizing over traditional bisimulation partitioning algorithms and improving upon a previously established $O(n\log^2 n)$ bound for a hashing modulo ordinary $\alpha$-equivalence by Maziarz et al. Hashing $\lambda$-terms is useful in many applications that require common subterm elimination and structure sharing. We have employed the algorithm to obtain a large-scale, densely packed, interconnected graph of mathematical knowledge from the Coq proof assistant for machine learning purposes.

In many contexts involving ranked preferences, agents submit partial orders over available alternatives. Statistical models often treat these as marginal in the space of total orders, but this approach overlooks information contained in the list length itself. In this work, we introduce and taxonomize approaches for jointly modeling distributions over top-$k$ partial orders and list lengths $k$, considering two classes of approaches: composite models that view a partial order as a truncation of a total order, and augmented ranking models that model the construction of the list as a sequence of choice decisions, including the decision to stop. For composite models, we consider three dependency structures for joint modeling of order and truncation length. For augmented ranking models, we consider different assumptions on how the stop-token choice is modeled. Using data consisting of partial rankings from San Francisco school choice and San Francisco ranked choice elections, we evaluate how well the models predict observed data and generate realistic synthetic datasets. We find that composite models, explicitly modeling length as a categorical variable, produce synthetic datasets with accurate length distributions, and an augmented model with position-dependent item utilities jointly models length and preferences in the training data best, as measured by negative log loss. Methods from this work have significant implications on the simulation and evaluation of real-world social systems that solicit ranked preferences.

A Straight-Line Program (SLP) $G$ for a string $T$ is a context-free grammar (CFG) that derives $T$ only, which can be considered as a compressed representation of $T$. In this paper, we show how to encode $G$ in $n \lceil \lg N \rceil + (n + n') \lceil \lg (n+\sigma) \rceil + 4n - 2n' + o(n)$ bits to support random access queries of extracting $T[p..q]$ in worst-case $O(\log N + p - q)$ time, where $N$ is the length of $T$, $\sigma$ is the alphabet size, $n$ is the number of variables in $G$ and $n' \le n$ is the number of symmetric centroid paths in the DAG representation for $G$.

In the Priority $k$-Supplier problem the input consists of a metric space $(F \cup C, d)$ over set of facilities $F$ and a set of clients $C$, an integer $k > 0$, and a non-negative radius $r_v$ for each client $v \in C$. The goal is to select $k$ facilities $S \subseteq F$ to minimize $\max_{v \in C} \frac{d(v,S)}{r_v}$ where $d(v,S)$ is the distance of $v$ to the closes facility in $S$. This problem generalizes the well-studied $k$-Center and $k$-Supplier problems, and admits a $3$-approximation [Plesn\'ik, 1987, Bajpai et al., 2022. In this paper we consider two outlier versions. The Priority $k$-Supplier with Outliers problem [Bajpai et al., 2022] allows a specified number of outliers to be uncovered, and the Priority Colorful $k$-Supplier problem is a further generalization where clients are partitioned into $c$ colors and each color class allows a specified number of outliers. These problems are partly motivated by recent interest in fairness in clustering and other optimization problems involving algorithmic decision making. We build upon the work of [Bajpai et al., 2022] and improve their $9$-approximation Priority $k$-Supplier with Outliers problem to a $1+3\sqrt{3}\approx 6.196$-approximation. For the Priority Colorful $k$-Supplier problem, we present the first set of approximation algorithms. For the general case with $c$ colors, we achieve a $17$-pseudo-approximation using $k+2c-1$ centers. For the setting of $c=2$, we obtain a $7$-approximation in random polynomial time, and a $2+\sqrt{5}\approx 4.236$-pseudo-approximation using $k+1$ centers.

$H$-mutual information ($H$-MI) is a wide class of information leakage measures, where $H=(\eta, F)$ is a pair of monotonically increasing function $\eta$ and a concave function $F$, which is a generalization of Shannon entropy. $H$-MI is defined as the difference between the generalized entropy $H$ and its conditional version, including Shannon mutual information (MI), Arimoto MI of order $\alpha$, $g$-leakage, and expected value of sample information. This study presents a variational characterization of $H$-MI via statistical decision theory. Based on the characterization, we propose an alternating optimization algorithm for computing $H$-capacity.

In offline Imitation Learning (IL), one of the main challenges is the \textit{covariate shift} between the expert observations and the actual distribution encountered by the agent, because it is difficult to determine what action an agent should take when outside the state distribution of the expert demonstrations. Recently, the model-free solutions introduce the supplementary data and identify the latent expert-similar samples to augment the reliable samples during learning. Model-based solutions build forward dynamic models with conservatism quantification and then generate additional trajectories in the neighborhood of expert demonstrations. However, without reward supervision, these methods are often over-conservative in the out-of-expert-support regions, because only in states close to expert-observed states can there be a preferred action enabling policy optimization. To encourage more exploration on expert-unobserved states, we propose a novel model-based framework, called offline Imitation Learning with Self-paced Reverse Augmentation (SRA). Specifically, we build a reverse dynamic model from the offline demonstrations, which can efficiently generate trajectories leading to the expert-observed states in a self-paced style. Then, we use the subsequent reinforcement learning method to learn from the augmented trajectories and transit from expert-unobserved states to expert-observed states. This framework not only explores the expert-unobserved states but also guides maximizing long-term returns on these states, ultimately enabling generalization beyond the expert data. Empirical results show that our proposal could effectively mitigate the covariate shift and achieve the state-of-the-art performance on the offline imitation learning benchmarks. Project website: \url{//www.lamda.nju.edu.cn/shaojj/KDD24_SRA/}.

We study the performance of empirical risk minimization on the $p$-norm linear regression problem for $p \in (1, \infty)$. We show that, in the realizable case, under no moment assumptions, and up to a distribution-dependent constant, $O(d)$ samples are enough to exactly recover the target. Otherwise, for $p \in [2, \infty)$, and under weak moment assumptions on the target and the covariates, we prove a high probability excess risk bound on the empirical risk minimizer whose leading term matches, up to a constant that depends only on $p$, the asymptotically exact rate. We extend this result to the case $p \in (1, 2)$ under mild assumptions that guarantee the existence of the Hessian of the risk at its minimizer.

The ability of CodeLLMs to generate executable and functionally correct code at the \textit{repository-level scale }remains largely unexplored. We introduce \methodnamews, a novel benchmark for evaluating code generation at the repository-level scale, emphasizing executability and correctness. \methodnamews provides an automated system that verifies requirements and incorporates a mechanism for dynamically generating high-coverage test cases to assess the functionality of generated code. Our work explores a controlled scenario where developers specify necessary code dependencies, challenging the model to integrate these accurately. Experiments show that while pretrained LLMs outperform instruction-tuning models in correctness, the latter excel in utilizing provided dependencies and demonstrating debugging capabilities. \methodnamews aims to provide a comprehensive evaluation of code functionality and alignment with developer intent, paving the way for more reliable and applicable CodeLLMs in real-world scenarios.

The Johnson-Lindenstrauss (JL) Lemma introduced the concept of dimension reduction via a random linear map, which has become a fundamental technique in many computational settings. For a set of $n$ points in $\mathbb{R}^d$ and any fixed $\epsilon>0$, it reduces the dimension $d$ to $O(\log n)$ while preserving, with high probability, all the pairwise Euclidean distances within factor $1+\epsilon$. Perhaps surprisingly, the target dimension can be lower if one only wishes to preserve the optimal value of a certain problem on the pointset, e.g., Euclidean max-cut or $k$-means. However, for some notorious problems, like diameter (aka furthest pair), dimension reduction via the JL map to below $O(\log n)$ does not preserve the optimal value within factor $1+\epsilon$. We propose to focus on another regime, of \emph{moderate dimension reduction}, where a problem's value is preserved within factor $\alpha>1$ using target dimension $\tfrac{\log n}{poly(\alpha)}$. We establish the viability of this approach and show that the famous $k$-center problem is $\alpha$-approximated when reducing to dimension $O(\tfrac{\log n}{\alpha^2}+\log k)$. Along the way, we address the diameter problem via the special case $k=1$. Our result extends to several important variants of $k$-center (with outliers, capacities, or fairness constraints), and the bound improves further with the input's doubling dimension. While our $poly(\alpha)$-factor improvement in the dimension may seem small, it actually has significant implications for streaming algorithms, and easily yields an algorithm for $k$-center in dynamic geometric streams, that achieves $O(\alpha)$-approximation using space $poly(kdn^{1/\alpha^2})$. This is the first algorithm to beat $O(n)$ space in high dimension $d$, as all previous algorithms require space at least $\exp(d)$. Furthermore, it extends to the $k$-center variants mentioned above.