At STOC 2002, Eiter, Gottlob, and Makino presented a technique called ordered generation that yields an $n^{O(d)}$-delay algorithm listing all minimal transversals of an $n$-vertex hypergraph of degeneracy $d$. Recently at IWOCA 2019, Conte, Kant\'e, Marino, and Uno asked whether this XP-delay algorithm parameterized by $d$ could be made FPT-delay parameterized by $d$ and the maximum degree $\Delta$, i.e., an algorithm with delay $f(d,\Delta)\cdot n^{O(1)}$ for some computable function $f$. Moreover, as a first step toward answering that question, they note that the same delay is open for the intimately related problem of listing all minimal dominating sets in graphs. In this paper, we answer the latter question in the affirmative.
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STOC論文的典型但非排他性的主題包括基礎領域，如算法和數據結構、計算復雜性、并行和分布式算法、量子計算、連續和離散優化、計算中的隨機性、近似算法、組合數學和算法圖論，密碼學，計算幾何，代數計算，邏輯計算應用，算法編碼理論。典型的主題還包括計算和基礎方面的領域，如機器學習，經濟學，公平性，隱私，網絡，數據管理和生物學。STOC鼓勵那些拓寬計算理論研究范圍，或提出可從理論調查和分析中受益的重要問題的論文。官網鏈接： ·
泛函
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規范化的
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可約的
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Continuity
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Rational function approximations provide a simple but flexible alternative to polynomial approximation, allowing one to capture complex non-linearities without oscillatory artifacts. However, there have been few attempts to use rational functions on noisy data due to the likelihood of creating spurious singularities. To avoid the creation of singularities, we use Bernstein polynomials and appropriate conditions on their coefficients to force the denominator to be strictly positive. While this reduces the range of rational polynomials that can be expressed, it keeps all the benefits of rational functions while maintaining the robustness of polynomial approximation in noisy data scenarios. Our numerical experiments on noisy data show that existing rational approximation methods continually produce spurious poles inside the approximation domain. This contrasts our method, which cannot create poles in the approximation domain and provides better fits than a polynomial approximation and even penalized splines on functions with multiple variables. Moreover, guaranteeing pole-free in an interval is critical for estimating non-constant coefficients when numerically solving differential equations using spectral methods. This provides a compact representation of the original differential equation, allowing numeric solvers to achieve high accuracy quickly, as seen in our experiments.
In this article, we focus on the error that is committed when computing the matrix logarithm using the Gauss--Legendre quadrature rules. These formulas can be interpreted as Pad\'e approximants of a suitable Gauss hypergeometric function. Empirical observation tells us that the convergence of these quadratures becomes slow when the matrix is not close to the identity matrix, thus suggesting the usage of an inverse scaling and squaring approach for obtaining a matrix with this property. The novelty of this work is the introduction of error estimates that can be used to select a priori both the number of Legendre points needed to obtain a given accuracy and the number of inverse scaling and squaring to be performed. We include some numerical experiments to show the reliability of the estimates introduced.
A modelling framework suitable for detecting shape shifts in functional profiles combining the notion of Fr\'echet mean and the concept of deformation models is developed and proposed. The generalized mean sense offered by the Fr\'echet mean notion is employed to capture the typical pattern of the profiles under study, while the concept of deformation models, and in particular of the shape invariant model, allows for interpretable parameterizations of profile's deviations from the typical shape. EWMA-type control charts compatible with the functional nature of data and the employed deformation model are built and proposed, exploiting certain shape characteristics of the profiles under study with respect to the generalized mean sense, allowing for the identification of potential shifts concerning the shape and/or the deformation process. Potential shifts in the shape deformation process, are further distinguished to significant shifts with respect to amplitude and/or the phase of the profile under study. The proposed modelling and shift detection framework is implemented to a real world case study, where daily concentration profiles concerning air pollutants from an area in the city of Athens are modelled, while profiles indicating hazardous concentration levels are successfully identified in most of the cases.
In this paper we study the orbit closure problem for a reductive group $G\subseteq GL(X)$ acting on a finite dimensional vector space $V$ over $\C$. We assume that the center of $GL(X)$ lies within $G$ and acts on $V$ through a fixed non-trivial character. We study points $y,z\in V$ where (i) $z$ is obtained as the leading term of the action of a 1-parameter subgroup $\lambda (t)\subseteq G$ on $y$, and (ii) $y$ and $z$ have large distinctive stabilizers $K,H \subseteq G$. Let $O(z)$ (resp. $O(y)$) denote the $G$-orbits of $z$ (resp. $y$), and $\overline{O(z)}$ (resp. $\overline{O(y)}$) their closures, then (i) implies that $z\in \overline{O(y)}$. We address the question: under what conditions can (i) and (ii) be simultaneously satisfied, i.e, there exists a 1-PS $\lambda \subseteq G$ for which $z$ is observed as a limit of $y$. Using $\lambda$, we develop a leading term analysis which applies to $V$ as well as to ${\cal G}= Lie(G)$ the Lie algebra of $G$ and its subalgebras ${\cal K}$ and ${\cal H}$, the Lie algebras of $K$ and $H$ respectively. Through this we construct the Lie algebra $\hat{\cal K} \subseteq {\cal H}$ which connects $y$ and $z$ through their Lie algebras. We develop the properties of $\hat{\cal K}$ and relate it to the action of ${\cal H}$ on $\overline{N}=V/T_z O(z)$, the normal slice to the orbit $O(z)$. We examine the case of {\em alignment} when a semisimple element belongs to both ${\cal H}$ and ${\cal K}$, and the conditions for the same. We illustrate some consequences of alignment. Next, we examine the possibility of {\em intermediate $G$-varieties} $W$ which lie between the orbit closures of $z$ and $y$, i.e. $\overline{O(z)} \subsetneq W \subsetneq O(y)$. These have a direct bearing on representation theoretic as well as geometric properties which connect $z$ and $y$.
We investigate the randomized decision tree complexity of a specific class of read-once threshold functions. A read-once threshold formula can be defined by a rooted tree, every internal node of which is labeled by a threshold function $T_k^n$ (with output 1 only when at least $k$ out of $n$ input bits are 1) and each leaf by a distinct variable. Such a tree defines a Boolean function in a natural way. We focus on the randomized decision tree complexity of such functions, when the underlying tree is a uniform tree with all its internal nodes labeled by the same threshold function. We prove lower bounds of the form $c(k,n)^d$, where $d$ is the depth of the tree. We also treat trees with alternating levels of AND and OR gates separately and show asymptotically optimal bounds, extending the known bounds for the binary case.
In recent decades, a growing number of discoveries in fields of mathematics have been assisted by computer algorithms, primarily for exploring large parameter spaces that humans would take too long to investigate. As computers and algorithms become more powerful, an intriguing possibility arises - the interplay between human intuition and computer algorithms can lead to discoveries of novel mathematical concepts that would otherwise remain elusive. To realize this perspective, we have developed a massively parallel computer algorithm that discovers an unprecedented number of continued fraction formulas for fundamental mathematical constants. The sheer number of formulas discovered by the algorithm unveils a novel mathematical structure that we call the conservative matrix field. Such matrix fields (1) unify thousands of existing formulas, (2) generate infinitely many new formulas, and most importantly, (3) lead to unexpected relations between different mathematical constants, including multiple integer values of the Riemann zeta function. Conservative matrix fields also enable new mathematical proofs of irrationality. In particular, we can use them to generalize the celebrated proof by Ap\'ery for the irrationality of $\zeta(3)$. Utilizing thousands of personal computers worldwide, our computer-supported research strategy demonstrates the power of experimental mathematics, highlighting the prospects of large-scale computational approaches to tackle longstanding open problems and discover unexpected connections across diverse fields of science.
The categorical Gini correlation, $\rho_g$, was proposed by Dang et al. to measure the dependence between a categorical variable, $Y$ , and a numerical variable, $X$. It has been shown that $\rho_g$ has more appealing properties than current existing dependence measurements. In this paper, we develop the jackknife empirical likelihood (JEL) method for $\rho_g$. Confidence intervals for the Gini correlation are constructed without estimating the asymptotic variance. Adjusted and weighted JEL are explored to improve the performance of the standard JEL. Simulation studies show that our methods are competitive to existing methods in terms of coverage accuracy and shortness of confidence intervals. The proposed methods are illustrated in an application on two real datasets.
We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a reproducing kernel Hilbert space (RKHS). This work proposes to combine several natural finite-dimensional approximations based two possible probability distributions of nodes. These distributions are related to determinantal point processes, and use the kernel of the RKHS to favor RKHS-adapted regularity in the random design. While previous work on determinantal sampling relied on the RKHS norm, we prove mean-square guarantees in $L^2$ norm. We show that determinantal point processes and mixtures thereof can yield fast convergence rates. Our results also shed light on how the rate changes as more smoothness is assumed, a phenomenon known as superconvergence. Besides, determinantal sampling generalizes i.i.d. sampling from the Christoffel function which is standard in the literature. More importantly, determinantal sampling guarantees the so-called instance optimality property for a smaller number of function evaluations than i.i.d. sampling.
I propose an alternative algorithm to compute the MMS voting rule. Instead of using linear programming, in this new algorithm the maximin support value of a committee is computed using a sequence of maximum flow problems.
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric family. However, these models suffer from the curse of dimensionality or from their lack of flexibility. In this contribution, we suggest to use as the approximating model a distribution parameterised by a variational autoencoder. We extend the existing framework to the case of weighted samples by introducing a new objective function. The flexibility of the obtained family of distributions makes it as expressive as a non-parametric model, and despite the very high number of parameters to estimate, this family is much more efficient in high dimension than the classical Gaussian or Gaussian mixture families. Moreover, in order to add flexibility to the model and to be able to learn multimodal distributions, we consider a learnable prior distribution for the variational autoencoder latent variables. We also introduce a new pre-training procedure for the variational autoencoder to find good starting weights of the neural networks to prevent as much as possible the posterior collapse phenomenon to happen. At last, we explicit how the resulting distribution can be combined with importance sampling, and we exploit the proposed procedure in existing adaptive importance sampling algorithms to draw points from a target distribution and to estimate a rare event probability in high dimension on two multimodal problems.
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