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In a completely randomized experiment, the variances of treatment effect estimators in the finite population are usually not identifiable and hence not estimable. Although some estimable bounds of the variances have been established in the literature, few of them are derived in the presence of covariates. In this paper, the difference-in-means estimator and the Wald estimator are considered in the completely randomized experiment with perfect compliance and noncompliance, respectively. Sharp bounds for the variances of these two estimators are established when covariates are available. Furthermore, consistent estimators for such bounds are obtained, which can be used to shorten the confidence intervals and improve the power of tests. Confidence intervals are constructed based on the consistent estimators of the upper bounds, whose coverage rates are uniformly asymptotically guaranteed. Simulations were conducted to evaluate the proposed methods. The proposed methods are also illustrated with two real data analyses.

We consider the problem of finding a maximal independent set (MIS) in the shared blackboard communication model with vertex-partitioned inputs. There are $n$ players corresponding to vertices of an undirected graph, and each player sees the edges incident on its vertex -- this way, each edge is known by both its endpoints and is thus shared by two players. The players communicate in simultaneous rounds by posting their messages on a shared blackboard visible to all players, with the goal of computing an MIS of the graph. While the MIS problem is well studied in other distributed models, and while shared blackboard is, perhaps, the simplest broadcast model, lower bounds for our problem were only known against one-round protocols. We present a lower bound on the round-communication tradeoff for computing an MIS in this model. Specifically, we show that when $r$ rounds of interaction are allowed, at least one player needs to communicate $\Omega(n^{1/20^{r+1}})$ bits. In particular, with logarithmic bandwidth, finding an MIS requires $\Omega(\log\log{n})$ rounds. This lower bound can be compared with the algorithm of Ghaffari, Gouleakis, Konrad, Mitrovi\'c, and Rubinfeld [PODC 2018] that solves MIS in $O(\log\log{n})$ rounds but with a logarithmic bandwidth for an average player. Additionally, our lower bound further extends to the closely related problem of maximal bipartite matching. To prove our results, we devise a new round elimination framework, which we call partial-input embedding, that may also be useful in future work for proving round-sensitive lower bounds in the presence of edge-sharing between players. Finally, we discuss several implications of our results to multi-round (adaptive) distributed sketching algorithms, broadcast congested clique, and to the welfare maximization problem in two-sided matching markets.

In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in contrast to standard uniform covering arguments that result in exponential dimension dependency. Based on this localized construction, we show that if the objective function is a finite perturbation of a piecewise strongly convex and smooth function with $P$ pieces, i.e. non-convex and non-smooth in general, the generalization error can be upper bounded by $O(\sqrt{(\log n\log(nP))/n})$, where $n$ is the number of data samples. In particular, this rate is independent of dimension and does not require early stopping and decaying step size. Finally, we employ these results in various contexts and derive generalization bounds for multi-index linear models, multi-class support vector machines, and $K$-means clustering for both hard and soft label setups, improving the known state-of-the-art rates.

We design fast algorithms for repeatedly sampling from strongly Rayleigh distributions, which include random spanning tree distributions and determinantal point processes. For a graph $G=(V, E)$, we show how to approximately sample uniformly random spanning trees from $G$ in $\widetilde{O}(\lvert V\rvert)$ time per sample after an initial $\widetilde{O}(\lvert E\rvert)$ time preprocessing. For a determinantal point process on subsets of size $k$ of a ground set of $n$ elements, we show how to approximately sample in $\widetilde{O}(k^\omega)$ time after an initial $\widetilde{O}(nk^{\omega-1})$ time preprocessing, where $\omega<2.372864$ is the matrix multiplication exponent. We even improve the state of the art for obtaining a single sample from determinantal point processes, from the prior runtime of $\widetilde{O}(\min\{nk^2, n^\omega\})$ to $\widetilde{O}(nk^{\omega-1})$. In our main technical result, we achieve the optimal limit on domain sparsification for strongly Rayleigh distributions. In domain sparsification, sampling from a distribution $\mu$ on $\binom{[n]}{k}$ is reduced to sampling from related distributions on $\binom{[t]}{k}$ for $t\ll n$. We show that for strongly Rayleigh distributions, we can can achieve the optimal $t=\widetilde{O}(k)$. Our reduction involves sampling from $\widetilde{O}(1)$ domain-sparsified distributions, all of which can be produced efficiently assuming convenient access to approximate overestimates for marginals of $\mu$. Having access to marginals is analogous to having access to the mean and covariance of a continuous distribution, or knowing "isotropy" for the distribution, the key assumption behind the Kannan-Lov\'asz-Simonovits (KLS) conjecture and optimal samplers based on it. We view our result as a moral analog of the KLS conjecture and its consequences for sampling, for discrete strongly Rayleigh measures.

We study two problems of private matrix multiplication, over a distributed computing system consisting of a master node, and multiple servers who collectively store a family of public matrices using Maximum-Distance-Separable (MDS) codes. In the first problem of Private and Secure Matrix Multiplication from Colluding servers (MDS-C-PSMM), the master intends to compute the product of its confidential matrix $\mathbf{A}$ with a target matrix stored on the servers, without revealing any information about $\mathbf{A}$ and the index of target matrix to some colluding servers. In the second problem of Fully Private Matrix Multiplication from Colluding servers (MDS-C-FPMM), the matrix $\mathbf{A}$ is also selected from another family of public matrices stored at the servers in MDS form. In this case, the indices of the two target matrices should both be kept private from colluding servers. We develop novel strategies for MDS-C-PSMM and MDS-C-FPMM, which simultaneously guarantee information-theoretic data/index privacy and computation correctness. The key ingredient is a careful design of secret sharings of the matrix $\mathbf{A}$ and the private indices, which are tailored to matrix multiplication task and MDS storage structure, such that the computation results from the servers can be viewed as evaluations of a polynomial at distinct points, from which the intended result can be obtained through polynomial interpolation. We compare the proposed MDS-C-PSMM strategy with a previous MDS-PSMM strategy with a weaker privacy guarantee (non-colluding servers), and demonstrate substantial improvements over the previous strategy in terms of communication and computation performance.

Prophet inequalities for rewards maximization are fundamental results from optimal stopping theory with several applications to mechanism design and online optimization. We study the cost minimization counterpart of the classical prophet inequality, where one is facing a sequence of costs $X_1, X_2, \dots, X_n$ in an online manner and must ''stop'' at some point and take the last cost seen. Given that the $X_i$'s are independent, drawn from known distributions, the goal is to devise a stopping strategy $S$ (online algorithm) that minimizes the expected cost. We first observe that if the $X_i$'s are not identically distributed, then no strategy can achieve a bounded approximation, no matter if the arrival order is adversarial or random. This leads us to consider the case where the $X_i$'s are I.I.D.. For the I.I.D. case, we give a complete characterization of the optimal stopping strategy. We show that it achieves a (distribution-dependent) constant-factor approximation to the prophet's cost for almost all distributions and that this constant is tight. In particular, for distributions for which the integral of the hazard rate is a polynomial $H(x) = \sum_{i=1}^k a_i x^{d_i}$, where $d_1 < \dots < d_k$, the approximation factor is $\lambda(d_1)$, a decreasing function of $d_1$. Furthermore, for MHR distributions, we show that this constant is at most $2$, and this is again tight. We also analyze single-threshold strategies for the cost prophet inequality problem. We design a threshold that achieves a $\operatorname{O}(\operatorname{polylog}n)$-factor approximation, where the exponent in the logarithmic factor is a distribution-dependent constant, and we show a matching lower bound. We believe that our results are of independent interest for analyzing approximately optimal (posted price-style) mechanisms for procuring items.

Asymptotic study on the partition function $p(n)$ began with the work of Hardy and Ramanujan. Later Rademacher obtained a convergent series for $p(n)$ and an error bound was given by Lehmer. Despite having this, a full asymptotic expansion for $p(n)$ with an explicit error bound is not known. Recently O'Sullivan studied the asymptotic expansion of $p^{k}(n)$-partitions into $k$th powers, initiated by Wright, and consequently obtained an asymptotic expansion for $p(n)$ along with a concise description of the coefficients involved in the expansion but without any estimation of the error term. Here we consider a detailed and comprehensive analysis on an estimation of the error term obtained by truncating the asymptotic expansion for $p(n)$ at any positive integer $n$. This gives rise to an infinite family of inequalities for $p(n)$ which finally answers to a question proposed by Chen. Our error term estimation predominantly relies on applications of algorithmic methods from symbolic summation.

We propose and analyze a class of particle methods for the Vlasov equation with a strong external magnetic field in a torus configuration. In this regime, the time step can be subject to stability constraints related to the smallness of Larmor radius. To avoid this limitation, our approach is based on higher-order semi-implicit numerical schemes already validated on dissipative systems [3] and for magnetic fields pointing in a fixed direction [9, 10, 12]. It hinges on asymptotic insights gained in [11] at the continuous level. Thus, when the magnitude of the external magnetic field is large, this scheme provides a consistent approximation of the guiding-center system taking into account curvature and variation of the magnetic field. Finally, we carry out a theoretical proof of consistency and perform several numerical experiments that establish a solid validation of the method and its underlying concepts.

We show that under minimal assumptions on a random vector $X\in\mathbb{R}^d$, and with high probability, given $m$ independent copies of $X$, the coordinate distribution of each vector $(\langle X_i,\theta \rangle)_{i=1}^m$ is dictated by the distribution of the true marginal $\langle X,\theta \rangle$. Formally, we show that with high probability, \[\sup_{\theta \in S^{d-1}} \left( \frac{1}{m}\sum_{i=1}^m \left|\langle X_i,\theta \rangle^\sharp - \lambda^\theta_i \right|^2 \right)^{1/2} \leq c \left( \frac{d}{m} \right)^{1/4},\] where $\lambda^{\theta}_i = m\int_{(\frac{i-1}{m}, \frac{i}{m}]} F_{ \langle X,\theta \rangle }^{-1}(u)^2 \,du$ and $a^\sharp$ denotes the monotone non-decreasing rearrangement of $a$. The proof follows from the optimal estimate on the worst Wasserstein distance between a marginal of $X$ and its empirical counterpart, $\frac{1}{m} \sum_{i=1}^m \delta_{\langle X_i, \theta \rangle}$. We then use the accurate information on the structures of the vectors $(\langle X_i,\theta \rangle)_{i=1}^m$ to construct the first non-gaussian ensemble that yields the optimal estimate in the Dvoretzky-Milman Theorem: the ensemble exhibits almost Euclidean sections in arbitrary normed spaces of the same dimension as the gaussian embedding -- despite being very far from gaussian (in fact, it happens to be heavy-tailed).

We propose a novel contextual bandit algorithm for generalized linear rewards with an $\tilde{O}(\sqrt{\kappa^{-1} \phi T})$ regret over $T$ rounds where $\phi$ is the minimum eigenvalue of the covariance of contexts and $\kappa$ is a lower bound of the variance of rewards. In several practical cases where $\phi=O(d)$, our result is the first regret bound for generalized linear model (GLM) bandits with the order $\sqrt{d}$ without relying on the approach of Auer [2002]. We achieve this bound using a novel estimator called double doubly-robust (DDR) estimator, a subclass of doubly-robust (DR) estimator but with a tighter error bound. The approach of Auer [2002] achieves independence by discarding the observed rewards, whereas our algorithm achieves independence considering all contexts using our DDR estimator. We also provide an $O(\kappa^{-1} \phi \log (NT) \log T)$ regret bound for $N$ arms under a probabilistic margin condition. Regret bounds under the margin condition are given by Bastani and Bayati [2020] and Bastani et al. [2021] under the setting that contexts are common to all arms but coefficients are arm-specific. When contexts are different for all arms but coefficients are common, ours is the first regret bound under the margin condition for linear models or GLMs. We conduct empirical studies using synthetic data and real examples, demonstrating the effectiveness of our algorithm.