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Consistent hashing is a technique that can minimize key remapping when the number of hash buckets changes. The paper proposes a fast consistent hash algorithm (called power consistent hash) that has $O(1)$ expected time for key lookup, independent of the number of buckets. Hash values are computed in real time. No search data structure is constructed to store bucket ranges or key mappings. The algorithm has a lightweight design using $O(1)$ space with superior scalability. In particular, it uses two auxiliary hash functions to achieve distribution uniformity and $O(1)$ expected time for key lookup. Furthermore, it performs consistent hashing such that only a minimal number of keys are remapped when the number of buckets changes. Consistent hashing has a wide range of use cases, including load balancing, distributed caching, and distributed key-value stores. The proposed algorithm is faster than well-known consistent hash algorithms with $O(\log n)$ lookup time.

Treatment effect estimates are often available from randomized controlled trials as a single average treatment effect for a certain patient population. Estimates of the conditional average treatment effect (CATE) are more useful for individualized treatment decision making, but randomized trials are often too small to estimate the CATE. Examples in medical literature make use of the relative treatment effect (e.g. an odds-ratio) reported by randomized trials to estimate the CATE using large observational datasets. One approach to estimating these CATE models is by using the relative treatment effect as an offset, while estimating the covariate-specific untreated risk. We observe that the odds-ratios reported in randomized controlled trials are not the odds-ratios that are needed in offset models because trials often report the marginal odds-ratio. We introduce a constraint or regularizer to better use marginal odds-ratios from randomized controlled trials and find that under the standard observational causal inference assumptions this approach provides a consistent estimate of the CATE. Next, we show that the offset approach is not valid for CATE estimation in the presence of unobserved confounding. We study if the offset assumption and the marginal constraint lead to better approximations of the CATE relative to the alternative of using the average treatment effect estimate from the randomized trial. We empirically show that when the underlying CATE has sufficient variation, the constraint and offset approaches lead to closer approximations to the CATE.

Uncertainty in timing information pertaining to the start time of microphone recordings and sources' emission time pose significant challenges in various applications, such as joint microphones and sources localization. Traditional optimization methods, which directly estimate this unknown timing information (UTIm), often fall short compared to approaches exploiting the low-rank property (LRP). LRP encompasses an additional low-rank structure, facilitating a linear constraint on UTIm to help formulate related low-rank structure information. This method allows us to attain globally optimal solutions for UTIm, given proper initialization. However, the initialization process often involves randomness, leading to suboptimal, local minimum values. This paper presents a novel, combined low-rank approximation (CLRA) method designed to mitigate the effects of this random initialization. We introduce three new LRP variants, underpinned by mathematical proof, which allow the UTIm to draw on a richer pool of low-rank structural information. Utilizing this augmented low-rank structural information from both LRP and the proposed variants, we formulate four linear constraints on the UTIm. Employing the proposed CLRA algorithm, we derive global optimal solutions for the UTIm via these four linear constraints.Experimental results highlight the superior performance of our method over existing state-of-the-art approaches, measured in terms of both the recovery number and reduced estimation errors of UTIm.

We study the problem of verification and synthesis of robust control barrier functions (CBF) for control-affine polynomial systems with bounded additive uncertainty and convex polynomial constraints on the control. We first formulate robust CBF verification and synthesis as multilevel polynomial optimization problems (POP), where verification optimizes -- in three levels -- the uncertainty, control, and state, while synthesis additionally optimizes the parameter of a chosen parametric CBF candidate. We then show that, by invoking the KKT conditions of the inner optimizations over uncertainty and control, the verification problem can be simplified as a single-level POP and the synthesis problem reduces to a min-max POP. This reduction leads to multilevel semidefinite relaxations. For the verification problem, we apply Lasserre's hierarchy of moment relaxations. For the synthesis problem, we draw connections to existing relaxation techniques for robust min-max POP, which first use sum-of-squares programming to find increasingly tight polynomial lower bounds to the unknown value function of the verification POP, and then call Lasserre's hierarchy again to maximize the lower bounds. Both semidefinite relaxations guarantee asymptotic global convergence to optimality. We provide an in-depth study of our framework on the controlled Van der Pol Oscillator, both with and without additive uncertainty.

We study partially linear models in settings where observations are arranged in independent groups but may exhibit within-group dependence. Existing approaches estimate linear model parameters through weighted least squares, with optimal weights (given by the inverse covariance of the response, conditional on the covariates) typically estimated by maximising a (restricted) likelihood from random effects modelling or by using generalised estimating equations. We introduce a new 'sandwich loss' whose population minimiser coincides with the weights of these approaches when the parametric forms for the conditional covariance are well-specified, but can yield arbitrarily large improvements in linear parameter estimation accuracy when they are not. Under relatively mild conditions, our estimated coefficients are asymptotically Gaussian and enjoy minimal variance among estimators with weights restricted to a given class of functions, when user-chosen regression methods are used to estimate nuisance functions. We further expand the class of functional forms for the weights that may be fitted beyond parametric models by leveraging the flexibility of modern machine learning methods within a new gradient boosting scheme for minimising the sandwich loss. We demonstrate the effectiveness of both the sandwich loss and what we call 'sandwich boosting' in a variety of settings with simulated and real-world data.

Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent progress in designing fast samplers for DPMs achieves a trade-off between sampling speed and sample quality by knowledge distillation or adjusting the variance schedule or the denoising equation. However, it can't be optimal in both aspects and often suffer from mode mixture in short steps. To tackle this problem, we innovatively regard inverse diffusion as an optimal transport (OT) problem between latents at different stages and propose the DPM-OT, a unified learning framework for fast DPMs with a direct expressway represented by OT map, which can generate high-quality samples within around 10 function evaluations. By calculating the semi-discrete optimal transport map between the data latents and the white noise, we obtain an expressway from the prior distribution to the data distribution, while significantly alleviating the problem of mode mixture. In addition, we give the error bound of the proposed method, which theoretically guarantees the stability of the algorithm. Extensive experiments validate the effectiveness and advantages of DPM-OT in terms of speed and quality (FID and mode mixture), thus representing an efficient solution for generative modeling. Source codes are available at //github.com/cognaclee/DPM-OT

The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this theory--practice gap by characterizing the large-sample statistical asymptotics of SGAs via a joint step-size--sample-size scaling limit. We show that iterate averaging with a large fixed step size is robust to the choice of tuning parameters and asymptotically has covariance proportional to that of the MLE sampling distribution. We also prove a Bernstein--von Mises-like theorem to guide tuning, including for generalized posteriors that are robust to model misspecification. Numerical experiments validate our results and recommendations in realistic finite-sample regimes. Our work lays the foundation for a systematic analysis of other stochastic gradient Markov chain Monte Carlo algorithms for a wide range of models.

Traffic simulation software is used by transportation researchers and engineers to design and evaluate changes to roadways. These simulators are driven by models of microscopic driver behavior from which macroscopic measures like flow and congestion can be derived. Many models are designed for a subset of possible traffic scenarios and roadway configurations, while others have no explicit constraints on their application. Work zones (WZs) are one scenario for which no model to date has reproduced realistic driving behavior. This makes it difficult to optimize for safety and other metrics when designing a WZ. The Federal Highway Administration commissioned the USDOT Volpe Center to develop a car-following (CF) model for use in microscopic simulators that can capture and reproduce driver behavior accurately within and outside of WZs. Volpe also performed a naturalistic driving study to collect telematics data from vehicles driven on roads with WZs for use in model calibration. During model development, Volpe researchers observed difficulties in calibrating their model, leaving them to question whether there existed flaws in their model, in the data, or in the procedure used to calibrate the model using the data. In this thesis, I use Bayesian methods for data analysis and parameter estimation to explore and, where possible, address these questions. First, I use Bayesian inference to measure the sufficiency of the size of the data set. Second, I compare the procedure and results of the genetic algorithm based calibration performed by the Volpe researchers with those of Bayesian calibration. Third, I explore the benefits of modeling CF hierarchically. Finally, I apply what was learned in the first three phases using an established CF model, Wiedemann 99, to the probabilistic modeling of the Volpe model. Validation is performed using information criteria as an estimate of predictive accuracy.

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data, while maintaining type I error control. We build upon the principle of (nonparametric) testing by betting, where a gambler places bets on future observations and their wealth measures evidence against the null hypothesis. While recently developed kernel-based betting strategies often work well on simple distributions, selecting a suitable kernel for high-dimensional or structured data, such as images, is often nontrivial. To address this drawback, we design prediction-based betting strategies that rely on the following fact: if a sequentially updated predictor starts to consistently determine (a) which distribution an instance is drawn from, or (b) whether an instance is drawn from the joint distribution or the product of the marginal distributions (the latter produced by external randomization), it provides evidence against the two-sample or independence nulls respectively. We empirically demonstrate the superiority of our tests over kernel-based approaches under structured settings. Our tests can be applied beyond the case of independent and identically distributed data, remaining valid and powerful even when the data distribution drifts over time.