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A long-standing open question in the algorithms and complexity literature is whether there exist sorting circuits of size $o(n \log n)$. A recent work by Asharov, Lin, and Shi (SODA'21) showed that if the elements to be sorted have short keys whose length $k = o(\log n)$, then one can indeed overcome the $n\log n$ barrier for sorting circuits, by leveraging non-comparison-based techniques. More specifically, Asharov et al.~showed that there exist $O(n) \cdot \min(k, \log n)$-sized sorting circuits for $k$-bit keys, ignoring $poly\log^*$ factors. Interestingly, the recent works by Farhadi et al. (STOC'19) and Asharov et al. (SODA'21) also showed that the above result is essentially optimal for every key length $k$, assuming that the famous Li-Li network coding conjecture holds. Note also that proving any {\it unconditional} super-linear circuit lower bound for a wide class of problems is beyond the reach of current techniques. Unfortunately, the approach taken by Asharov et al.~to achieve optimality in size somewhat crucially relies on sacrificing the depth: specifically, their circuit is super-{\it poly}logarithmic in depth even for 1-bit keys. Asharov et al.~phrase it as an open question how to achieve optimality both in size and depth. In this paper, we close this important gap in our understanding. We construct a sorting circuit of size $O(n) \cdot \min(k, \log n)$ (ignoring $poly\log^*$ terms) and depth $O(\log n)$. To achieve this, our approach departs significantly from the prior works. Our result can be viewed as a generalization of the landmark result by Ajtai, Koml\'os, and Szemer\'edi (STOC'83), simultaneously in terms of size and depth. Specifically, for $k = o(\log n)$, we achieve asymptotical improvements in size over the AKS sorting circuit, while preserving optimality in depth.

We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes only a relative binary `win-loss' feedback for this pair, sampled from an underlying preference matrix at that round. We first study the problem of static-regret minimization for adversarial preference sequences and design an efficient algorithm with $O(\sqrt{KT})$ high probability regret. We next use similar algorithmic ideas to propose an efficient and provably optimal algorithm for dynamic-regret minimization under two notions of non-stationarities. In particular, we establish $\tO(\sqrt{SKT})$ and $\tO({V_T^{1/3}K^{1/3}T^{2/3}})$ dynamic-regret guarantees, $S$ being the total number of `effective-switches' in the underlying preference relations and $V_T$ being a measure of `continuous-variation' non-stationarity. The complexity of these problems have not been studied prior to this work despite the practicability of non-stationary environments in real world systems. We justify the optimality of our algorithms by proving matching lower bound guarantees under both the above-mentioned notions of non-stationarities. Finally, we corroborate our results with extensive simulations and compare the efficacy of our algorithms over state-of-the-art baselines.

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. An adaptive finite element method driven by an a posteriori error estimator for the error in the parameters is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error.

We consider a nonlinear inverse problem $\mathbf{y}= f(\mathbf{Ax})$, where observations $\mathbf{y} \in \mathbb{R}^m$ are the componentwise nonlinear transformation of $\mathbf{Ax} \in \mathbb{R}^m$, $\mathbf{x} \in \mathbb{R}^n$ is the signal of interest and $\mathbf{A}$ is a known linear mapping. By properly specifying the nonlinear processing function, this model can be particularized to many signal processing problems, including compressed sensing and phase retrieval. Our main goal in this paper is to understand the impact of sensing matrices, or more specifically the spectrum of sensing matrices, on the difficulty of recovering $\mathbf{x}$ from $\mathbf{y}$. Towards this goal, we study the performance of one of the most successful recovery methods, i.e. the expectation propagation algorithm (EP). We define a notion for the spikiness of the spectrum of $\mathbf{A}$ and show the importance of this measure in the performance of the EP. Whether the spikiness of the spectrum can hurt or help the recovery performance of EP depends on $f$. We define certain quantities based on the function $f$ that enables us to describe the impact of the spikiness of the spectrum on EP recovery. Based on our framework, we are able to show that for instance, in phase-retrieval problems, matrices with spikier spectrums are better for EP, while in 1-bit compressed sensing problems, less spiky (flatter) spectrums offer better recoveries. Our results unify and substantially generalize the existing results that compare sub-Gaussian and orthogonal matrices, and provide a platform toward designing optimal sensing systems.

We first design an $\mathcal{O}(n^2)$ solution for finding a maximum induced matching in permutation graphs given their permutation models, based on a dynamic programming algorithm with the aid of the sweep line technique. With the support of the disjoint-set data structure, we improve the complexity to $\mathcal{O}(m + n)$. Consequently, we extend this result to give an $\mathcal{O}(m + n)$ algorithm for the same problem in trapezoid graphs. By combining our algorithms with the current best graph identification algorithms, we can solve the MIM problem in permutation and trapezoid graphs in linear and $\mathcal{O}(n^2)$ time, respectively. Our results are far better than the best known $\mathcal{O}(mn)$ algorithm for the maximum induced matching problem in both graph classes, which was proposed by Habib et al.

We study dynamic algorithms for the problem of maximizing a monotone submodular function over a stream of $n$ insertions and deletions. We show that any algorithm that maintains a $(0.5+\epsilon)$-approximate solution under a cardinality constraint, for any constant $\epsilon>0$, must have an amortized query complexity that is $\mathit{polynomial}$ in $n$. Moreover, a linear amortized query complexity is needed in order to maintain a $0.584$-approximate solution. This is in sharp contrast with recent dynamic algorithms of [LMNF+20, Mon20] that achieve $(0.5-\epsilon)$-approximation with a $\mathsf{poly}\log(n)$ amortized query complexity. On the positive side, when the stream is insertion-only, we present efficient algorithms for the problem under a cardinality constraint and under a matroid constraint with approximation guarantee $1-1/e-\epsilon$ and amortized query complexities $\smash{O(\log (k/\epsilon)/\epsilon^2)}$ and $\smash{k^{\tilde{O}(1/\epsilon^2)}\log n}$, respectively, where $k$ denotes the cardinality parameter or the rank of the matroid.

We introduce locality: a new property of multi-bidder auctions that formally separates the simplicity of optimal single-dimensional multi-bidder auctions from the complexity of optimal multi-dimensional multi-bidder auctions. Specifically, consider the revenue-optimal, Bayesian Incentive Compatible auction for buyers with valuations drawn from $\vec{D}:=\times_i D_i$, where each distribution has support-size $n$. This auction takes as input a valuation profile $\vec{v}$ and produces as output an allocation of the items and prices to charge, $Opt_{\vec{D}}(\vec{v})$. When each $D_i$ is single-dimensional, this mapping is locally-implementable: defining each input $v_i$ requires $\Theta(\log n)$ bits, and $Opt_{\vec{D}}(\vec{v})$ can be fully determined using just $\Theta(\log n)$ bits from each $D_i$. This follows immediately from Myerson's virtual value theory [Mye81]. Our main result establishes that optimal multi-dimensional mechanisms are not locally-implementable: in order to determine the output $Opt_{\vec{D}}(\vec{v})$ on one particular input $\vec{v}$, one still needs to know (essentially) the entire distribution $\vec{D}$. Formally, $\Omega(n)$ bits from each $D_i$ is necessary: (essentially) enough to fully describe $D_i$, and exponentially more than the $\Theta(\log n)$ needed to define the input $v_i$. We show that this phenomenon already occurs with just two bidders, even when one bidder is single-dimensional, and when the other bidder is barely multi-dimensional. More specifically, the multi-dimensional bidder is ``inter-dimensional'' from the FedEx setting with just two days [FGKK16]. Our techniques are fairly robust: we additionally establish that optimal mechanisms for single-dimensional buyers with budget constraints are not locally-implementable. This occurs with just two bidders, even when one has no budget constraint, and even when the other's budget is public.

It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is widely observed, little is known whether methods exist that could avoid the trade-off between bias and variance. We propose a general strategy to obtain lower bounds on the variance of any estimator with bias smaller than a prespecified bound. This shows to which extent the bias-variance trade-off is unavoidable and allows to quantify the loss of performance for methods that do not obey it. The approach is based on a number of abstract lower bounds for the variance involving the change of expectation with respect to different probability measures as well as information measures such as the Kullback-Leibler or chi-square-divergence. Some of these inequalities rely on a new concept of information matrices. In a second part of the article, the abstract lower bounds are applied to several statistical models including the Gaussian white noise model, a boundary estimation problem, the Gaussian sequence model and the high-dimensional linear regression model. For these specific statistical applications, different types of bias-variance trade-offs occur that vary considerably in their strength. For the trade-off between integrated squared bias and integrated variance in the Gaussian white noise model, we combine the general strategy for lower bounds with a reduction technique. This allows us to link the original problem to the bias-variance trade-off for estimators with additional symmetry properties in a simpler statistical model. In the Gaussian sequence model, different phase transitions of the bias-variance trade-off occur. Although there is a non-trivial interplay between bias and variance, the rate of the squared bias and the variance do not have to be balanced in order to achieve the minimax estimation rate.

Reallocation scheduling is one of the most fundamental problems in various areas such as supply chain management, logistics, and transportation science. In this paper, we introduce the reallocation problem that models the scheduling in which products are with fixed cost, non-fungible, and reallocated in parallel, and comprehensively study the complexity of the problem under various settings of the transition time, product size, and capacities. We show that the problem can be solved in polynomial time for a fundamental setting where the product size and transition time are both uniform. We also show that the feasibility of the problem is NP-complete even for little more general settings, which implies that no polynomial-time algorithm constructs a feasible schedule of the problem unless P$=$NP. We then consider the relaxation of the problem, which we call the capacity augmentation, and derive a reallocation schedule feasible with the augmentation such that the completion time is at most the optimal of the original problem. When the warehouse capacity is sufficiently large, we design constant-factor approximation algorithms under all the settings. We also show the relationship between the reallocation problem and the bin packing problem when the warehouse and carry-in capacities are sufficiently large.

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.