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In this paper, we propose a $C^{0}$ interior penalty method for $m$th-Laplace equation on bounded Lipschitz polyhedral domain in $\mathbb{R}^{d}$, where $m$ and $d$ can be any positive integers. The standard $H^{1}$-conforming piecewise $r$-th order polynomial space is used to approximate the exact solution $u$, where $r$ can be any integer greater than or equal to $m$. Unlike the interior penalty method in [T.~Gudi and M.~Neilan, {\em An interior penalty method for a sixth-order elliptic equation}, IMA J. Numer. Anal., \textbf{31(4)} (2011), pp. 1734--1753], we avoid computing $D^{m}$ of numerical solution on each element and high order normal derivatives of numerical solution along mesh interfaces. Therefore our method can be easily implemented. After proving discrete $H^{m}$-norm bounded by the natural energy semi-norm associated with our method, we manage to obtain stability and optimal convergence with respect to discrete $H^{m}$-norm. Numerical experiments validate our theoretical estimate.

In this work, we investigate the recovery of a parameter in a diffusion process given by the order of derivation in time for a class of diffusion type equations, including both classical and time-fractional diffusion equations, from the flux measurement observed at one point on the boundary. The mathematical model for time-fractional diffusion equations involves a Djrbashian-Caputo fractional derivative in time. We prove a uniqueness result in an unknown medium (e.g., diffusion coefficients, obstacle, initial condition and source), i.e., the recovery of the order of derivation in a diffusion process having several pieces of unknown information. The proof relies on the analyticity of the solution at large time, asymptotic decay behavior, strong maximum principle of the elliptic problem and suitable application of the Hopf lemma. Further we provide an easy-to-implement reconstruction algorithm based on a nonlinear least-squares formulation, and several numerical experiments are presented to complement the theoretical analysis.

We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach. Specifically, our algorithm works in the frequency-domain, where it tries to mimic the optimal unrealizable non-linear Wiener-like filter as if the unknown deterministic signal were known. This leads to a threshold-type regularized estimator, where the threshold at each frequency is determined in a data-driven manner. We perform a theoretical analysis of our proposed estimator, and derive approximate formulas for its Mean Squared Error (MSE) at both low and high Signal-to-Noise Ratio (SNR) regimes. We show that in the low SNR regime our method provides enhanced noise suppression, and in the high SNR regime it approaches the optimal unrealizable solution. Further, as we demonstrate in simulations, our solution is highly suitable for (approximately) bandlimited or frequency-domain sparse signals, and provides a significant gain of several dBs relative to other methods in the resulting MSE.

Linear structural causal models (SCMs) -- in which each observed variable is generated by a subset of the other observed variables as well as a subset of the exogenous sources -- are pervasive in causal inference and casual discovery. However, for the task of causal discovery, existing work almost exclusively focus on the submodel where each observed variable is associated with a distinct source with non-zero variance. This results in the restriction that no observed variable can deterministically depend on other observed variables or latent confounders. In this paper, we extend the results on structure learning by focusing on a subclass of linear SCMs which do not have this property, i.e., models in which observed variables can be causally affected by any subset of the sources, and are allowed to be a deterministic function of other observed variables or latent confounders. This allows for a more realistic modeling of influence or information propagation in systems. We focus on the task of causal discovery form observational data generated from a member of this subclass. We derive a set of necessary and sufficient conditions for unique identifiability of the causal structure. To the best of our knowledge, this is the first work that gives identifiability results for causal discovery under both latent confounding and deterministic relationships. Further, we propose an algorithm for recovering the underlying causal structure when the aforementioned conditions are satisfied. We validate our theoretical results both on synthetic and real datasets.

We study the gradient flow for a relaxed approximation to the Kullback-Leibler (KL) divergence between a moving source and a fixed target distribution. This approximation, termed the KALE (KL approximate lower-bound estimator), solves a regularized version of the Fenchel dual problem defining the KL over a restricted class of functions. When using a Reproducing Kernel Hilbert Space (RKHS) to define the function class, we show that the KALE continuously interpolates between the KL and the Maximum Mean Discrepancy (MMD). Like the MMD and other Integral Probability Metrics, the KALE remains well defined for mutually singular distributions. Nonetheless, the KALE inherits from the limiting KL a greater sensitivity to mismatch in the support of the distributions, compared with the MMD. These two properties make the KALE gradient flow particularly well suited when the target distribution is supported on a low-dimensional manifold. Under an assumption of sufficient smoothness of the trajectories, we show the global convergence of the KALE flow. We propose a particle implementation of the flow given initial samples from the source and the target distribution, which we use to empirically confirm the KALE's properties.

We consider the problem of deterministically enumerating all minimum $k$-cut-sets in a given hypergraph for any fixed $k$. The input here is a hypergraph $G = (V, E)$ with non-negative hyperedge costs. A subset $F$ of hyperedges is a $k$-cut-set if the number of connected components in $G - F$ is at least $k$ and it is a minimum $k$-cut-set if it has the least cost among all $k$-cut-sets. For fixed $k$, we call the problem of finding a minimum $k$-cut-set as Hypergraph-$k$-Cut and the problem of enumerating all minimum $k$-cut-sets as Enum-Hypergraph-$k$-Cut. The special cases of Hypergraph-$k$-Cut and Enum-Hypergraph-$k$-Cut restricted to graph inputs are well-known to be solvable in (randomized as well as deterministic) polynomial time. In contrast, it is only recently that polynomial-time algorithms for Hypergraph-$k$-Cut were developed. The randomized polynomial-time algorithm for Hypergraph-$k$-Cut that was designed in 2018 (Chandrasekaran, Xu, and Yu, SODA 2018) showed that the number of minimum $k$-cut-sets in a hypergraph is $O(n^{2k-2})$, where $n$ is the number of vertices in the input hypergraph, and that they can all be enumerated in randomized polynomial time, thus resolving Enum-Hypergraph-$k$-Cut in randomized polynomial time. A deterministic polynomial-time algorithm for Hypergraph-$k$-Cut was subsequently designed in 2020 (Chandrasekaran and Chekuri, FOCS 2020), but it is not guaranteed to enumerate all minimum $k$-cut-sets. In this work, we give the first deterministic polynomial-time algorithm to solve Enum-Hypergraph-$k$-Cut (this is non-trivial even for $k = 2$). Our algorithms are based on new structural results that allow for efficient recovery of all minimum $k$-cut-sets by solving minimum $(S,T)$-terminal cuts. Our techniques give new structural insights even for enumerating all minimum cut-sets (i.e., minimum 2-cut-sets) in a given hypergraph.

We study a common delivery problem encountered in nowadays online food-ordering platforms: Customers order dishes online, and the restaurant delivers the food after receiving the order. Specifically, we study a problem where $k$ vehicles of capacity $c$ are serving a set of requests ordering food from one restaurant. After a request arrives, it can be served by a vehicle moving from the restaurant to its delivery location. We are interested in serving all requests while minimizing the maximum flow-time, i.e., the maximum time length a customer waits to receive his/her food after submitting the order. We show that the problem is hard in both offline and online settings: There is a hardness of approximation of $\Omega(n)$ for the offline problem, and a lower bound of $\Omega(n)$ on the competitive ratio of any online algorithm, where $n$ is number of points in the metric. Our main result is an $O(1)$-competitive online algorithm for the uncapaciated (i.e, $c = \infty$) food delivery problem on tree metrics. Then we consider the speed-augmentation model. We develop an exponential time $(1+\epsilon)$-speeding $O(1/\epsilon)$-competitive algorithm for any $\epsilon > 0$. A polynomial time algorithm can be obtained with a speeding factor of $\alpha_{TSP}+ \epsilon$ or $\alpha_{CVRP}+ \epsilon$, depending on whether the problem is uncapacitated. Here $\alpha_{TSP}$ and $\alpha_{CVRP}$ are the best approximation factors for the traveling salesman (TSP) and capacitated vehicle routing (CVRP) problems respectively. We complement the results with some negative ones.

We revisit the notion of root polynomials, thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020] for general polynomial matrices, and show how they can efficiently be computed in the case of matrix pencils. The staircase algorithm implicitly computes so-called zero directions, as defined in [P. Van Dooren, Computation of zero directions of transfer functions, Proceedings IEEE 32nd CDC, 3132--3137, 1993]. However, zero directions generally do not provide the correct information on partial multiplicities and minimal indices. These indices are instead provided by two special cases of zero directions, namely, root polynomials and vectors of a minimal basis of the pencil. We show how to extract, starting from the block triangular pencil that the staircase algorithm computes, both a minimal basis and a maximal set of root polynomials in an efficient manner. Moreover, we argue that the accuracy of the computation of the root polynomials can be improved by making use of iterative refinement.

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the projections of the response vector $\boldsymbol{Y}$ on leading principle components of a kernel matrix fixed and permute $\boldsymbol{Y}$'s projections on the remaining principle components. The proposed test allows for different choices of kernels, corresponding to different classes of functions under the null hypothesis. First, using linear or polynomial kernels, our partial permutation tests are exactly valid in finite samples for linear or polynomial regression models with Gaussian noise; similar results straightforwardly extend to kernels with finite feature spaces. Second, by allowing the kernel feature space to diverge with the sample size, the test can be large-sample valid for a wider class of functions. Third, for general kernels with possibly infinite-dimensional feature space, the partial permutation test is exactly valid when the covariates are exactly balanced across all groups, or asymptotically valid when the underlying function follows certain regularized Gaussian processes. We further suggest test statistics using likelihood ratio between two (nested) GPR models, and propose computationally efficient algorithms utilizing the EM algorithm and Newton's method, where the latter also involves Fisher scoring and quadratic programming and is particularly useful when EM suffers from slow convergence. Extensions to correlated and non-Gaussian noises have also been investigated theoretically or numerically. Furthermore, the test can be extended to use multiple kernels together and can thus enjoy properties from each kernel. Both simulation study and application illustrate the properties of the proposed test.

Methods that align distributions by minimizing an adversarial distance between them have recently achieved impressive results. However, these approaches are difficult to optimize with gradient descent and they often do not converge well without careful hyperparameter tuning and proper initialization. We investigate whether turning the adversarial min-max problem into an optimization problem by replacing the maximization part with its dual improves the quality of the resulting alignment and explore its connections to Maximum Mean Discrepancy. Our empirical results suggest that using the dual formulation for the restricted family of linear discriminators results in a more stable convergence to a desirable solution when compared with the performance of a primal min-max GAN-like objective and an MMD objective under the same restrictions. We test our hypothesis on the problem of aligning two synthetic point clouds on a plane and on a real-image domain adaptation problem on digits. In both cases, the dual formulation yields an iterative procedure that gives more stable and monotonic improvement over time.