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Bidirectional typing is a discipline in which the typing judgment is decomposed explicitly into inference and checking modes, allowing to control the flow of type information in typing rules and to specify algorithmically how they should be used. Bidirectional typing has been fruitfully studied and bidirectional systems have been developed for many type theories. However, the formal development of bidirectional typing has until now been kept confined to specific theories, with general guidelines remaining informal. In this work, we give a generic account of bidirectional typing for a general class of dependent type theories. This is done by first giving a general definition of type theories (or equivalently, a logical framework), for which we define declarative and bidirectional type systems. We then show, in a theory-independent fashion, that the two systems are equivalent. This equivalence is then explored to establish the decidability of typing for weak normalizing theories, yielding a generic type-checking algorithm that has been implemented in a prototype and used in practice with many theories.

The Graded of Membership (GoM) model is a powerful tool for inferring latent classes in categorical data, which enables subjects to belong to multiple latent classes. However, its application is limited to categorical data with nonnegative integer responses, making it inappropriate for datasets with continuous or negative responses. To address this limitation, this paper proposes a novel model named the Weighted Grade of Membership (WGoM) model. Compared with GoM, our WGoM relaxes GoM's distribution constraint on the generation of a response matrix and it is more general than GoM. We then propose an algorithm to estimate the latent mixed memberships and the other WGoM parameters. We derive the error bounds of the estimated parameters and show that the algorithm is statistically consistent. The algorithmic performance is validated in both synthetic and real-world datasets. The results demonstrate that our algorithm is accurate and efficient, indicating its high potential for practical applications. This paper makes a valuable contribution to the literature by introducing a novel model that extends the applicability of the GoM model and provides a more flexible framework for analyzing categorical data with weighted responses.

State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against it. Formulated as a min-max problem, it searches for the best solution when the training data were corrupted by the worst-case attacks. Linear models are among the simple models where vulnerabilities can be observed and are the focus of our study. In this case, adversarial training leads to a convex optimization problem which can be formulated as the minimization of a finite sum. We provide a comparative analysis between the solution of adversarial training in linear regression and other regularization methods. Our main findings are that: (A) Adversarial training yields the minimum-norm interpolating solution in the overparameterized regime (more parameters than data), as long as the maximum disturbance radius is smaller than a threshold. And, conversely, the minimum-norm interpolator is the solution to adversarial training with a given radius. (B) Adversarial training can be equivalent to parameter shrinking methods (ridge regression and Lasso). This happens in the underparametrized region, for an appropriate choice of adversarial radius and zero-mean symmetrically distributed covariates. (C) For $\ell_\infty$-adversarial training -- as in square-root Lasso -- the choice of adversarial radius for optimal bounds does not depend on the additive noise variance. We confirm our theoretical findings with numerical examples.

Matrix reduction is the standard procedure for computing the persistent homology of a filtered simplicial complex with $m$ simplices. Its output is a particular decomposition of the total boundary matrix, from which the persistence diagrams and generating cycles are derived. Persistence diagrams are known to vary continuously with respect to their input, motivating the study of their computation for time-varying filtered complexes. Computing persistence dynamically can be reduced to maintaining a valid decomposition under adjacent transpositions in the filtration order. Since there are $O(m^2)$ such transpositions, this maintenance procedure exhibits limited scalability and is often too fine for many applications. We propose a coarser strategy for maintaining the decomposition over a 1-parameter family of filtrations. By reduction to a particular longest common subsequence problem, we show that the minimal number of decomposition updates $d$ can be found in $O(m \log \log m)$ time and $O(m)$ space, and that the corresponding sequence of permutations -- which we call a schedule -- can be constructed in $O(d m \log m)$ time. We also show that, in expectation, the storage needed to employ this strategy is actually sublinear in $m$. Exploiting this connection, we show experimentally that the decrease in operations to compute diagrams across a family of filtrations is proportional to the difference between the expected quadratic number of states and the proposed sublinear coarsening. Applications to video data, dynamic metric space data, and multiparameter persistence are also presented.

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.

Quantum information scrambling is a unitary process that destroys local correlations and spreads information throughout the system, effectively hiding it in nonlocal degrees of freedom. In principle, unscrambling this information is possible with perfect knowledge of the unitary dynamics[arXiv:1710.03363]. However, this work demonstrates that even without previous knowledge of the internal dynamics, information can be efficiently decoded from an unknown scrambler by monitoring the outgoing information of a local subsystem. Surprisingly, we show that scramblers with unknown internal dynamics, which are rapidly mixing but not fully chaotic, can be decoded using Clifford decoders. The essential properties of a scrambling unitary can be efficiently recovered, even if the process is exponentially complex. Specifically, we establish that a unitary operator composed of $t$ non-Clifford gates admits a Clifford decoder up to $t\le n$.

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.

The domatic number of a graph is the maximum number of vertex disjoint dominating sets that partition the vertex set of the graph. In this paper we consider the fractional variant of this notion. Graphs with fractional domatic number 1 are exactly the graphs that contain an isolated vertex. Furthermore, it is known that all other graphs have fractional domatic number at least 2. In this note we characterize graphs with fractional domatic number 2. More specifically, we show that a graph without isolated vertices has fractional domatic number 2 if and only if it has a vertex of degree 1 or a connected component isomorphic to a 4-cycle. We conjecture that if the fractional domatic number is more than 2, then it is at least 7/3.

Given a set $\mathcal{F}$ of graphs, we call a copy of a graph in $\mathcal{F}$ an $\mathcal{F}$-graph. The $\mathcal{F}$-isolation number of a graph $G$, denoted by $\iota(G,\mathcal{F})$, is the size of a smallest subset $D$ of the vertex set $V(G)$ such that the closed neighbourhood of $D$ intersects the vertex sets of the $\mathcal{F}$-graphs contained by $G$ (equivalently, $G - N[D]$ contains no $\mathcal{F}$-graph). Thus, $\iota(G,\{K_1\})$ is the domination number of $G$. The second author showed that if $\mathcal{F}$ is the set of cycles and $G$ is a connected $n$-vertex graph that is not a triangle, then $\iota(G,\mathcal{F}) \leq \left \lfloor \frac{n}{4} \right \rfloor$. This bound is attainable for every $n$ and solved a problem of Caro and Hansberg. A question that arises immediately is how smaller an upper bound can be if $\mathcal{F} = \{C_k\}$ for some $k \geq 3$, where $C_k$ is a cycle of length $k$. The problem is to determine the smallest real number $c_k$ (if it exists) such that for some finite set $\mathcal{E}_k$ of graphs, $\iota(G, \{C_k\}) \leq c_k |V(G)|$ for every connected graph $G$ that is not an $\mathcal{E}_k$-graph. The above-mentioned result yields $c_3 = \frac{1}{4}$ and $\mathcal{E}_3 = \{C_3\}$. The second author also showed that if $k \geq 5$ and $c_k$ exists, then $c_k \geq \frac{2}{2k + 1}$. We prove that $c_4 = \frac{1}{5}$ and determine $\mathcal{E}_4$, which consists of three $4$-vertex graphs and six $9$-vertex graphs. The $9$-vertex graphs in $\mathcal{E}_4$ were fully determined by means of a computer program. A method that has the potential of yielding similar results is introduced.

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^2$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the random variable defined as the smallest distance from $s$ to a location where there is a non-exceedance. We leverage tools from excursion-set theory to study distributional properties of the extremal range, propose parametric models and predict the median extremal range at extreme threshold levels. The extremal range captures the rate at which the spatial extent of conditional extreme events scales for increasingly high thresholds, and we relate its distributional properties with the bivariate tail dependence coefficient and the extremal index of time series in classical Extreme-Value Theory. Consistent estimation of the distribution function of the extremal range for stationary random fields is proven. For non-stationary random fields, we implement generalized additive median regression to predict extremal-range maps at very high threshold levels. An application to two large daily temperature datasets, namely reanalyses and climate-model simulations for France, highlights decreasing extremal dependence for increasing threshold levels and reveals strong differences in joint tail decay rates between reanalyses and simulations.