In this work, we extend the robust version of the Sylvester-Gallai theorem, obtained by Barak, Dvir, Wigderson and Yehudayoff, and by Dvir, Saraf and Wigderson, to the case of quadratic polynomials. Specifically, we prove that if $\mathcal{Q}\subset \mathbb{C}[x_1.\ldots,x_n]$ is a finite set, $|\mathcal{Q}|=m$, of irreducible quadratic polynomials that satisfy the following condition: There is $\delta>0$ such that for every $Q\in\mathcal{Q}$ there are at least $\delta m$ polynomials $P\in \mathcal{Q}$ such that whenever $Q$ and $P$ vanish then so does a third polynomial in $\mathcal{Q}\setminus\{Q,P\}$, then $\dim(\text{span}({\mathcal{Q}}))=\text{poly}(1/\delta)$. The work of Barak et al. and Dvir et al. studied the case of linear polynomials and proved an upper bound of $O(1/\delta)$ on the dimension (in the first work an upper bound of $O(1/\delta^2)$ was given, which was improved to $O(1/\delta)$ in the second work).
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We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the current state, both players' actions and the next state. In particular, we assume that we can control both players and aim to find the Nash Equilibrium by minimizing the duality gap. We propose an algorithm Nash-UCRL based on the principle "Optimism-in-Face-of-Uncertainty". Our algorithm only needs to find a Coarse Correlated Equilibrium (CCE), which is computationally efficient. Specifically, we show that Nash-UCRL can provably achieve an $\tilde{O}(dH\sqrt{T})$ regret, where $d$ is the linear function dimension, $H$ is the length of the game and $T$ is the total number of steps in the game. To assess the optimality of our algorithm, we also prove an $\tilde{\Omega}( dH\sqrt{T})$ lower bound on the regret. Our upper bound matches the lower bound up to logarithmic factors, which suggests the optimality of our algorithm.
We describe a polynomial-time algorithm which, given a graph $G$ with treewidth $t$, approximates the pathwidth of $G$ to within a ratio of $O(t\sqrt{\log t})$. This is the first algorithm to achieve an $f(t)$-approximation for some function $f$. Our approach builds on the following key insight: every graph with large pathwidth has large treewidth or contains a subdivision of a large complete binary tree. Specifically, we show that every graph with pathwidth at least $th+2$ has treewidth at least $t$ or contains a subdivision of a complete binary tree of height $h+1$. The bound $th+2$ is best possible up to a multiplicative constant. This result was motivated by, and implies (with $c=2$), the following conjecture of Kawarabayashi and Rossman (SODA'18): there exists a universal constant $c$ such that every graph with pathwidth $\Omega(k^c)$ has treewidth at least $k$ or contains a subdivision of a complete binary tree of height $k$. Our main technical algorithm takes a graph $G$ and some (not necessarily optimal) tree decomposition of $G$ of width $t'$ in the input, and it computes in polynomial time an integer $h$, a certificate that $G$ has pathwidth at least $h$, and a path decomposition of $G$ of width at most $(t'+1)h+1$. The certificate is closely related to (and implies) the existence of a subdivision of a complete binary tree of height $h$. The approximation algorithm for pathwidth is then obtained by combining this algorithm with the approximation algorithm of Feige, Hajiaghayi, and Lee (STOC'05) for treewidth.
In this work, we introduce a novel approach to formulating an artificial viscosity for shock capturing in nonlinear hyperbolic systems by utilizing the property that the solutions of hyperbolic conservation laws are not reversible in time in the vicinity of shocks. The proposed approach does not require any additional governing equations or a priori knowledge of the hyperbolic system in question, is independent of the mesh and approximation order, and requires the use of only one tunable parameter. The primary novelty is that the resulting artificial viscosity is unique for each component of the conservation law which is advantageous for systems in which some components exhibit discontinuities while others do not. The efficacy of the method is shown in numerical experiments of multi-dimensional hyperbolic conservation laws such as nonlinear transport, Euler equations, and ideal magnetohydrodynamics using a high-order discontinuous spectral element method on unstructured grids.
We study the problem of testing whether a function $f: \mathbb{R}^n \to \mathbb{R}$ is a polynomial of degree at most $d$ in the \emph{distribution-free} testing model. Here, the distance between functions is measured with respect to an unknown distribution $\mathcal{D}$ over $\mathbb{R}^n$ from which we can draw samples. In contrast to previous work, we do not assume that $\mathcal{D}$ has finite support. We design a tester that given query access to $f$, and sample access to $\mathcal{D}$, makes $(d/\varepsilon)^{O(1)}$ many queries to $f$, accepts with probability $1$ if $f$ is a polynomial of degree $d$, and rejects with probability at least $2/3$ if every degree-$d$ polynomial $P$ disagrees with $f$ on a set of mass at least $\varepsilon$ with respect to $\mathcal{D}$. Our result also holds under mild assumptions when we receive only a polynomial number of bits of precision for each query to $f$, or when $f$ can only be queried on rational points representable using a logarithmic number of bits. Along the way, we prove a new stability theorem for multivariate polynomials that may be of independent interest.
The Korkine--Zolotareff (KZ) reduction, and its generalisations, are widely used lattice reduction strategies in communications and cryptography. The KZ constant and Schnorr's constant were defined by Schnorr in 1987. The KZ constant can be used to quantify some useful properties of KZ reduced matrices. Schnorr's constant can be used to characterize the output quality of his block $2k$-reduction and is used to define his semi block $2k$-reduction, which was also developed in 1987. Hermite's constant, which is a fundamental constant lattices, has many applications, such as bounding the length of the shortest nonzero lattice vector and the orthogonality defect of lattices. Rankin's constant was introduced by Rankin in 1953 as a generalization of Hermite's constant. It plays an important role in characterizing the output quality of block-Rankin reduction, proposed by Gama et al. in 2006. In this paper, we first develop a linear upper bound on Hermite's constant and then use it to develop an upper bound on the KZ constant. These upper bounds are sharper than those obtained recently by the authors, and the ratio of the new linear upper bound to the nonlinear upper bound, developed by Blichfeldt in 1929, on Hermite's constant is asymptotically 1.0047. Furthermore, we develop lower and upper bounds on Schnorr's constant. The improvement to the lower bound over the sharpest existing one developed by Gama et al. is around 1.7 times asymptotically, and the improvement to the upper bound over the sharpest existing one which was also developed by Gama et al. is around 4 times asymptotically. Finally, we develop lower and upper bounds on Rankin's constant. The improvements of the bounds over the sharpest existing ones, also developed by Gama et al., are exponential in the parameter defining the constant.
The reconfiguration graph $\mathcal{C}_k(G)$ for the $k$-colourings of a graph $G$ has a vertex for each proper $k$-colouring of $G$, and two vertices of $\mathcal{C}_k(G)$ are adjacent precisely when those $k$-colourings differ on a single vertex of $G$. Much work has focused on bounding the maximum value of ${\rm{diam}}~\mathcal{C}_k(G)$ over all $n$-vertex graphs $G$. We consider the analogous problems for list colourings and for correspondence colourings. We conjecture that if $L$ is a list-assignment for a graph $G$ with $|L(v)|\ge d(v)+2$ for all $v\in V(G)$, then ${\rm{diam}}~\mathcal{C}_L(G)\le n(G)+\mu(G)$. We also conjecture that if $(L,H)$ is a correspondence cover for a graph $G$ with $|L(v)|\ge d(v)+2$ for all $v\in V(G)$, then ${\rm{diam}}~\mathcal{C}_{(L,H)}(G)\le n(G)+\tau(G)$. (Here $\mu(G)$ and $\tau(G)$ denote the matching number and vertex cover number of $G$.) For every graph $G$, we give constructions showing that both conjectures are best possible. Our first main result proves the upper bounds (for the list and correspondence versions, respectively) ${\rm{diam}}~\mathcal{C}_L(G)\le n(G)+2\mu(G)$ and ${\rm{diam}}~\mathcal{C}_{(L,H)}(G)\le n(G)+2\tau(G)$. Our second main result proves that both conjectured bounds hold, whenever all $v$ satisfy $|L(v)|\ge 2d(v)+1$. We also prove more precise results when $G$ is a tree. We conclude by proving one or both conjectures for various classes of graphs such as complete bipartite graphs, subcubic graphs, cactuses, and graphs with bounded maximum average degree.
Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem of estimation of $f(\theta)$ for a functional $f:E\mapsto {\mathbb R}$ of some smoothness $s>0$ based on an observation $X^{(n)}\sim P_{\theta}^{(n)}.$ Assuming that there exists an estimator $\hat \theta_n=\hat \theta_n(X^{(n)})$ of parameter $\theta$ such that $\sqrt{n}(\hat \theta_n-\theta)$ is sufficiently close in distribution to a mean zero Gaussian random vector in $E,$ we construct a functional $g:E\mapsto {\mathbb R}$ such that $g(\hat \theta_n)$ is an asymptotically normal estimator of $f(\theta)$ with $\sqrt{n}$ rate provided that $s>\frac{1}{1-\alpha}$ and $d\leq n^{\alpha}$ for some $\alpha\in (0,1).$ We also derive general upper bounds on Orlicz norm error rates for estimator $g(\hat \theta)$ depending on smoothness $s,$ dimension $d,$ sample size $n$ and the accuracy of normal approximation of $\sqrt{n}(\hat \theta_n-\theta).$ In particular, this approach yields asymptotically efficient estimators in some high-dimensional exponential models.
This extensive revision of my paper "Description of an $O(\text{poly}(n))$ Algorithm for NP-Complete Combinatorial Problems" will dramatically simplify the content of the original paper by solving subset-sum instead of $3$-SAT. I will first define the "product-derivative" method which will be used to generate a system of equations for solving unknown polynomial coefficients. Then I will describe the "Dragonfly" algorithm usable to solve subset-sum in $O(n^{16}\log(n))$ which is itself composed of a set of symbolic algebra steps on monic polynomials to convert a subset, $S_T$, of a set of positive integers, $S$, with a given target sum, $T$ into a polynomial with roots corresponding to the elements of $S_T$.
The numerical solution of singular eigenvalue problems is complicated by the fact that small perturbations of the coefficients may have an arbitrarily bad effect on eigenvalue accuracy. However, it has been known for a long time that such perturbations are exceptional and standard eigenvalue solvers, such as the QZ algorithm, tend to yield good accuracy despite the inevitable presence of roundoff error. Recently, Lotz and Noferini quantified this phenomenon by introducing the concept of $\delta$-weak eigenvalue condition numbers. In this work, we consider singular quadratic eigenvalue problems and two popular linearizations. Our results show that a correctly chosen linearization increases $\delta$-weak eigenvalue condition numbers only marginally, justifying the use of these linearizations in numerical solvers also in the singular case. We propose a very simple but often effective algorithm for computing well-conditioned eigenvalues of a singular quadratic eigenvalue problems by adding small random perturbations to the coefficients. We prove that the eigenvalue condition number is, with high probability, a reliable criterion for detecting and excluding spurious eigenvalues created from the singular part.
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting directions. Then we give a new information-theoretic proof of a finite version of de Finetti's classical representation theorem for finite-valued random variables. We derive an upper bound on the relative entropy between the distribution of the first $k$ in a sequence of $n$ exchangeable random variables, and an appropriate mixture over product distributions. The mixing measure is characterised as the law of the empirical measure of the original sequence, and de Finetti's result is recovered as a corollary. The proof is nicely motivated by the Gibbs conditioning principle in connection with statistical mechanics, and it follows along an appealing sequence of steps. The technical estimates required for these steps are obtained via the use of a collection of combinatorial tools known within information theory as `the method of types.'
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