The classical Andr\'{a}sfai--Erd\H{o}s--S\'{o}s Theorem states that for $\ell\ge 2$, every $n$-vertex $K_{\ell+1}$-free graph with minimum degree greater than $\frac{3\ell-4}{3\ell-1}n$ must be $\ell$-partite. We establish a simple criterion for $r$-graphs, $r \geq 2$, to exhibit an Andr\'{a}sfai--Erd\H{o}s--S\'{o}s type property, also known as degree-stability. This leads to a classification of most previously studied hypergraph families with this property. An immediate application of this result, combined with a general theorem by Keevash--Lenz--Mubayi, solves the spectral Tur\'{a}n problems for a large class of hypergraphs. For every $r$-graph $F$ with degree-stability, there is a simple algorithm to decide the $F$-freeness of an $n$-vertex $r$-graph with minimum degree greater than $(\pi(F) - \varepsilon_F)\binom{n}{r-1}$ in time $O(n^r)$, where $\varepsilon_F >0$ is a constant. In particular, for the complete graph $K_{\ell+1}$, we can take $\varepsilon_{K_{\ell+1}} = (3\ell^2-\ell)^{-1}$, and this bound is tight up to some multiplicative constant factor unless $\mathbf{W[1]} = \mathbf{FPT}$. Based on a result by Chen--Huang--Kanj--Xia, we further show that for every fixed $C > 0$, this problem cannot be solved in time $n^{o(\ell)}$ if we replace $\varepsilon_{K_{\ell+1}}$ with $(C\ell)^{-1}$ unless $\mathbf{ETH}$ fails. Furthermore, we apply the degree-stability of $K_{\ell+1}$ to decide the $K_{\ell+1}$-freeness of graphs whose size is close to the Tur\'{a}n bound in time $(\ell+1)n^2$, partially improving a recent result by Fomin--Golovach--Sagunov--Simonov. As an intermediate step, we show that for a specific class of $r$-graphs $F$, the (surjective) $F$-coloring problem can be solved in time $O(n^r)$, provided the input $r$-graph has $n$ vertices and a large minimum degree, refining several previous results.
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Accurately modeling the dynamics of high-density ratio ($\mathcal{O}(10^5)$) two-phase flows is important for many applications in material science and manufacturing. In this work, we consider numerical simulations of molten metal undergoing microgravity oscillations. Accurate simulation of the oscillation dynamics allows us to characterize the interplay between the two fluids' surface tension and density ratio, which is an important consideration for terrestrial manufacturing applications. We present a projection-based computational framework for solving a thermodynamically-consistent Cahn-Hilliard Navier-Stokes equations for two-phase flows under these large density ratios. A modified version of the pressure-decoupled solver based on the Helmholtz-Hodge decomposition presented in Khanwale et al. [$\textit{A projection-based, semi-implicit time-stepping approach for the Cahn-Hilliard Navier-Stokes equations on adaptive octree meshes.}$, Journal of Computational Physics 475 (2023): 111874] is used. We present a comprehensive convergence study to investigate the effect of mesh resolution, time-step, and interfacial thickness on droplet-shape oscillations. We deploy our framework to predict the oscillation behavior of three physical systems exhibiting very large density ratios ($10^4-10^5:1$) that have previously never been performed.
For every $n >0$, we show the existence of a CNF tautology over $O(n^2)$ variables of width $O(\log n)$ such that it has a Polynomial Calculus Resolution refutation over $\{0,1\}$ variables of size $O(n^3polylog(n))$ but any Polynomial Calculus refutation over $\{+1,-1\}$ variables requires size $2^{\Omega(n)}$. This shows that Polynomial Calculus sizes over the $\{0,1\}$ and $\{+1,-1\}$ bases are incomparable (since Tseitin tautologies show a separation in the other direction) and answers an open problem posed by Sokolov [Sok20] and Razborov.
We introduce a new Langevin dynamics based algorithm, called e-TH$\varepsilon$O POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear in real-world applications such as quantile estimation, vector quantization, CVaR minimization, and regularized optimization problems involving ReLU neural networks. We demonstrate both theoretically and numerically the applicability of the e-TH$\varepsilon$O POULA algorithm. More precisely, under the conditions that the stochastic gradient is locally Lipschitz in average and satisfies a certain convexity at infinity condition, we establish non-asymptotic error bounds for e-TH$\varepsilon$O POULA in Wasserstein distances and provide a non-asymptotic estimate for the expected excess risk, which can be controlled to be arbitrarily small. Three key applications in finance and insurance are provided, namely, multi-period portfolio optimization, transfer learning in multi-period portfolio optimization, and insurance claim prediction, which involve neural networks with (Leaky)-ReLU activation functions. Numerical experiments conducted using real-world datasets illustrate the superior empirical performance of e-TH$\varepsilon$O POULA compared to SGLD, TUSLA, ADAM, and AMSGrad in terms of model accuracy.
Finding the maximum size of a Sidon set in $\mathbb{F}_2^t$ is of research interest for more than 40 years. In order to tackle this problem we recall a one-to-one correspondence between sum-free Sidon sets and linear codes with minimum distance greater or equal 5. Our main contribution about codes is a new non-existence result for linear codes with minimum distance 5 based on a sharpening of the Johnson bound. This gives, on the Sidon set side, an improvement of the general upper bound for the maximum size of a Sidon set. Additionally, we characterise maximal Sidon sets, that are those Sidon sets which can not be extended by adding elements without loosing the Sidon property, up to dimension 6 and give all possible sizes for dimension 7 and 8 determined by computer calculations.
Let $X_1, \ldots, X_n$ be probability spaces, let $X$ be their direct product, let $\phi_1, \ldots, \phi_m: X \longrightarrow {\Bbb C}$ be random variables, each depending only on a few coordinates of a point $x=(x_1, \ldots, x_n)$, and let $f=\phi_1 + \ldots + \phi_m$. The expectation $E\thinspace e^{\lambda f}$, where $\lambda \in {\Bbb C}$, appears in statistical physics as the partition function of a system with multi-spin interactions, and also in combinatorics and computer science, where it is known as the partition function of edge-coloring models, tensor network contractions or a Holant polynomial. Assuming that each $\phi_i$ is 1-Lipschitz in the Hamming metric of $X$, that each $\phi_i(x)$ depends on at most $r \geq 2$ coordinates $x_1, \ldots, x_n$ of $x \in X$, and that for each $j$ there are at most $c \geq 1$ functions $\phi_i$ that depend on the coordinate $x_j$, we prove that $E\thinspace e^{\lambda f} \ne 0$ provided $| \lambda | \leq \ (3 c \sqrt{r-1})^{-1}$ and that the bound is sharp up to a constant factor. Taking a scaling limit, we prove a similar result for functions $\phi_1, \ldots, \phi_m: {\Bbb R}^n \longrightarrow {\Bbb C}$ that are 1-Lipschitz in the $\ell^1$ metric of ${\Bbb R}^n$ and where the expectation is taken with respect to the standard Gaussian measure in ${\Bbb R}^n$. As a corollary, the value of the expectation can be efficiently approximated, provided $\lambda$ lies in a slightly smaller disc.
This paper investigates the properties of Quasi Maximum Likelihood estimation of an approximate factor model for an $n$-dimensional vector of stationary time series. We prove that the factor loadings estimated by Quasi Maximum Likelihood are asymptotically equivalent, as $n\to\infty$, to those estimated via Principal Components. Both estimators are, in turn, also asymptotically equivalent, as $n\to\infty$, to the unfeasible Ordinary Least Squares estimator we would have if the factors were observed. We also show that the usual sandwich form of the asymptotic covariance matrix of the Quasi Maximum Likelihood estimator is asymptotically equivalent to the simpler asymptotic covariance matrix of the unfeasible Ordinary Least Squares. All these results hold in the general case in which the idiosyncratic components are cross-sectionally heteroskedastic, as well as serially and cross-sectionally weakly correlated. The intuition behind these results is that as $n\to\infty$ the factors can be considered as observed, thus showing that factor models enjoy a blessing of dimensionality.
Stable infiniteness, strong finite witnessability, and smoothness are model-theoretic properties relevant to theory combination in satisfiability modulo theories. Theories that are strongly finitely witnessable and smooth are called strongly polite and can be effectively combined with other theories. Toledo, Zohar, and Barrett conjectured that stably infinite and strongly finitely witnessable theories are smooth and therefore strongly polite. They called counterexamples to this conjecture unicorn theories, as their existence seemed unlikely. We prove that, indeed, unicorns do not exist. We also prove versions of the L\"owenheim-Skolem theorem and the {\L}o\'s-Vaught test for many-sorted logic.
Given an Abelian group G, a Boolean-valued function f: G -> {-1,+1}, is said to be s-sparse, if it has at most s-many non-zero Fourier coefficients over the domain G. In a seminal paper, Gopalan et al. proved "Granularity" for Fourier coefficients of Boolean valued functions over Z_2^n, that have found many diverse applications in theoretical computer science and combinatorics. They also studied structural results for Boolean functions over Z_2^n which are approximately Fourier-sparse. In this work, we obtain structural results for approximately Fourier-sparse Boolean valued functions over Abelian groups G of the form,G:= Z_{p_1}^{n_1} \times ... \times Z_{p_t}^{n_t}, for distinct primes p_i. We also obtain a lower bound of the form 1/(m^{2}s)^ceiling(phi(m)/2), on the absolute value of the smallest non-zero Fourier coefficient of an s-sparse function, where m=p_1 ... p_t, and phi(m)=(p_1-1) ... (p_t-1). We carefully apply probabilistic techniques from Gopalan et al., to obtain our structural results, and use some non-trivial results from algebraic number theory to get the lower bound. We construct a family of at most s-sparse Boolean functions over Z_p^n, where p > 2, for arbitrarily large enough s, where the minimum non-zero Fourier coefficient is 1/omega(n). The "Granularity" result of Gopalan et al. implies that the absolute values of non-zero Fourier coefficients of any s-sparse Boolean valued function over Z_2^n are 1/O(s). So, our result shows that one cannot expect such a lower bound for general Abelian groups. Using our new structural results on the Fourier coefficients of sparse functions, we design an efficient testing algorithm for Fourier-sparse Boolean functions, thata requires poly((ms)^phi(m),1/epsilon)-many queries. Further, we prove an Omega(sqrt{s}) lower bound on the query complexity of any adaptive sparsity testing algorithm.
In this paper, we study the problem of noisy, convex, zeroth order optimisation of a function $f$ over a bounded convex set $\bar{\mathcal X}\subset \mathbb{R}^d$. Given a budget $n$ of noisy queries to the function $f$ that can be allocated sequentially and adaptively, our aim is to construct an algorithm that returns a point $\hat x\in \bar{\mathcal X}$ such that $f(\hat x)$ is as small as possible. We provide a conceptually simple method inspired by the textbook center of gravity method, but adapted to the noisy and zeroth order setting. We prove that this method is such that the $f(\hat x) - \min_{x\in \bar{\mathcal X}} f(x)$ is of smaller order than $d^2/\sqrt{n}$ up to poly-logarithmic terms. We slightly improve upon existing literature, where to the best of our knowledge the best known rate is in [Lattimore, 2024] is of order $d^{2.5}/\sqrt{n}$, albeit for a more challenging problem. Our main contribution is however conceptual, as we believe that our algorithm and its analysis bring novel ideas and are significantly simpler than existing approaches.
We consider an on-line least squares regression problem with optimal solution $\theta^*$ and Hessian matrix H, and study a time-average stochastic gradient descent estimator of $\theta^*$. For $k\ge2$, we provide an unbiased estimator of $\theta^*$ that is a modification of the time-average estimator, runs with an expected number of time-steps of order k, with O(1/k) expected excess risk. The constant behind the O notation depends on parameters of the regression and is a poly-logarithmic function of the smallest eigenvalue of H. We provide both a biased and unbiased estimator of the expected excess risk of the time-average estimator and of its unbiased counterpart, without requiring knowledge of either H or $\theta^*$. We describe an "average-start" version of our estimators with similar properties. Our approach is based on randomized multilevel Monte Carlo. Our numerical experiments confirm our theoretical findings.
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