Computing analytic B\'ezout identities remains a difficult task, which has many applications in control theory. Flat PDE systems have cast a new light on this problem. We consider here a simple case of special interest: a rod of length $a+b$, insulated at both ends and heated at point $x=a$. The case $a=0$ is classical, the temperature of the other end $\theta(b,t)$ being then a flat output, with parametrization $\theta(x,t)=\cosh((b-x)(\partial/\partial t)^{1/2}\theta(b,t)$. When $a$ and $b$ are integers, with $a$ odd and $b$ even, the system is flat and the flat output is obtained from the B\'ezout identity $f(x)\cosh(ax)+g(x)\cosh(bx)=1$, the omputation of which boils down to a B\'ezout identity of Chebyshev polynomials. But this form is not the most efficient and a smaller expression $f(x)=\sum_{k=1}^{n} c_{k}\cosh(kx)$ may be computed in linear time. These results are compared with an approximations by a finite system, using a classical discretization. We provide experimental computations, approximating a non rational value $r$ by a sequence of fractions $b/a$, showing that the power series for the B\'ezout relation seems to converge.
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In the well-known complexity class NP are combinatorial problems, whose optimization counterparts are important for many practical settings. These problems typically consider full knowledge about the input. In practical settings, however, uncertainty in the input data is a usual phenomenon, whereby this is normally not covered in optimization versions of NP problems. One concept to model the uncertainty in the input data, is recoverable robustness. The instance of the recoverable robust version of a combinatorial problem P is split into a base scenario $\sigma_0$ and an uncertainty scenario set $\textsf{S}$. The base scenario and all members of the uncertainty scenario set are instances of the original combinatorial problem P. The task is to calculate a solution $s_0$ for the base scenario $\sigma_0$ and solutions $s$ for all uncertainty scenarios $\sigma \in \textsf{S}$ such that $s_0$ and $s$ are not too far away from each other according to a distance measure, so $s_0$ can be easily adapted to $s$. This paper introduces Hamming Distance Recoverable Robustness, in which solutions $s_0$ and $s$ have to be calculated, such that $s_0$ and $s$ may only differ in at most $\kappa$ elements. We survey the complexity of Hamming distance recoverable robust versions of optimization problems, typically found in NP for different scenario encodings. The complexity is primarily situated in the lower levels of the polynomial hierarchy. The main contribution of the paper is a gadget reduction framework that shows that the recoverable robust versions of problems in a large class of combinatorial problems is $\Sigma^P_{3}$-complete. This class includes problems such as Vertex Cover, Coloring or Subset Sum. Additionally, we expand the results to $\Sigma^P_{2m+1}$-completeness for multi-stage recoverable robust problems with $m \in \mathbb{N}$ stages.
We study the online variant of the Min-Sum Set Cover (MSSC) problem, a generalization of the well-known list update problem. In the MSSC problem, an algorithm has to maintain the time-varying permutation of the list of $n$ elements, and serve a sequence of requests $R_1, R_2, \dots, R_t, \dots$. Each $R_t$ is a subset of elements of cardinality at most $r$. For a requested set $R_t$, an online algorithm has to pay the cost equal to the position of the first element from $R_t$ on its list. Then, it may arbitrarily permute its list, paying the number of swapped adjacent element pairs. We present the first constructive deterministic algorithm for this problem, whose competitive ratio does not depend on $n$. Our algorithm is $O(r^2)$-competitive, which beats both the existential upper bound of $O(r^4)$ by Bienkowski and Mucha [AAAI '23] and the previous constructive bound of $O(r^{3/2} \cdot \sqrt{n})$ by Fotakis et al. [ICALP '20]. Furthermore, we show that our algorithm attains an asymptotically optimal competitive ratio of $O(r)$ when compared to the best fixed permutation of elements.
We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate of $\tilde O\big(\frac{1}{\sqrt{n}} + \frac{\sqrt{d}}{n\epsilon}\big)$, where $n$ is the dataset size and $d$ is the dimension of the problem. This rate is nearly optimal, based on existing lower bounds in differentially private stochastic optimization. Specifically, we prove a tight upper bound on the strong gap via novel implementation and analysis of the recursive regularization technique repurposed for saddle point problems. We show that this rate can be attained with $O\big(\min\big\{\frac{n^2\epsilon^{1.5}}{\sqrt{d}}, n^{3/2}\big\}\big)$ gradient complexity, and $\tilde{O}(n)$ gradient complexity if the loss function is smooth. As a byproduct of our method, we develop a general algorithm that, given a black-box access to a subroutine satisfying a certain $\alpha$ primal-dual accuracy guarantee with respect to the empirical objective, gives a solution to the stochastic saddle point problem with a strong gap of $\tilde{O}(\alpha+\frac{1}{\sqrt{n}})$. We show that this $\alpha$-accuracy condition is satisfied by standard algorithms for the empirical saddle point problem such as the proximal point method and the stochastic gradient descent ascent algorithm. Further, we show that even for simple problems it is possible for an algorithm to have zero weak gap and suffer from $\Omega(1)$ strong gap. We also show that there exists a fundamental tradeoff between stability and accuracy. Specifically, we show that any $\Delta$-stable algorithm has empirical gap $\Omega\big(\frac{1}{\Delta n}\big)$, and that this bound is tight. This result also holds also more specifically for empirical risk minimization problems and may be of independent interest.
Consider a mechanism that cannot observe how many players there are directly, but instead must rely on their self-reports to know how many are participating. Suppose the players can create new identities to report to the auctioneer at some cost $c$. The usual mechanism design paradigm is equivalent to implicitly assuming that $c$ is infinity for all players, while the usual Sybil attacks literature is that it is zero or finite for one player (the attacker) and infinity for everyone else (the 'honest' players). The false-name proof literature largely assumes the cost to be 0. We consider a model with variable costs that unifies these disparate streams. A paradigmatic normal form game can be extended into a Sybil game by having the action space by the product of the feasible set of identities to create action where each player chooses how many players to present as in the game and their actions in the original normal form game. A mechanism is (dominant) false-name proof if it is (dominant) incentive-compatible for all the players to self-report as at most one identity. We study mechanisms proposed in the literature motivated by settings where anonymity and self-identification are the norms, and show conditions under which they are not Sybil-proof. We characterize a class of dominant Sybil-proof mechanisms for reward sharing and show that they achieve the efficiency upper bound. We consider the extension when agents can credibly commit to the strategy of their sybils and show how this can break mechanisms that would otherwise be false-name proof.
Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain regimes (e.g., when $r$ is of order $n^2$ and the allocation is asymptotically uniform as $n\to\infty$) the power divergence statistic converges in distribution to a linear transformation of a Poisson random variable. We establish explicit error bounds in the Kolmogorov (or uniform) metric to complement this convergence result, which may be applied for any values of $n$, $r$ and the index parameter $\lambda$ for which such a finite-sample bound is meaningful. We further use this Poisson approximation result to derive error bounds in Gaussian approximation of the power divergence statistics.
Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these models. A number of algorithms have been developed for such models. Some have the posterior distribution as their asymptotic distribution. Other ``asymptotically inexact'' algorithms do not possess this property. There is limited guidance for evaluating approximations based on these algorithms. Hence it is very hard to tune them. We propose two new diagnostics that address these problems for intractable normalizing function models. Our first diagnostic, inspired by the second Bartlett identity, is in principle broadly applicable to Monte Carlo approximations beyond the normalizing function problem. We develop an approximate version of this diagnostic that is applicable to intractable normalizing function problems. Our second diagnostic is a Monte Carlo approximation to a kernel Stein discrepancy-based diagnostic introduced by Gorham and Mackey (2017). We provide theoretical justification for our methods and apply them to several algorithms in challenging simulated and real data examples including an Ising model, an exponential random graph model, and a Conway--Maxwell--Poisson regression model, obtaining interesting insights about the algorithms in these contexts.
Dynamic structural causal models (SCMs) are a powerful framework for reasoning in dynamic systems about direct effects which measure how a change in one variable affects another variable while holding all other variables constant. The causal relations in a dynamic structural causal model can be qualitatively represented with a full-time causal graph. Assuming linearity and causal sufficiency and given the full-time causal graph, the direct causal effect is always identifiable and can be estimated from data by adjusting on any set of variables given by the so-called single-door criterion. However, in many application such a graph is not available for various reasons but nevertheless experts have access to an abstraction of the full-time causal graph which represents causal relations between time series while omitting temporal information. This paper presents a complete identifiability result which characterizes all cases for which the direct effect is graphically identifiable from summary causal graphs and gives two sound finite adjustment sets that can be used to estimate the direct effect whenever it is identifiable.
This paper presents a whole-body robot control method for exploring and probing a given region of interest. The ergodic control formalism behind such an exploration behavior consists of matching the time-averaged statistics of a robot trajectory with the spatial statistics of the target distribution. Most existing ergodic control approaches assume the robots/sensors as individual point agents moving in space. We introduce an approach exploiting multiple kinematically constrained agents on the whole-body of a robotic manipulator, where a consensus among the agents is found for generating control actions. To do so, we exploit an existing ergodic control formulation called heat equation-driven area coverage (HEDAC), combining local and global exploration on a potential field resulting from heat diffusion. Our approach extends HEDAC to applications where robots have multiple sensors on the whole-body (such as tactile skin) and use all sensors to optimally explore the given region. We show that our approach increases the exploration performance in terms of ergodicity and scales well to real-world problems using agents distributed on multiple robot links. We compare our method with HEDAC in kinematic simulation and demonstrate the applicability of an online exploration task with a 7-axis Franka Emika robot.
The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its weighted average version. In several use cases, both implementations will be shown not to require the inversion of a Hessian estimate at each iteration, but a direct update of the estimate of the inverse Hessian instead will be favored. This generalizes a trick introduced in [2] for the specific case of logistic regression, by directly updating the estimate of the inverse Hessian. Under mild assumptions such as local strong convexity at the optimum, we establish almost sure convergences and rates of convergence of the algorithms, as well as central limit theorems for the constructed parameter estimates. The unified framework considered in this paper covers the case of linear, logistic or softmax regressions to name a few. Numerical experiments on simulated data give the empirical evidence of the pertinence of the proposed methods, which outperform popular competitors particularly in case of bad initializa-tions.
A lattice quantizer approximates an arbitrary real-valued source vector with a vector taken from a specific discrete lattice. The quantization error is the difference between the source vector and the lattice vector. In a classic 1996 paper, Zamir and Feder show that the globally optimal lattice quantizer (which minimizes the mean square error) has white quantization error: for a uniformly distributed source, the covariance of the error is the identity matrix, multiplied by a positive real factor. We generalize the theorem, showing that the same property holds (i) for any lattice whose mean square error cannot be decreased by a small perturbation of the generator matrix, and (ii) for an optimal product of lattices that are themselves locally optimal in the sense of (i). We derive an upper bound on the normalized second moment (NSM) of the optimal lattice in any dimension, by proving that any lower- or upper-triangular modification to the generator matrix of a product lattice reduces the NSM. Using these tools and employing the best currently known lattice quantizers to build product lattices, we construct improved lattice quantizers in dimensions 13 to 15, 17 to 23, and 25 to 48. In some dimensions, these are the first reported lattices with normalized second moments below the best known upper bound.
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